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PG vs. MA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PG and MA is 0.33, 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

PG vs. MA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Procter & Gamble Company (PG) and Mastercard Inc (MA). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-3.58%
16.92%
PG
MA

Key characteristics

Sharpe Ratio

PG:

0.64

MA:

1.40

Sortino Ratio

PG:

0.97

MA:

1.94

Omega Ratio

PG:

1.13

MA:

1.26

Calmar Ratio

PG:

0.83

MA:

1.93

Martin Ratio

PG:

2.82

MA:

4.72

Ulcer Index

PG:

3.48%

MA:

4.83%

Daily Std Dev

PG:

15.33%

MA:

16.26%

Max Drawdown

PG:

-54.23%

MA:

-62.67%

Current Drawdown

PG:

-10.68%

MA:

-2.28%

Fundamentals

Market Cap

PG:

$375.98B

MA:

$479.43B

EPS

PG:

$5.80

MA:

$13.22

PE Ratio

PG:

27.53

MA:

39.51

PEG Ratio

PG:

3.38

MA:

1.95

Total Revenue (TTM)

PG:

$62.46B

MA:

$20.68B

Gross Profit (TTM)

PG:

$31.84B

MA:

$18.34B

EBITDA (TTM)

PG:

$16.49B

MA:

$12.55B

Returns By Period

In the year-to-date period, PG achieves a -4.26% return, which is significantly lower than MA's -0.50% return. Over the past 10 years, PG has underperformed MA with an annualized return of 8.84%, while MA has yielded a comparatively higher 20.88% annualized return.


PG

YTD

-4.26%

1M

-5.77%

6M

-3.58%

1Y

9.71%

5Y*

7.54%

10Y*

8.84%

MA

YTD

-0.50%

1M

-1.33%

6M

16.92%

1Y

23.09%

5Y*

10.74%

10Y*

20.88%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

PG vs. MA — Risk-Adjusted Performance Rank

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

PG
The Risk-Adjusted Performance Rank of PG is 6868
Overall Rank
The Sharpe Ratio Rank of PG is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of PG is 6060
Sortino Ratio Rank
The Omega Ratio Rank of PG is 6060
Omega Ratio Rank
The Calmar Ratio Rank of PG is 7777
Calmar Ratio Rank
The Martin Ratio Rank of PG is 7373
Martin Ratio Rank

MA
The Risk-Adjusted Performance Rank of MA is 8383
Overall Rank
The Sharpe Ratio Rank of MA is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of MA is 8181
Sortino Ratio Rank
The Omega Ratio Rank of MA is 8080
Omega Ratio Rank
The Calmar Ratio Rank of MA is 9090
Calmar Ratio Rank
The Martin Ratio Rank of MA is 8181
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.

PG vs. MA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PG) and Mastercard Inc (MA). 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 PG, currently valued at 0.64, compared to the broader market-2.000.002.000.641.40
The chart of Sortino ratio for PG, currently valued at 0.97, compared to the broader market-4.00-2.000.002.004.000.971.94
The chart of Omega ratio for PG, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.26
The chart of Calmar ratio for PG, currently valued at 0.83, compared to the broader market0.002.004.006.000.831.93
The chart of Martin ratio for PG, currently valued at 2.82, compared to the broader market-10.000.0010.0020.0030.002.824.72
PG
MA

The current PG Sharpe Ratio is 0.64, which is lower than the MA Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of PG and MA, 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 Ratio0.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.64
1.40
PG
MA

Dividends

PG vs. MA - Dividend Comparison

PG's dividend yield for the trailing twelve months is around 2.47%, more than MA's 0.52% yield.


TTM20242023202220212020201920182017201620152014
PG
The Procter & Gamble Company
2.47%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.32%2.78%
MA
Mastercard Inc
0.52%0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%

Drawdowns

PG vs. MA - Drawdown Comparison

The maximum PG drawdown since its inception was -54.23%, smaller than the maximum MA drawdown of -62.67%. Use the drawdown chart below to compare losses from any high point for PG and MA. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-10.68%
-2.28%
PG
MA

Volatility

PG vs. MA - Volatility Comparison

The current volatility for The Procter & Gamble Company (PG) is 4.27%, while Mastercard Inc (MA) has a volatility of 5.27%. This indicates that PG experiences smaller price fluctuations and is considered to be less risky than MA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%AugustSeptemberOctoberNovemberDecember2025
4.27%
5.27%
PG
MA

Financials

PG vs. MA - Financials Comparison

This section allows you to compare key financial metrics between The Procter & Gamble Company and Mastercard 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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