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RPM vs. MAS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RPM and MAS is 0.40, 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.


-0.50.00.51.00.4

Performance

RPM vs. MAS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RPM International Inc. (RPM) and Masco Corporation (MAS). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
14.95%
7.32%
RPM
MAS

Key characteristics

Sharpe Ratio

RPM:

0.71

MAS:

0.35

Sortino Ratio

RPM:

1.17

MAS:

0.69

Omega Ratio

RPM:

1.14

MAS:

1.08

Calmar Ratio

RPM:

1.16

MAS:

0.48

Martin Ratio

RPM:

2.84

MAS:

1.15

Ulcer Index

RPM:

5.37%

MAS:

7.35%

Daily Std Dev

RPM:

21.56%

MAS:

24.01%

Max Drawdown

RPM:

-61.69%

MAS:

-90.35%

Current Drawdown

RPM:

-9.82%

MAS:

-14.88%

Fundamentals

Market Cap

RPM:

$16.91B

MAS:

$16.52B

EPS

RPM:

$4.77

MAS:

$3.76

PE Ratio

RPM:

27.55

MAS:

20.37

PEG Ratio

RPM:

2.39

MAS:

1.87

Total Revenue (TTM)

RPM:

$5.50B

MAS:

$7.88B

Gross Profit (TTM)

RPM:

$2.27B

MAS:

$2.85B

EBITDA (TTM)

RPM:

$816.64M

MAS:

$1.36B

Returns By Period

In the year-to-date period, RPM achieves a 15.18% return, which is significantly higher than MAS's 10.23% return. Over the past 10 years, RPM has underperformed MAS with an annualized return of 11.87%, while MAS has yielded a comparatively higher 14.20% annualized return.


RPM

YTD

15.18%

1M

-7.54%

6M

13.95%

1Y

14.02%

5Y*

13.19%

10Y*

11.87%

MAS

YTD

10.23%

1M

-4.57%

6M

7.32%

1Y

10.13%

5Y*

10.66%

10Y*

14.20%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

RPM vs. MAS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for RPM International Inc. (RPM) 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.


Sharpe ratio
The chart of Sharpe ratio for RPM, currently valued at 0.65, compared to the broader market-4.00-2.000.002.000.650.35
The chart of Sortino ratio for RPM, currently valued at 1.10, compared to the broader market-4.00-2.000.002.004.001.100.69
The chart of Omega ratio for RPM, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.08
The chart of Calmar ratio for RPM, currently valued at 1.06, compared to the broader market0.002.004.006.001.060.48
The chart of Martin ratio for RPM, currently valued at 2.60, compared to the broader market0.0010.0020.002.601.15
RPM
MAS

The current RPM Sharpe Ratio is 0.71, which is higher than the MAS Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of RPM and MAS, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.65
0.35
RPM
MAS

Dividends

RPM vs. MAS - Dividend Comparison

RPM's dividend yield for the trailing twelve months is around 1.49%, less than MAS's 1.60% yield.


TTM20232022202120202019201820172016201520142013
RPM
RPM International Inc.
1.49%1.54%1.66%1.52%1.61%1.84%2.23%2.33%2.09%2.39%1.93%1.66%
MAS
Masco Corporation
1.60%1.73%2.40%1.22%1.27%1.03%1.49%0.92%1.22%0.65%0.00%0.00%

Drawdowns

RPM vs. MAS - Drawdown Comparison

The maximum RPM drawdown since its inception was -61.69%, smaller than the maximum MAS drawdown of -90.35%. Use the drawdown chart below to compare losses from any high point for RPM and MAS. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.82%
-14.88%
RPM
MAS

Volatility

RPM vs. MAS - Volatility Comparison

The current volatility for RPM International Inc. (RPM) is 5.19%, while Masco Corporation (MAS) has a volatility of 7.14%. This indicates that RPM experiences smaller price fluctuations and is considered to be less risky than MAS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
5.19%
7.14%
RPM
MAS

Financials

RPM vs. MAS - Financials Comparison

This section allows you to compare key financial metrics between RPM International Inc. 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.


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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