MASI vs. MMS

In the year-to-date period, MASI achieves a -1.69% return, which is significantly higher than MMS's -2.04% return. Over the past 10 years, MASI has outperformed MMS with an annualized return of 16.32%, while MMS has yielded a comparatively lower 2.31% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Masimo Corporation (MASI) and Maximus, Inc. (MMS). 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 current MASI Sharpe Ratio is 0.65, which is higher than the MMS Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of MASI and MMS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MASI has not paid dividends to shareholders, while MMS's dividend yield for the trailing twelve months is around 1.65%.

The maximum MASI drawdown since its inception was -74.70%, which is greater than MMS's maximum drawdown of -61.45%. Use the drawdown chart below to compare losses from any high point for MASI and MMS.

Masimo Corporation (MASI) and Maximus, Inc. (MMS) have volatilities of 13.79% and 13.67%, 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.

This section allows you to compare key financial metrics between Masimo Corporation and Maximus, 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.