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MAS vs. RPM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MAS and RPM is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

MAS vs. RPM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Masco Corporation (MAS) and RPM International Inc. (RPM). The values are adjusted to include any dividend payments, if applicable.

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%JulyAugustSeptemberOctoberNovemberDecember
661.79%
5,722.59%
MAS
RPM

Key characteristics

Sharpe Ratio

MAS:

0.44

RPM:

0.71

Sortino Ratio

MAS:

0.81

RPM:

1.17

Omega Ratio

MAS:

1.10

RPM:

1.14

Calmar Ratio

MAS:

0.60

RPM:

1.16

Martin Ratio

MAS:

1.45

RPM:

2.84

Ulcer Index

MAS:

7.30%

RPM:

5.37%

Daily Std Dev

MAS:

23.95%

RPM:

21.56%

Max Drawdown

MAS:

-90.35%

RPM:

-61.69%

Current Drawdown

MAS:

-13.40%

RPM:

-9.82%

Fundamentals

Market Cap

MAS:

$16.52B

RPM:

$16.91B

EPS

MAS:

$3.76

RPM:

$4.77

PE Ratio

MAS:

20.37

RPM:

27.55

PEG Ratio

MAS:

1.87

RPM:

2.39

Total Revenue (TTM)

MAS:

$7.88B

RPM:

$5.50B

Gross Profit (TTM)

MAS:

$2.85B

RPM:

$2.27B

EBITDA (TTM)

MAS:

$1.36B

RPM:

$816.64M

Returns By Period

In the year-to-date period, MAS achieves a 12.15% return, which is significantly lower than RPM's 15.18% return. Over the past 10 years, MAS has outperformed RPM with an annualized return of 14.42%, while RPM has yielded a comparatively lower 11.87% annualized return.


MAS

YTD

12.15%

1M

-4.05%

6M

7.38%

1Y

10.31%

5Y*

11.05%

10Y*

14.42%

RPM

YTD

15.18%

1M

-7.54%

6M

13.95%

1Y

14.02%

5Y*

13.19%

10Y*

11.87%

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Risk-Adjusted Performance

MAS vs. RPM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Masco Corporation (MAS) and RPM International Inc. (RPM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for MAS, currently valued at 0.44, compared to the broader market-4.00-2.000.002.000.440.71
The chart of Sortino ratio for MAS, currently valued at 0.81, compared to the broader market-4.00-2.000.002.004.000.811.17
The chart of Omega ratio for MAS, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.14
The chart of Calmar ratio for MAS, currently valued at 0.60, compared to the broader market0.002.004.006.000.601.16
The chart of Martin ratio for MAS, currently valued at 1.45, compared to the broader market0.0010.0020.001.452.84
MAS
RPM

The current MAS Sharpe Ratio is 0.44, which is lower than the RPM Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of MAS and RPM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.44
0.71
MAS
RPM

Dividends

MAS vs. RPM - Dividend Comparison

MAS's dividend yield for the trailing twelve months is around 1.57%, more than RPM's 1.49% yield.


TTM20232022202120202019201820172016201520142013
MAS
Masco Corporation
1.57%1.73%2.40%1.22%1.27%1.03%1.49%0.92%1.22%0.65%0.00%0.00%
RPM
RPM International Inc.
1.49%1.54%1.66%1.52%1.61%1.84%2.23%2.33%2.09%2.39%1.93%1.66%

Drawdowns

MAS vs. RPM - Drawdown Comparison

The maximum MAS drawdown since its inception was -90.35%, which is greater than RPM's maximum drawdown of -61.69%. Use the drawdown chart below to compare losses from any high point for MAS and RPM. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.40%
-9.82%
MAS
RPM

Volatility

MAS vs. RPM - Volatility Comparison

Masco Corporation (MAS) has a higher volatility of 7.04% compared to RPM International Inc. (RPM) at 5.28%. This indicates that MAS's price experiences larger fluctuations and is considered to be riskier than RPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
7.04%
5.28%
MAS
RPM

Financials

MAS vs. RPM - Financials Comparison

This section allows you to compare key financial metrics between Masco Corporation and RPM International Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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