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

Correlation

The correlation between MAS and SCHW is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

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.

0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
4.44%
14.23%
MAS
SCHW

Key characteristics

Sharpe Ratio

MAS:

0.54

SCHW:

0.49

Sortino Ratio

MAS:

0.97

SCHW:

0.83

Omega Ratio

MAS:

1.11

SCHW:

1.12

Calmar Ratio

MAS:

0.74

SCHW:

0.37

Martin Ratio

MAS:

1.61

SCHW:

1.20

Ulcer Index

MAS:

8.13%

SCHW:

10.40%

Daily Std Dev

MAS:

24.10%

SCHW:

25.67%

Max Drawdown

MAS:

-90.35%

SCHW:

-86.79%

Current Drawdown

MAS:

-11.17%

SCHW:

-20.98%

Fundamentals

Market Cap

MAS:

$16.37B

SCHW:

$132.42B

EPS

MAS:

$3.76

SCHW:

$2.56

PE Ratio

MAS:

20.18

SCHW:

28.26

PEG Ratio

MAS:

1.80

SCHW:

0.90

Total Revenue (TTM)

MAS:

$6.00B

SCHW:

$15.02B

Gross Profit (TTM)

MAS:

$2.20B

SCHW:

$8.64B

EBITDA (TTM)

MAS:

$1.10B

SCHW:

$8.60B

Returns By Period

In the year-to-date period, MAS achieves a 4.53% return, which is significantly higher than SCHW's -2.26% return. Over the past 10 years, MAS has outperformed SCHW with an annualized return of 15.25%, while SCHW has yielded a comparatively lower 11.78% annualized return.


MAS

YTD

4.53%

1M

-3.68%

6M

2.86%

1Y

14.52%

5Y*

11.09%

10Y*

15.25%

SCHW

YTD

-2.26%

1M

-9.05%

6M

8.08%

1Y

12.54%

5Y*

9.69%

10Y*

11.78%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

MAS vs. SCHW — Risk-Adjusted Performance Rank

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

MAS
The Risk-Adjusted Performance Rank of MAS is 6767
Overall Rank
The Sharpe Ratio Rank of MAS is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of MAS is 6262
Sortino Ratio Rank
The Omega Ratio Rank of MAS is 5959
Omega Ratio Rank
The Calmar Ratio Rank of MAS is 7676
Calmar Ratio Rank
The Martin Ratio Rank of MAS is 6767
Martin Ratio Rank

SCHW
The Risk-Adjusted Performance Rank of SCHW is 6363
Overall Rank
The Sharpe Ratio Rank of SCHW is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHW is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SCHW is 6060
Omega Ratio Rank
The Calmar Ratio Rank of SCHW is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SCHW is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MAS vs. SCHW - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for MAS, currently valued at 0.54, compared to the broader market-2.000.002.000.540.49
The chart of Sortino ratio for MAS, currently valued at 0.97, compared to the broader market-4.00-2.000.002.004.000.970.83
The chart of Omega ratio for MAS, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.12
The chart of Calmar ratio for MAS, currently valued at 0.74, compared to the broader market0.002.004.006.000.740.37
The chart of Martin ratio for MAS, currently valued at 1.61, compared to the broader market0.0010.0020.001.611.20
MAS
SCHW

The current MAS Sharpe Ratio is 0.54, which is comparable to the SCHW Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of MAS and SCHW, 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 Ratio-0.500.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.54
0.49
MAS
SCHW

Dividends

MAS vs. SCHW - Dividend Comparison

MAS's dividend yield for the trailing twelve months is around 1.53%, more than SCHW's 1.38% yield.


TTM20242023202220212020201920182017201620152014
MAS
Masco Corporation
1.53%1.60%1.73%2.40%1.22%1.27%1.03%1.49%0.92%1.22%0.65%0.00%
SCHW
The Charles Schwab Corporation
1.38%1.35%1.45%1.01%0.86%1.36%1.43%1.11%0.62%0.68%0.73%0.79%

Drawdowns

MAS vs. SCHW - Drawdown Comparison

The maximum MAS drawdown since its inception was -90.35%, 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. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-11.17%
-20.98%
MAS
SCHW

Volatility

MAS vs. SCHW - Volatility Comparison

Masco Corporation (MAS) has a higher volatility of 7.14% compared to The Charles Schwab Corporation (SCHW) at 6.73%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
7.14%
6.73%
MAS
SCHW

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


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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