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MKSI vs. TOST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MKSI and TOST is 0.46, 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.


-0.50.00.51.00.5

Performance

MKSI vs. TOST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MKS Instruments, Inc. (MKSI) and Toast, Inc. (TOST). The values are adjusted to include any dividend payments, if applicable.

-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-28.87%
-41.95%
MKSI
TOST

Key characteristics

Sharpe Ratio

MKSI:

0.21

TOST:

2.27

Sortino Ratio

MKSI:

0.62

TOST:

2.96

Omega Ratio

MKSI:

1.08

TOST:

1.37

Calmar Ratio

MKSI:

0.20

TOST:

1.49

Martin Ratio

MKSI:

0.63

TOST:

13.69

Ulcer Index

MKSI:

15.93%

TOST:

8.18%

Daily Std Dev

MKSI:

46.75%

TOST:

49.37%

Max Drawdown

MKSI:

-85.67%

TOST:

-80.56%

Current Drawdown

MKSI:

-45.53%

TOST:

-44.36%

Fundamentals

Market Cap

MKSI:

$7.40B

TOST:

$21.69B

EPS

MKSI:

$0.45

TOST:

-$0.09

Total Revenue (TTM)

MKSI:

$3.54B

TOST:

$4.66B

Gross Profit (TTM)

MKSI:

$1.49B

TOST:

$1.08B

EBITDA (TTM)

MKSI:

$349.00M

TOST:

$5.00M

Returns By Period

In the year-to-date period, MKSI achieves a 1.99% return, which is significantly lower than TOST's 98.74% return.


MKSI

YTD

1.99%

1M

-3.46%

6M

-23.78%

1Y

6.56%

5Y*

-0.80%

10Y*

12.21%

TOST

YTD

98.74%

1M

-8.86%

6M

50.96%

1Y

99.72%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

MKSI vs. TOST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MKS Instruments, Inc. (MKSI) and Toast, Inc. (TOST). 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 MKSI, currently valued at 0.21, compared to the broader market-4.00-2.000.002.000.212.27
The chart of Sortino ratio for MKSI, currently valued at 0.62, compared to the broader market-4.00-2.000.002.004.000.622.96
The chart of Omega ratio for MKSI, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.37
The chart of Calmar ratio for MKSI, currently valued at 0.22, compared to the broader market0.002.004.006.000.221.49
The chart of Martin ratio for MKSI, currently valued at 0.63, compared to the broader market0.0010.0020.000.6313.69
MKSI
TOST

The current MKSI Sharpe Ratio is 0.21, which is lower than the TOST Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of MKSI and TOST, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.21
2.27
MKSI
TOST

Dividends

MKSI vs. TOST - Dividend Comparison

MKSI's dividend yield for the trailing twelve months is around 0.84%, while TOST has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
MKSI
MKS Instruments, Inc.
0.84%0.86%1.04%0.49%0.53%0.73%1.21%0.75%1.14%1.88%1.79%2.14%
TOST
Toast, 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

MKSI vs. TOST - Drawdown Comparison

The maximum MKSI drawdown since its inception was -85.67%, which is greater than TOST's maximum drawdown of -80.56%. Use the drawdown chart below to compare losses from any high point for MKSI and TOST. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-40.90%
-44.36%
MKSI
TOST

Volatility

MKSI vs. TOST - Volatility Comparison

The current volatility for MKS Instruments, Inc. (MKSI) is 10.67%, while Toast, Inc. (TOST) has a volatility of 15.20%. This indicates that MKSI experiences smaller price fluctuations and is considered to be less risky than TOST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
10.67%
15.20%
MKSI
TOST

Financials

MKSI vs. TOST - Financials Comparison

This section allows you to compare key financial metrics between MKS Instruments, Inc. and Toast, 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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