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MAS vs. SCHW
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MAS vs. SCHW - Performance Comparison

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

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MAS vs. SCHW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Market Cap

MAS:

$14.11B

SCHW:

$154.18B

EPS

MAS:

$4.02

SCHW:

$5.26

PE Ratio

MAS:

17.28

SCHW:

16.72

PEG Ratio

MAS:

0.53

SCHW:

0.96

PS Ratio

MAS:

1.88

SCHW:

6.52

Total Revenue (TTM)

MAS:

$7.68B

SCHW:

$24.17B

Gross Profit (TTM)

MAS:

$2.72B

SCHW:

$18.86B

EBITDA (TTM)

MAS:

$1.39B

SCHW:

$13.11B

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Return for Risk

MAS vs. SCHW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MAS
MAS Risk / Return Rank: 5252
Overall Rank
MAS Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
MAS Sortino Ratio Rank: 5151
Sortino Ratio Rank
MAS Omega Ratio Rank: 4747
Omega Ratio Rank
MAS Calmar Ratio Rank: 5252
Calmar Ratio Rank
MAS Martin Ratio Rank: 5353
Martin Ratio Rank

SCHW
SCHW Risk / Return Rank: 4141
Overall Rank
SCHW Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
SCHW Sortino Ratio Rank: 3737
Sortino Ratio Rank
SCHW Omega Ratio Rank: 3737
Omega Ratio Rank
SCHW Calmar Ratio Rank: 4444
Calmar Ratio Rank
SCHW Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


MASSCHWDifference
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

MAS vs. SCHW - Sharpe Ratio Comparison

The current MAS Sharpe Ratio is 0.42, which is higher than the SCHW Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of MAS and SCHW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MASSCHWDifference

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


MASSCHWDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-16.27%

-17.35%

+1.08%

Average Drawdown

Average peak-to-trough decline

-23.64%

-35.55%

+11.91%

Ulcer Index

Depth 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


MASSCHWDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.


Quarterly
Annual

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


2.00B3.00B4.00B5.00B6.00B7.00B20222023202420252026
1.92B
3.14B
(MAS) Total Revenue
(SCHW) Total Revenue
Values in USD except per share items

MAS vs. SCHW - Profitability Comparison

The chart below illustrates the profitability comparison between Masco Corporation and The Charles Schwab Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20222023202420252026
35.8%
32.7%
Portfolio components
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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