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MAT vs. W
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MAT and W is 0.26, 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.


-0.50.00.51.00.3

Performance

MAT vs. W - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mattel, Inc. (MAT) and Wayfair Inc. (W). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025
-2.04%
-3.04%
MAT
W

Key characteristics

Sharpe Ratio

MAT:

0.07

W:

-0.22

Sortino Ratio

MAT:

0.37

W:

0.11

Omega Ratio

MAT:

1.05

W:

1.01

Calmar Ratio

MAT:

0.04

W:

-0.15

Martin Ratio

MAT:

0.25

W:

-0.48

Ulcer Index

MAT:

9.23%

W:

28.71%

Daily Std Dev

MAT:

31.72%

W:

62.27%

Max Drawdown

MAT:

-81.65%

W:

-91.79%

Current Drawdown

MAT:

-52.33%

W:

-85.96%

Fundamentals

Market Cap

MAT:

$6.26B

W:

$6.13B

EPS

MAT:

$1.57

W:

-$4.46

PEG Ratio

MAT:

1.23

W:

23.50

Total Revenue (TTM)

MAT:

$3.73B

W:

$8.73B

Gross Profit (TTM)

MAT:

$1.87B

W:

$2.53B

EBITDA (TTM)

MAT:

$691.88M

W:

-$44.00M

Returns By Period

In the year-to-date period, MAT achieves a 5.92% return, which is significantly lower than W's 9.41% return. Over the past 10 years, MAT has underperformed W with an annualized return of -2.07%, while W has yielded a comparatively higher 9.53% annualized return.


MAT

YTD

5.92%

1M

6.22%

6M

-2.64%

1Y

3.41%

5Y*

5.14%

10Y*

-2.07%

W

YTD

9.41%

1M

8.67%

6M

-10.91%

1Y

-6.35%

5Y*

-12.39%

10Y*

9.53%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

MAT vs. W — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MAT
The Risk-Adjusted Performance Rank of MAT is 4646
Overall Rank
The Sharpe Ratio Rank of MAT is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of MAT is 4242
Sortino Ratio Rank
The Omega Ratio Rank of MAT is 4141
Omega Ratio Rank
The Calmar Ratio Rank of MAT is 4848
Calmar Ratio Rank
The Martin Ratio Rank of MAT is 4949
Martin Ratio Rank

W
The Risk-Adjusted Performance Rank of W is 3535
Overall Rank
The Sharpe Ratio Rank of W is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of W is 3535
Sortino Ratio Rank
The Omega Ratio Rank of W is 3434
Omega Ratio Rank
The Calmar Ratio Rank of W is 3636
Calmar Ratio Rank
The Martin Ratio Rank of W is 3737
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.

MAT vs. W - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mattel, Inc. (MAT) and Wayfair Inc. (W). 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 MAT, currently valued at 0.07, compared to the broader market-2.000.002.000.07-0.22
The chart of Sortino ratio for MAT, currently valued at 0.37, compared to the broader market-4.00-2.000.002.004.000.370.11
The chart of Omega ratio for MAT, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.01
The chart of Calmar ratio for MAT, currently valued at 0.05, compared to the broader market0.002.004.006.000.05-0.15
The chart of Martin ratio for MAT, currently valued at 0.25, compared to the broader market0.0010.0020.000.25-0.48
MAT
W

The current MAT Sharpe Ratio is 0.07, which is higher than the W Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of MAT and W, 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-0.80-0.60-0.40-0.200.000.20SeptemberOctoberNovemberDecember2025
0.07
-0.22
MAT
W

Dividends

MAT vs. W - Dividend Comparison

Neither MAT nor W has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
MAT
Mattel, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%5.92%5.52%5.59%4.91%
W
Wayfair Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MAT vs. W - Drawdown Comparison

The maximum MAT drawdown since its inception was -81.65%, smaller than the maximum W drawdown of -91.79%. Use the drawdown chart below to compare losses from any high point for MAT and W. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%SeptemberOctoberNovemberDecember2025
-41.40%
-85.96%
MAT
W

Volatility

MAT vs. W - Volatility Comparison

The current volatility for Mattel, Inc. (MAT) is 4.97%, while Wayfair Inc. (W) has a volatility of 14.01%. This indicates that MAT experiences smaller price fluctuations and is considered to be less risky than W based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025
4.97%
14.01%
MAT
W

Financials

MAT vs. W - Financials Comparison

This section allows you to compare key financial metrics between Mattel, Inc. and Wayfair 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
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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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