MAS vs. SCHW
MAS (Masco Corporation) and SCHW (The Charles Schwab Corporation) are both stocks. MAS operates in Building Products & Equipment (Industrials), while SCHW operates in Capital Markets (Financial Services). Over the past 10 years, MAS returned 9.73%/yr vs 12.87%/yr for SCHW. At a 0.35 correlation, their price movements are largely independent.
Performance
MAS vs. SCHW - Performance Comparison
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Returns By Period
In the year-to-date period, MAS achieves a 10.61% return, which is significantly higher than SCHW's -11.31% return. Over the past 10 years, MAS has underperformed SCHW with an annualized return of 9.73%, while SCHW has yielded a comparatively higher 12.87% annualized return.
MAS
- 1D
- 0.81%
- 1M
- 2.05%
- YTD
- 10.61%
- 6M
- 8.62%
- 1Y
- 13.23%
- 3Y*
- 12.53%
- 5Y*
- 5.01%
- 10Y*
- 9.73%
SCHW
- 1D
- 1.63%
- 1M
- -4.42%
- YTD
- -11.31%
- 6M
- -6.75%
- 1Y
- 1.87%
- 3Y*
- 19.05%
- 5Y*
- 4.43%
- 10Y*
- 12.87%
MAS vs. SCHW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MAS Masco Corporation | 10.61% | -10.92% | 10.04% | 46.56% | -32.09% | 29.61% | 15.78% | 66.27% | -32.70% | 40.55% |
SCHW The Charles Schwab Corporation | -11.31% | 36.65% | 9.17% | -15.97% | 0.11% | 60.23% | 13.57% | 16.38% | -18.43% | 31.15% |
Correlation
The correlation between MAS and SCHW is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jul 3, 1989 | 0.35 |
Over the past year, the correlation between MAS and SCHW has dropped to 0.05 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.
Fundamentals
MAS:
$14.11B
SCHW:
$154.18B
MAS:
$4.02
SCHW:
$5.26
MAS:
17.28
SCHW:
16.72
MAS:
0.53
SCHW:
0.96
MAS:
1.88
SCHW:
6.52
MAS:
$7.68B
SCHW:
$24.17B
MAS:
$2.72B
SCHW:
$18.86B
MAS:
$1.39B
SCHW:
$13.11B
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Return for Risk
MAS vs. SCHW — Risk / Return Rank
MAS
SCHW
MAS vs. SCHW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Masco Corporation (MAS) and The Charles Schwab Corporation (SCHW). 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.
| MAS | SCHW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.34 | ||
| Sortino ratioReturn per unit of downside risk | +0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.04 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.55 | 0.09 | +0.45 |
| Martin ratioReturn relative to average drawdown | 1.13 | 0.23 | +0.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MAS | SCHW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.42 | 0.08 | +0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.14 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.39 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.42 | -0.20 |
Drawdowns
MAS vs. SCHW - Drawdown Comparison
The maximum MAS drawdown since its inception was -88.75%, roughly equal to the maximum SCHW drawdown of -86.79%. Use the drawdown chart below to compare losses from any high point for MAS and SCHW.
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Drawdown Indicators
| MAS | SCHW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.75% | -86.79% | -1.96% |
Max Drawdown (1Y)Largest decline over 1 year | -24.38% | -19.83% | -4.55% |
Max Drawdown (3Y)Largest decline over 3 years | -30.95% | -27.11% | -3.84% |
Max Drawdown (5Y)Largest decline over 5 years | -37.95% | -49.70% | +11.75% |
Max Drawdown (10Y)Largest decline over 10 years | -44.83% | -51.08% | +6.25% |
Current DrawdownCurrent decline from peak | -16.27% | -17.35% | +1.08% |
Average DrawdownAverage peak-to-trough decline | -23.64% | -35.55% | +11.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.77% | 8.12% | +3.65% |
Volatility
MAS vs. SCHW - Volatility Comparison
Masco Corporation (MAS) has a higher volatility of 9.13% compared to The Charles Schwab Corporation (SCHW) at 8.14%. This indicates that MAS's price experiences larger fluctuations and is considered to be riskier than SCHW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MAS | SCHW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.13% | 8.14% | +0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 25.56% | 19.79% | +5.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.97% | 24.00% | +7.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.91% | 32.25% | -2.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.38% | 33.42% | -4.04% |
Dividends
MAS vs. SCHW - Dividend Comparison
MAS's dividend yield for the trailing twelve months is around 1.81%, more than SCHW's 1.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MAS Masco Corporation | 1.81% | 1.95% | 1.60% | 1.70% | 2.40% | 1.20% | 0.99% | 1.03% | 1.49% | 0.92% | 1.22% | 12.68% |
SCHW The Charles Schwab Corporation | 1.34% | 1.08% | 1.35% | 1.45% | 1.01% | 0.86% | 1.36% | 1.43% | 1.11% | 0.62% | 0.68% | 0.73% |
Financials
MAS vs. SCHW - Financials Comparison
This section allows you to compare key financial metrics between Masco Corporation and The Charles Schwab Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
MAS vs. SCHW - Profitability Comparison
MAS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Masco Corporation reported a gross profit of 686.00M and revenue of 1.92B. Therefore, the gross margin over that period was 35.8%.
SCHW - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Charles Schwab Corporation reported a gross profit of 1.03B and revenue of 3.14B. Therefore, the gross margin over that period was 32.7%.
MAS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Masco Corporation reported an operating income of 316.00M and revenue of 1.92B, resulting in an operating margin of 16.5%.
SCHW - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Charles Schwab Corporation reported an operating income of -730.00M and revenue of 3.14B, resulting in an operating margin of -23.2%.
MAS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Masco Corporation reported a net income of 213.00M and revenue of 1.92B, resulting in a net margin of 11.1%.
SCHW - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Charles Schwab Corporation reported a net income of 2.48B and revenue of 3.14B, resulting in a net margin of 78.9%.
Frequently Asked Questions
MAS and SCHW have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MAS has higher volatility (9.13%) compared to SCHW (8.14%). In terms of maximum drawdown, MAS dropped -88.75% vs SCHW's -86.79%.
MAS currently has the higher Sharpe Ratio (0.42 vs 0.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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