SLF vs. MA
SLF (Sun Life Financial Inc.) and MA (Mastercard Incorporated) are both stocks. Both are in the Financial Services sector — SLF in Insurance - Diversified, MA in Credit Services. Over the past 10 years, SLF returned 12.26%/yr vs 17.95%/yr for MA. At a 0.42 correlation, their price movements are largely independent.
Performance
SLF vs. MA - Performance Comparison
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Returns By Period
In the year-to-date period, SLF achieves a 17.89% return, which is significantly higher than MA's -17.13% return. Over the past 10 years, SLF has underperformed MA with an annualized return of 12.26%, while MA has yielded a comparatively higher 17.95% annualized return.
SLF
- 1D
- -0.87%
- 1M
- 0.92%
- YTD
- 17.89%
- 6M
- 27.23%
- 1Y
- 15.84%
- 3Y*
- 18.09%
- 5Y*
- 10.73%
- 10Y*
- 12.26%
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%
SLF vs. MA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SLF Sun Life Financial Inc. | 17.89% | 9.72% | 19.48% | 17.77% | -12.89% | 29.71% | 1.55% | 42.69% | -16.37% | 11.18% |
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 SLF and MA is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since May 26, 2006 | 0.42 |
The correlation between SLF and MA shifts across timeframes, from 0.30 (1 year) to 0.44 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
SLF:
$29.03B
MA:
$421.09B
SLF:
$6.22
MA:
$17.28
SLF:
11.58
MA:
27.30
SLF:
0.96
MA:
12.52
SLF:
1.27
MA:
62.64
SLF:
$39.40B
MA:
$33.94B
SLF:
$20.48B
MA:
$26.70B
SLF:
$4.74B
MA:
$21.23B
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Return for Risk
SLF vs. MA — Risk / Return Rank
SLF
MA
SLF vs. MA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sun Life Financial Inc. (SLF) 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.
| SLF | MA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.64 | ||
| Sortino ratioReturn per unit of downside risk | +2.19 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 0.87 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.07 | -0.89 | +1.95 |
| Martin ratioReturn relative to average drawdown | 2.30 | -1.84 | +4.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SLF | MA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | -0.84 | +1.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.24 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.67 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.83 | -0.41 |
Drawdowns
SLF vs. MA - Drawdown Comparison
The maximum SLF drawdown since its inception was -78.60%, 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.
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Drawdown Indicators
| SLF | MA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.60% | -62.67% | -15.93% |
Max Drawdown (1Y)Largest decline over 1 year | -14.91% | -20.91% | +6.00% |
Max Drawdown (3Y)Largest decline over 3 years | -14.91% | -20.91% | +6.00% |
Max Drawdown (5Y)Largest decline over 5 years | -30.77% | -28.25% | -2.52% |
Max Drawdown (10Y)Largest decline over 10 years | -50.84% | -41.00% | -9.84% |
Current DrawdownCurrent decline from peak | -0.87% | -20.91% | +20.04% |
Average DrawdownAverage peak-to-trough decline | -16.88% | -9.82% | -7.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.90% | 10.06% | -3.16% |
Volatility
SLF vs. MA - Volatility Comparison
Sun Life Financial Inc. (SLF) has a higher volatility of 7.05% compared to Mastercard Incorporated (MA) at 5.95%. This indicates that SLF'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.
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Volatility by Period
| SLF | MA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.05% | 5.95% | +1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 14.08% | 17.27% | -3.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.08% | 22.03% | -1.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.42% | 23.96% | -4.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.89% | 26.91% | -4.02% |
Dividends
SLF vs. MA - Dividend Comparison
SLF's dividend yield for the trailing twelve months is around 3.68%, 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% |
SLF Sun Life Financial Inc. | 3.68% | 4.03% | 4.00% | 4.98% | 4.59% | 3.32% | 3.69% | 3.47% | 4.71% | 3.17% | 3.98% | 4.64% |
Financials
SLF vs. MA - Financials Comparison
This section allows you to compare key financial metrics between Sun Life Financial Inc. 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
SLF vs. MA - Profitability Comparison
SLF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sun Life Financial Inc. reported a gross profit of 8.88B and revenue of 8.88B. Therefore, the gross margin over that period was 100.0%.
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%.
SLF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sun Life Financial Inc. reported an operating income of 633.63M and revenue of 8.88B, resulting in an operating margin of 7.1%.
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%.
SLF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sun Life Financial Inc. reported a net income of 537.39M and revenue of 8.88B, resulting in a net margin of 6.1%.
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
SLF and MA have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SLF has higher volatility (7.05%) compared to MA (5.95%). In terms of maximum drawdown, SLF dropped -78.60% vs MA's -62.67%.
SLF currently has the higher Sharpe Ratio (0.79 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.
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