SLF vs. MA
Compare and contrast key facts about Sun Life Financial Inc. (SLF) and Mastercard Inc (MA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SLF or MA.
Key characteristics
| SLF | MA | |
|---|---|---|
| YTD Return | 19.33% | 24.79% |
| 1Y Return | 30.82% | 34.96% |
| 3Y Return (Ann) | 6.72% | 14.06% |
| 5Y Return (Ann) | 9.82% | 14.29% |
| 10Y Return (Ann) | 9.26% | 21.00% |
| Sharpe Ratio | 1.87 | 2.23 |
| Sortino Ratio | 2.59 | 2.93 |
| Omega Ratio | 1.36 | 1.41 |
| Calmar Ratio | 2.29 | 2.95 |
| Martin Ratio | 5.68 | 7.37 |
| Ulcer Index | 5.52% | 4.74% |
| Daily Std Dev | 16.82% | 15.66% |
| Max Drawdown | -78.78% | -62.67% |
| Current Drawdown | 0.00% | -0.18% |
Fundamentals
| SLF | MA | |
|---|---|---|
| Market Cap | $34.50B | $486.56B |
| EPS | $4.42 | $13.23 |
| PE Ratio | 13.54 | 40.00 |
| PEG Ratio | 1.33 | 1.96 |
| Total Revenue (TTM) | $49.97B | $27.23B |
| Gross Profit (TTM) | $34.79B | $25.03B |
| EBITDA (TTM) | $626.00M | $15.99B |
Correlation
The correlation between SLF and MA is 0.42, 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.
Performance
SLF vs. MA - Performance Comparison
In the year-to-date period, SLF achieves a 19.33% return, which is significantly lower than MA's 24.79% return. Over the past 10 years, SLF has underperformed MA with an annualized return of 9.26%, while MA has yielded a comparatively higher 21.00% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SLF vs. MA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sun Life Financial Inc. (SLF) 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
SLF vs. MA - Dividend Comparison
SLF's dividend yield for the trailing twelve months is around 3.92%, more than MA's 0.50% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLF Sun Life Financial Inc. | 3.92% | 4.26% | 4.59% | 3.19% | 3.70% | 3.46% | 4.41% | 3.25% | 3.18% | 3.77% | 3.61% | 3.91% |
MA Mastercard Inc | 0.50% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% | 0.25% |
Drawdowns
SLF vs. MA - Drawdown Comparison
The maximum SLF drawdown since its inception was -78.78%, which is greater than MA's maximum drawdown of -62.67%. Use the drawdown chart below to compare losses from any high point for SLF and MA. For additional features, visit the drawdowns tool.
Volatility
SLF vs. MA - Volatility Comparison
Sun Life Financial Inc. (SLF) and Mastercard Inc (MA) have volatilities of 5.19% and 5.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SLF vs. MA - Financials Comparison
This section allows you to compare key financial metrics between Sun Life Financial 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.
Total Revenue: Total amount of money received from sales and other business activities