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MAS vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MAS and VOO is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

MAS vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Masco Corporation (MAS) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
8.32%
9.59%
MAS
VOO

Key characteristics

Sharpe Ratio

MAS:

0.75

VOO:

2.21

Sortino Ratio

MAS:

1.24

VOO:

2.92

Omega Ratio

MAS:

1.15

VOO:

1.41

Calmar Ratio

MAS:

1.02

VOO:

3.34

Martin Ratio

MAS:

2.20

VOO:

14.07

Ulcer Index

MAS:

8.19%

VOO:

2.01%

Daily Std Dev

MAS:

24.11%

VOO:

12.80%

Max Drawdown

MAS:

-90.35%

VOO:

-33.99%

Current Drawdown

MAS:

-8.43%

VOO:

-1.36%

Returns By Period

In the year-to-date period, MAS achieves a 7.76% return, which is significantly higher than VOO's 1.98% return. Over the past 10 years, MAS has outperformed VOO with an annualized return of 15.82%, while VOO has yielded a comparatively lower 13.52% annualized return.


MAS

YTD

7.76%

1M

5.73%

6M

8.32%

1Y

16.46%

5Y*

11.66%

10Y*

15.82%

VOO

YTD

1.98%

1M

2.24%

6M

9.59%

1Y

27.12%

5Y*

14.29%

10Y*

13.52%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

MAS vs. VOO — 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 7070
Overall Rank
The Sharpe Ratio Rank of MAS is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of MAS is 6666
Sortino Ratio Rank
The Omega Ratio Rank of MAS is 6262
Omega Ratio Rank
The Calmar Ratio Rank of MAS is 8080
Calmar Ratio Rank
The Martin Ratio Rank of MAS is 6868
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8383
Overall Rank
The Sharpe Ratio Rank of VOO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Masco Corporation (MAS) and Vanguard S&P 500 ETF (VOO). 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 0.75, compared to the broader market-2.000.002.004.000.752.21
The chart of Sortino ratio for MAS, currently valued at 1.24, compared to the broader market-4.00-2.000.002.004.001.242.92
The chart of Omega ratio for MAS, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.41
The chart of Calmar ratio for MAS, currently valued at 1.02, compared to the broader market0.002.004.006.001.023.34
The chart of Martin ratio for MAS, currently valued at 2.20, compared to the broader market-10.000.0010.0020.002.2014.07
MAS
VOO

The current MAS Sharpe Ratio is 0.75, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of MAS and VOO, 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.75
2.21
MAS
VOO

Dividends

MAS vs. VOO - Dividend Comparison

MAS's dividend yield for the trailing twelve months is around 1.48%, more than VOO's 1.22% yield.


TTM20242023202220212020201920182017201620152014
MAS
Masco Corporation
1.48%1.60%1.73%2.40%1.22%1.27%1.03%1.49%0.92%1.22%0.65%0.00%
VOO
Vanguard S&P 500 ETF
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

MAS vs. VOO - Drawdown Comparison

The maximum MAS drawdown since its inception was -90.35%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MAS and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.43%
-1.36%
MAS
VOO

Volatility

MAS vs. VOO - Volatility Comparison

Masco Corporation (MAS) has a higher volatility of 7.34% compared to Vanguard S&P 500 ETF (VOO) at 5.05%. This indicates that MAS's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
7.34%
5.05%
MAS
VOO
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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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