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

Correlation

The correlation between SFIX and MA is 0.26, 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

SFIX vs. MA - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%100.00%SeptemberOctoberNovemberDecember2025February
37.13%
24.64%
SFIX
MA

Key characteristics

Sharpe Ratio

SFIX:

0.40

MA:

1.32

Sortino Ratio

SFIX:

1.27

MA:

1.86

Omega Ratio

SFIX:

1.19

MA:

1.24

Calmar Ratio

SFIX:

0.42

MA:

1.86

Martin Ratio

SFIX:

1.32

MA:

4.54

Ulcer Index

SFIX:

30.97%

MA:

4.84%

Daily Std Dev

SFIX:

102.10%

MA:

16.71%

Max Drawdown

SFIX:

-98.03%

MA:

-62.67%

Current Drawdown

SFIX:

-95.63%

MA:

-1.22%

Fundamentals

Market Cap

SFIX:

$589.82M

MA:

$510.39B

EPS

SFIX:

-$0.82

MA:

$13.87

Total Revenue (TTM)

SFIX:

$961.10M

MA:

$28.17B

Gross Profit (TTM)

SFIX:

$424.39M

MA:

$25.83B

EBITDA (TTM)

SFIX:

-$47.95M

MA:

$16.49B

Returns By Period

In the year-to-date period, SFIX achieves a 7.89% return, which is significantly higher than MA's 6.34% return.


SFIX

YTD

7.89%

1M

2.88%

6M

29.17%

1Y

45.31%

5Y*

-28.10%

10Y*

N/A

MA

YTD

6.34%

1M

7.40%

6M

25.07%

1Y

23.11%

5Y*

11.85%

10Y*

21.66%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SFIX vs. MA — Risk-Adjusted Performance Rank

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

SFIX
The Risk-Adjusted Performance Rank of SFIX is 6565
Overall Rank
The Sharpe Ratio Rank of SFIX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of SFIX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of SFIX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of SFIX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of SFIX is 6262
Martin Ratio Rank

MA
The Risk-Adjusted Performance Rank of MA is 8282
Overall Rank
The Sharpe Ratio Rank of MA is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of MA is 7878
Sortino Ratio Rank
The Omega Ratio Rank of MA is 7777
Omega Ratio Rank
The Calmar Ratio Rank of MA is 8989
Calmar Ratio Rank
The Martin Ratio Rank of MA is 7979
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.

SFIX vs. MA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Stitch Fix, Inc. (SFIX) 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 SFIX, currently valued at 0.40, compared to the broader market-2.000.002.004.000.401.32
The chart of Sortino ratio for SFIX, currently valued at 1.27, compared to the broader market-4.00-2.000.002.004.001.271.86
The chart of Omega ratio for SFIX, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.24
The chart of Calmar ratio for SFIX, currently valued at 0.42, compared to the broader market0.002.004.006.000.421.86
The chart of Martin ratio for SFIX, currently valued at 1.32, compared to the broader market-10.000.0010.0020.001.324.54
SFIX
MA

The current SFIX Sharpe Ratio is 0.40, which is lower than the MA Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of SFIX 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 Ratio-0.500.000.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.40
1.32
SFIX
MA

Dividends

SFIX vs. MA - Dividend Comparison

SFIX has not paid dividends to shareholders, while MA's dividend yield for the trailing twelve months is around 0.49%.


TTM20242023202220212020201920182017201620152014
SFIX
Stitch Fix, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MA
Mastercard Inc
0.49%0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%

Drawdowns

SFIX vs. MA - Drawdown Comparison

The maximum SFIX drawdown since its inception was -98.03%, which is greater than MA's maximum drawdown of -62.67%. Use the drawdown chart below to compare losses from any high point for SFIX and MA. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-95.63%
-1.22%
SFIX
MA

Volatility

SFIX vs. MA - Volatility Comparison

Stitch Fix, Inc. (SFIX) has a higher volatility of 18.08% compared to Mastercard Inc (MA) at 6.43%. This indicates that SFIX'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.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%SeptemberOctoberNovemberDecember2025February
18.08%
6.43%
SFIX
MA

Financials

SFIX vs. MA - Financials Comparison

This section allows you to compare key financial metrics between Stitch Fix, Inc. 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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