PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MAS vs. THO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


MASTHO
YTD Return5.16%-14.78%
1Y Return33.47%24.86%
3Y Return (Ann)6.44%-5.67%
5Y Return (Ann)15.11%14.89%
10Y Return (Ann)16.05%7.72%
Sharpe Ratio1.390.67
Daily Std Dev25.44%38.24%
Max Drawdown-88.75%-81.04%
Current Drawdown-11.05%-29.88%

Fundamentals


MASTHO
Market Cap$15.45B$5.35B
EPS$4.08$5.05
PE Ratio17.2019.87
PEG Ratio1.790.75
Revenue (TTM)$7.91B$10.38B
Gross Profit (TTM)$2.75B$1.60B
EBITDA (TTM)$1.52B$740.47M

Correlation

-0.50.00.51.00.3

The correlation between MAS and THO is 0.31, 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.

Performance

MAS vs. THO - Performance Comparison

In the year-to-date period, MAS achieves a 5.16% return, which is significantly higher than THO's -14.78% return. Over the past 10 years, MAS has outperformed THO with an annualized return of 16.05%, while THO has yielded a comparatively lower 7.72% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%30,000.00%December2024FebruaryMarchAprilMay
2,634.54%
24,433.01%
MAS
THO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Masco Corporation

Thor Industries, Inc.

Risk-Adjusted Performance

MAS vs. THO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Masco Corporation (MAS) and Thor Industries, Inc. (THO). 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
Sharpe ratio
The chart of Sharpe ratio for MAS, currently valued at 1.39, compared to the broader market-2.00-1.000.001.002.003.004.001.39
Sortino ratio
The chart of Sortino ratio for MAS, currently valued at 2.09, compared to the broader market-4.00-2.000.002.004.006.002.09
Omega ratio
The chart of Omega ratio for MAS, currently valued at 1.25, compared to the broader market0.501.001.502.001.25
Calmar ratio
The chart of Calmar ratio for MAS, currently valued at 1.22, compared to the broader market0.002.004.006.001.22
Martin ratio
The chart of Martin ratio for MAS, currently valued at 4.70, compared to the broader market-10.000.0010.0020.0030.004.70
THO
Sharpe ratio
The chart of Sharpe ratio for THO, currently valued at 0.67, compared to the broader market-2.00-1.000.001.002.003.004.000.67
Sortino ratio
The chart of Sortino ratio for THO, currently valued at 1.19, compared to the broader market-4.00-2.000.002.004.006.001.19
Omega ratio
The chart of Omega ratio for THO, currently valued at 1.16, compared to the broader market0.501.001.502.001.16
Calmar ratio
The chart of Calmar ratio for THO, currently valued at 0.56, compared to the broader market0.002.004.006.000.56
Martin ratio
The chart of Martin ratio for THO, currently valued at 1.98, compared to the broader market-10.000.0010.0020.0030.001.98

MAS vs. THO - Sharpe Ratio Comparison

The current MAS Sharpe Ratio is 1.39, which is higher than the THO Sharpe Ratio of 0.67. The chart below compares the 12-month rolling Sharpe Ratio of MAS and THO.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50December2024FebruaryMarchAprilMay
1.39
0.67
MAS
THO

Dividends

MAS vs. THO - Dividend Comparison

MAS's dividend yield for the trailing twelve months is around 1.63%, less than THO's 1.88% yield.


TTM20232022202120202019201820172016201520142013
MAS
Masco Corporation
1.63%1.70%2.40%1.20%0.99%1.03%1.49%0.92%1.22%1.14%1.15%1.16%
THO
Thor Industries, Inc.
1.88%1.57%2.33%1.62%1.74%2.13%2.92%0.93%1.26%2.03%1.79%3.28%

Drawdowns

MAS vs. THO - Drawdown Comparison

The maximum MAS drawdown since its inception was -88.75%, which is greater than THO's maximum drawdown of -81.04%. Use the drawdown chart below to compare losses from any high point for MAS and THO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-11.05%
-29.88%
MAS
THO

Volatility

MAS vs. THO - Volatility Comparison

Masco Corporation (MAS) and Thor Industries, Inc. (THO) have volatilities of 7.13% and 7.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2024FebruaryMarchAprilMay
7.13%
7.42%
MAS
THO

Financials

MAS vs. THO - Financials Comparison

This section allows you to compare key financial metrics between Masco Corporation and Thor Industries, Inc.. 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