MMS vs. MASI

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

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

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

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

Maximus, Inc. (MMS) and Masimo Corporation (MASI) have volatilities of 13.67% and 13.79%, 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 Maximus, Inc. and Masimo Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.