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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.


-0.50.00.51.0
Correlation: 0.4

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%5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%30,000.00%35,000.00%NovemberDecember2025FebruaryMarchApril
406.64%
31,546.34%
MAS
SCHW

Key characteristics

Sharpe Ratio

MAS:

-0.57

SCHW:

0.25

Sortino Ratio

MAS:

-0.68

SCHW:

0.56

Omega Ratio

MAS:

0.92

SCHW:

1.08

Calmar Ratio

MAS:

-0.52

SCHW:

0.23

Martin Ratio

MAS:

-1.55

SCHW:

0.68

Ulcer Index

MAS:

10.46%

SCHW:

11.03%

Daily Std Dev

MAS:

28.37%

SCHW:

30.49%

Max Drawdown

MAS:

-90.35%

SCHW:

-86.79%

Current Drawdown

MAS:

-30.26%

SCHW:

-14.68%

Fundamentals

Market Cap

MAS:

$13.03B

SCHW:

$139.06B

EPS

MAS:

$3.76

SCHW:

$3.30

PE Ratio

MAS:

16.34

SCHW:

23.21

PEG Ratio

MAS:

1.31

SCHW:

0.93

PS Ratio

MAS:

1.67

SCHW:

6.80

PB Ratio

MAS:

164.42

SCHW:

3.47

Total Revenue (TTM)

MAS:

$7.70B

SCHW:

$14.87B

Gross Profit (TTM)

MAS:

$2.79B

SCHW:

$14.87B

EBITDA (TTM)

MAS:

$1.31B

SCHW:

$6.45B

Returns By Period

In the year-to-date period, MAS achieves a -17.92% return, which is significantly lower than SCHW's 5.54% return. Both investments have delivered pretty close results over the past 10 years, with MAS having a 11.58% annualized return and SCHW not far behind at 11.34%.


MAS

YTD

-17.92%

1M

-16.19%

6M

-27.06%

1Y

-17.46%

5Y*

9.98%

10Y*

11.58%

SCHW

YTD

5.54%

1M

-2.64%

6M

9.30%

1Y

4.94%

5Y*

18.82%

10Y*

11.34%

*Annualized

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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 1919
Overall Rank
The Sharpe Ratio Rank of MAS is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of MAS is 2121
Sortino Ratio Rank
The Omega Ratio Rank of MAS is 2222
Omega Ratio Rank
The Calmar Ratio Rank of MAS is 2020
Calmar Ratio Rank
The Martin Ratio Rank of MAS is 88
Martin Ratio Rank

SCHW
The Risk-Adjusted Performance Rank of SCHW is 6060
Overall Rank
The Sharpe Ratio Rank of SCHW is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHW is 5555
Sortino Ratio Rank
The Omega Ratio Rank of SCHW is 5656
Omega Ratio Rank
The Calmar Ratio Rank of SCHW is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SCHW is 6262
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.


The chart of Sharpe ratio for MAS, currently valued at -0.57, compared to the broader market-2.00-1.000.001.002.003.00
MAS: -0.57
SCHW: 0.25
The chart of Sortino ratio for MAS, currently valued at -0.68, compared to the broader market-6.00-4.00-2.000.002.004.00
MAS: -0.68
SCHW: 0.56
The chart of Omega ratio for MAS, currently valued at 0.92, compared to the broader market0.501.001.502.00
MAS: 0.92
SCHW: 1.08
The chart of Calmar ratio for MAS, currently valued at -0.52, compared to the broader market0.001.002.003.004.005.00
MAS: -0.52
SCHW: 0.23
The chart of Martin ratio for MAS, currently valued at -1.55, compared to the broader market-5.000.005.0010.0015.0020.00
MAS: -1.55
SCHW: 0.68

The current MAS Sharpe Ratio is -0.57, which is lower than the SCHW Sharpe Ratio of 0.25. 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.57
0.25
MAS
SCHW

Dividends

MAS vs. SCHW - Dividend Comparison

MAS's dividend yield for the trailing twelve months is around 1.99%, more than SCHW's 1.31% yield.


TTM20242023202220212020201920182017201620152014
MAS
Masco Corporation
1.99%1.60%1.73%2.40%1.22%1.26%1.03%1.49%0.92%1.22%0.65%0.00%
SCHW
The Charles Schwab Corporation
1.31%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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-30.26%
-14.68%
MAS
SCHW

Volatility

MAS vs. SCHW - Volatility Comparison

Masco Corporation (MAS) has a higher volatility of 15.77% compared to The Charles Schwab Corporation (SCHW) at 14.06%. 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%16.00%NovemberDecember2025FebruaryMarchApril
15.77%
14.06%
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