OC vs. MAS
Compare and contrast key facts about Owens Corning (OC) and Masco Corporation (MAS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OC or MAS.
Key characteristics
| OC | MAS | |
|---|---|---|
| YTD Return | 30.54% | 19.83% |
| 1Y Return | 55.95% | 44.30% |
| 3Y Return (Ann) | 28.42% | 7.92% |
| 5Y Return (Ann) | 26.08% | 13.40% |
| 10Y Return (Ann) | 20.46% | 16.20% |
| Sharpe Ratio | 1.87 | 1.74 |
| Sortino Ratio | 2.41 | 2.57 |
| Omega Ratio | 1.31 | 1.32 |
| Calmar Ratio | 3.21 | 2.43 |
| Martin Ratio | 9.29 | 6.17 |
| Ulcer Index | 5.99% | 6.95% |
| Daily Std Dev | 29.75% | 24.68% |
| Max Drawdown | -85.22% | -90.35% |
| Current Drawdown | -1.44% | -7.47% |
Fundamentals
| OC | MAS | |
|---|---|---|
| Market Cap | $16.36B | $17.05B |
| EPS | $11.78 | $3.76 |
| PE Ratio | 16.19 | 21.02 |
| PEG Ratio | 0.82 | 1.98 |
| Total Revenue (TTM) | $10.44B | $7.88B |
| Gross Profit (TTM) | $3.10B | $2.85B |
| EBITDA (TTM) | $2.20B | $1.33B |
Correlation
The correlation between OC and MAS 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.
Performance
OC vs. MAS - Performance Comparison
In the year-to-date period, OC achieves a 30.54% return, which is significantly higher than MAS's 19.83% return. Over the past 10 years, OC has outperformed MAS with an annualized return of 20.46%, while MAS has yielded a comparatively lower 16.20% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
OC vs. MAS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Owens Corning (OC) and Masco Corporation (MAS). 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.
Dividends
OC vs. MAS - Dividend Comparison
OC's dividend yield for the trailing twelve months is around 1.26%, less than MAS's 1.47% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OC Owens Corning | 1.26% | 1.40% | 1.64% | 1.15% | 1.27% | 1.35% | 1.43% | 0.88% | 1.44% | 1.45% | 1.79% | 0.00% |
MAS Masco Corporation | 1.47% | 1.73% | 2.40% | 1.22% | 1.27% | 1.03% | 1.49% | 0.92% | 1.22% | 0.66% | 0.01% | 0.01% |
Drawdowns
OC vs. MAS - Drawdown Comparison
The maximum OC drawdown since its inception was -85.22%, smaller than the maximum MAS drawdown of -90.35%. Use the drawdown chart below to compare losses from any high point for OC and MAS. For additional features, visit the drawdowns tool.
Volatility
OC vs. MAS - Volatility Comparison
Owens Corning (OC) has a higher volatility of 6.86% compared to Masco Corporation (MAS) at 5.33%. This indicates that OC's price experiences larger fluctuations and is considered to be riskier than MAS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
OC vs. MAS - Financials Comparison
This section allows you to compare key financial metrics between Owens Corning and Masco 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.
Total Revenue: Total amount of money received from sales and other business activities