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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%5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%30,000.00%35,000.00%JulyAugustSeptemberOctoberNovemberDecember
473.45%
29,738.64%
MAS
SCHW

Key characteristics

Sharpe Ratio

MAS:

0.44

SCHW:

0.32

Sortino Ratio

MAS:

0.81

SCHW:

0.61

Omega Ratio

MAS:

1.10

SCHW:

1.09

Calmar Ratio

MAS:

0.60

SCHW:

0.25

Martin Ratio

MAS:

1.45

SCHW:

0.79

Ulcer Index

MAS:

7.30%

SCHW:

10.50%

Daily Std Dev

MAS:

23.95%

SCHW:

26.03%

Max Drawdown

MAS:

-90.35%

SCHW:

-86.79%

Current Drawdown

MAS:

-13.40%

SCHW:

-19.20%

Fundamentals

Market Cap

MAS:

$16.52B

SCHW:

$140.51B

EPS

MAS:

$3.76

SCHW:

$2.56

PE Ratio

MAS:

20.37

SCHW:

29.98

PEG Ratio

MAS:

1.87

SCHW:

1.24

Total Revenue (TTM)

MAS:

$7.88B

SCHW:

$19.48B

Gross Profit (TTM)

MAS:

$2.85B

SCHW:

$11.11B

EBITDA (TTM)

MAS:

$1.36B

SCHW:

$8.20B

Returns By Period

In the year-to-date period, MAS achieves a 12.15% return, which is significantly higher than SCHW's 9.11% return. Over the past 10 years, MAS has outperformed SCHW with an annualized return of 14.42%, while SCHW has yielded a comparatively lower 10.84% annualized return.


MAS

YTD

12.15%

1M

-4.05%

6M

7.38%

1Y

10.31%

5Y*

11.05%

10Y*

14.42%

SCHW

YTD

9.11%

1M

-9.12%

6M

2.31%

1Y

7.64%

5Y*

10.58%

10Y*

10.84%

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Risk-Adjusted Performance

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 0.44, compared to the broader market-4.00-2.000.002.000.440.32
The chart of Sortino ratio for MAS, currently valued at 0.81, compared to the broader market-4.00-2.000.002.004.000.810.61
The chart of Omega ratio for MAS, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.09
The chart of Calmar ratio for MAS, currently valued at 0.60, compared to the broader market0.002.004.006.000.600.25
The chart of Martin ratio for MAS, currently valued at 1.45, compared to the broader market0.0010.0020.001.450.79
MAS
SCHW

The current MAS Sharpe Ratio is 0.44, which is higher than the SCHW Sharpe Ratio of 0.32. 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-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.44
0.32
MAS
SCHW

Dividends

MAS vs. SCHW - Dividend Comparison

MAS's dividend yield for the trailing twelve months is around 1.57%, more than SCHW's 1.35% 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%
SCHW
The Charles Schwab Corporation
1.35%1.45%1.01%0.86%1.36%1.43%1.11%0.62%0.68%0.73%0.79%0.92%

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%JulyAugustSeptemberOctoberNovemberDecember
-13.40%
-19.20%
MAS
SCHW

Volatility

MAS vs. SCHW - Volatility Comparison

Masco Corporation (MAS) has a higher volatility of 7.04% compared to The Charles Schwab Corporation (SCHW) at 6.55%. 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%JulyAugustSeptemberOctoberNovemberDecember
7.04%
6.55%
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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