RL vs. MA
RL (Ralph Lauren Corporation) and MA (Mastercard Incorporated) are both stocks. RL operates in Apparel Manufacturing (Consumer Cyclical), while MA operates in Credit Services (Financial Services). Over the past 10 years, RL returned 16.42%/yr vs 17.95%/yr for MA. At a 0.39 correlation, their price movements are largely independent.
Performance
RL vs. MA - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, RL achieves a 1.92% return, which is significantly higher than MA's -17.13% return. Over the past 10 years, RL has underperformed MA with an annualized return of 16.42%, while MA has yielded a comparatively higher 17.95% annualized return.
RL
- 1D
- -1.12%
- 1M
- 1.45%
- YTD
- 1.92%
- 6M
- 0.89%
- 1Y
- 29.03%
- 3Y*
- 49.71%
- 5Y*
- 26.99%
- 10Y*
- 16.42%
MA
- 1D
- -1.28%
- 1M
- -6.58%
- YTD
- -17.13%
- 6M
- -14.57%
- 1Y
- -18.49%
- 3Y*
- 8.69%
- 5Y*
- 5.81%
- 10Y*
- 17.95%
RL vs. MA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RL Ralph Lauren Corporation | 1.92% | 55.03% | 62.85% | 39.82% | -8.41% | 16.66% | -10.63% | 16.07% | 1.82% | 17.53% |
MA Mastercard Incorporated | -17.13% | 9.04% | 24.17% | 23.40% | -2.66% | 1.16% | 20.19% | 59.16% | 25.31% | 47.69% |
Correlation
The correlation between RL and MA is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since May 26, 2006 | 0.39 |
Over the past year, the correlation between RL and MA has dropped to 0.16 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.
Fundamentals
RL:
$22.39B
MA:
$421.09B
RL:
$15.08
MA:
$17.28
RL:
23.83
MA:
27.30
RL:
1.32
MA:
1.59
RL:
2.76
MA:
12.52
RL:
7.88
MA:
62.64
RL:
$8.11B
MA:
$33.94B
RL:
$5.67B
MA:
$26.70B
RL:
$1.18B
MA:
$21.23B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
RL vs. MA — Risk / Return Rank
RL
MA
RL vs. MA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ralph Lauren Corporation (RL) and Mastercard Incorporated (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.
| RL | MA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.71 | ||
| Sortino ratioReturn per unit of downside risk | +2.55 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 0.87 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.65 | -0.89 | +2.54 |
| Martin ratioReturn relative to average drawdown | 5.27 | -1.84 | +7.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| RL | MA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | -0.84 | +1.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.24 | +0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.67 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.83 | -0.57 |
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.
Loading charts...
Drawdown Indicators
| RL | MA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.62% | -62.67% | -5.95% |
Max Drawdown (1Y)Largest decline over 1 year | -17.67% | -20.91% | +3.24% |
Max Drawdown (3Y)Largest decline over 3 years | -36.18% | -20.91% | -15.27% |
Max Drawdown (5Y)Largest decline over 5 years | -36.51% | -28.25% | -8.26% |
Max Drawdown (10Y)Largest decline over 10 years | -55.14% | -41.00% | -14.14% |
Current DrawdownCurrent decline from peak | -7.72% | -20.91% | +13.19% |
Average DrawdownAverage peak-to-trough decline | -24.13% | -9.82% | -14.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.58% | 10.06% | -4.48% |
Volatility
RL vs. MA - Volatility Comparison
Ralph Lauren Corporation (RL) has a higher volatility of 16.58% compared to Mastercard Incorporated (MA) at 5.95%. 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.
Loading charts...
Volatility by Period
| RL | MA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.58% | 5.95% | +10.63% |
Volatility (6M)Calculated over the trailing 6-month period | 26.67% | 17.27% | +9.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.74% | 22.03% | +11.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.96% | 23.96% | +13.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.67% | 26.91% | +11.76% |
Dividends
RL vs. MA - Dividend Comparison
RL's dividend yield for the trailing twelve months is around 1.02%, more than MA's 0.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MA Mastercard Incorporated | 0.69% | 0.53% | 0.50% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% |
RL Ralph Lauren Corporation | 1.02% | 1.01% | 1.40% | 2.08% | 2.78% | 1.74% | 0.66% | 2.29% | 2.30% | 1.93% | 2.21% | 1.79% |
Financials
RL vs. MA - Financials Comparison
This section allows you to compare key financial metrics between Ralph Lauren Corporation and Mastercard Incorporated. 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
RL vs. MA - Profitability Comparison
RL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ralph Lauren Corporation reported a gross profit of 1.38B and revenue of 1.98B. Therefore, the gross margin over that period was 69.7%.
MA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Mastercard Incorporated reported a gross profit of 4.91B and revenue of 8.40B. Therefore, the gross margin over that period was 58.4%.
RL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ralph Lauren Corporation reported an operating income of 156.80M and revenue of 1.98B, resulting in an operating margin of 7.9%.
MA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Mastercard Incorporated reported an operating income of 4.91B and revenue of 8.40B, resulting in an operating margin of 58.4%.
RL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ralph Lauren Corporation reported a net income of 151.60M and revenue of 1.98B, resulting in a net margin of 7.7%.
MA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Mastercard Incorporated reported a net income of 3.88B and revenue of 8.40B, resulting in a net margin of 46.2%.
Frequently Asked Questions
RL and MA have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RL has higher volatility (16.58%) compared to MA (5.95%). In terms of maximum drawdown, RL dropped -68.62% vs MA's -62.67%.
RL currently has the higher Sharpe Ratio (0.87 vs -0.84), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for RL and MA
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer