RL vs. MA
Compare and contrast key facts about Ralph Lauren Corporation (RL) and Mastercard Inc (MA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RL or MA.
Performance
RL vs. MA - Performance Comparison
Returns By Period
In the year-to-date period, RL achieves a 49.05% return, which is significantly higher than MA's 22.83% return. Over the past 10 years, RL has underperformed MA with an annualized return of 3.60%, while MA has yielded a comparatively higher 20.47% annualized return.
RL
49.05%
7.96%
23.40%
76.11%
16.90%
3.60%
MA
22.83%
1.39%
15.77%
27.67%
13.67%
20.47%
Fundamentals
| RL | MA | |
|---|---|---|
| Market Cap | $12.55B | $476.78B |
| EPS | $10.48 | $13.07 |
| PE Ratio | 19.29 | 39.22 |
| PEG Ratio | 2.12 | 1.96 |
| Total Revenue (TTM) | $6.74B | $27.23B |
| Gross Profit (TTM) | $4.55B | $23.36B |
| EBITDA (TTM) | $1.07B | $16.44B |
Key characteristics
| RL | MA | |
|---|---|---|
| Sharpe Ratio | 2.35 | 1.76 |
| Sortino Ratio | 3.41 | 2.37 |
| Omega Ratio | 1.42 | 1.32 |
| Calmar Ratio | 3.82 | 2.34 |
| Martin Ratio | 10.37 | 5.81 |
| Ulcer Index | 7.34% | 4.76% |
| Daily Std Dev | 32.37% | 15.75% |
| Max Drawdown | -68.62% | -62.67% |
| Current Drawdown | -4.69% | -1.75% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between RL and MA is 0.41, 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.
Risk-Adjusted Performance
RL vs. MA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ralph Lauren Corporation (RL) 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.
Dividends
RL vs. MA - Dividend Comparison
RL's dividend yield for the trailing twelve months is around 1.48%, more than MA's 0.51% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RL Ralph Lauren Corporation | 1.48% | 2.08% | 2.78% | 1.74% | 0.66% | 2.29% | 2.30% | 1.93% | 2.21% | 1.79% | 0.97% | 0.93% |
MA Mastercard Inc | 0.51% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% | 0.25% |
Drawdowns
RL vs. MA - Drawdown Comparison
The maximum RL drawdown since its inception was -68.62%, which is greater than MA's maximum drawdown of -62.67%. Use the drawdown chart below to compare losses from any high point for RL and MA. For additional features, visit the drawdowns tool.
Volatility
RL vs. MA - Volatility Comparison
Ralph Lauren Corporation (RL) has a higher volatility of 10.14% compared to Mastercard Inc (MA) at 5.73%. This indicates that RL's price experiences larger fluctuations and is considered to be riskier than MA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
RL vs. MA - Financials Comparison
This section allows you to compare key financial metrics between Ralph Lauren Corporation 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.
Total Revenue: Total amount of money received from sales and other business activities