TREX vs. MAS

Last updated Jun 13, 2026

TREX (Trex Company, Inc.) and MAS (Masco Corporation) are both stocks. Both operate in the Building Products & Equipment industry within the Industrials sector. Over the past 10 years, TREX returned 16.02%/yr vs 10.99%/yr for MAS. At a 0.46 correlation, their price movements are largely independent.

Performance

TREX vs. MAS - Performance Comparison

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

Returns By Period

In the year-to-date period, TREX achieves a 30.07% return, which is significantly higher than MAS's 17.72% return. Over the past 10 years, TREX has outperformed MAS with an annualized return of 16.02%, while MAS has yielded a comparatively lower 10.99% annualized return.

TREX

• 1D: -1.53%
• 1M: 21.88%
• YTD: 30.07%
• 6M: 30.07%
• 1Y: -17.56%
• 3Y*: -8.67%
• 5Y*: -14.60%
• 10Y*: 16.02%

MAS

• 1D: 0.38%
• 1M: 14.19%
• YTD: 17.72%
• 6M: 16.83%
• 1Y: 21.87%
• 3Y*: 11.75%
• 5Y*: 6.70%
• 10Y*: 10.99%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TREX vs. MAS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TREX Trex Company, Inc.	30.07%	-49.18%	-16.62%	95.58%	-68.65%	61.29%	86.29%	51.42%	9.53%	68.31%
MAS Masco Corporation	17.72%	-10.92%	10.04%	46.56%	-32.09%	29.61%	15.78%	66.27%	-32.70%	40.55%

Correlation

The correlation between TREX and MAS is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.67
Correlation (3Y) Calculated over the trailing 3-year period	0.71
Correlation (5Y) Calculated over the trailing 5-year period	0.71
Correlation (10Y) Calculated over the trailing 10-year period	0.64
Correlation (All Time) Calculated using the full available price history since Apr 8, 1999	0.46

Over the past year, TREX and MAS have become more correlated (0.67) than their long-term average of 0.46, meaning their price movements have been converging.

Fundamentals

Market Cap TREX : $4.80B MAS : $15.02B
EPS TREX : $1.80 MAS : $4.02
PE Ratio TREX : 25.41 MAS : 18.39
PEG Ratio TREX : 69.84 MAS : 0.56
PS Ratio TREX : 4.13 MAS : 2.00
Total Revenue (TTM) TREX : $1.18B MAS : $7.68B
Gross Profit (TTM) TREX : $461.26M MAS : $2.72B
EBITDA (TTM) TREX : $308.51M MAS : $1.39B

Return for Risk

TREX vs. MAS — Risk / Return Rank

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

TREX

TREX Risk / Return Rank: 29
TREX Sharpe Ratio Rank: 26
TREX Sortino Ratio Rank: 28
TREX Omega Ratio Rank: 27
TREX Calmar Ratio Rank: 31
TREX Martin Ratio Rank: 33

MAS

MAS Risk / Return Rank: 59
MAS Sharpe Ratio Rank: 62
MAS Sortino Ratio Rank: 59
MAS Omega Ratio Rank: 55
MAS Calmar Ratio Rank: 60
MAS Martin Ratio Rank: 59

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TREX vs. MAS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Trex Company, Inc. (TREX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	TREX	MAS	Difference
Sharpe ratio: Return per unit of total volatility	-0.39	0.56	-0.96
Sortino ratio: Return per unit of downside risk	-0.20	1.12	-1.32
Omega ratio: Gain probability vs. loss probability	0.97	1.12	-0.15
Calmar ratio: Return relative to maximum drawdown	-0.36	0.75	-1.11
Martin ratio: Return relative to average drawdown	-0.57	1.54	-2.11

TREX vs. MAS - Sharpe Ratio Comparison

The current TREX Sharpe Ratio is -0.39, which is lower than the MAS Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of TREX and MAS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TREX vs. MAS - Drawdown Comparison

The maximum TREX drawdown since its inception was -90.53%, roughly equal to the maximum MAS drawdown of -88.75%. Use the drawdown chart below to compare losses from any high point for TREX and MAS.

Drawdown Indicators

	TREX	MAS	Difference
Max Drawdown Largest peak-to-trough decline	-90.53%	-88.75%	-1.78%
Max Drawdown (1Y) Largest decline over 1 year	-56.01%	-24.38%	-31.63%
Max Drawdown (3Y) Largest decline over 3 years	-69.90%	-30.95%	-38.95%
Max Drawdown (5Y) Largest decline over 5 years	-78.58%	-37.95%	-40.63%
Max Drawdown (10Y) Largest decline over 10 years	-78.58%	-44.83%	-33.75%
Current Drawdown Current decline from peak	-67.56%	-10.89%	-56.67%
Average Drawdown Average peak-to-trough decline	-38.76%	-23.63%	-15.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	35.58%	11.82%	+23.76%

Volatility

TREX vs. MAS - Volatility Comparison

Trex Company, Inc. (TREX) has a higher volatility of 15.84% compared to Masco Corporation (MAS) at 9.83%. This indicates that TREX's price experiences larger fluctuations and is considered to be riskier than MAS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TREX	MAS	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.84%	9.83%	+6.01%
Volatility (6M) Calculated over the trailing 6-month period	28.22%	25.92%	+2.30%
Volatility (1Y) Calculated over the trailing 1-year period	51.26%	32.41%	+18.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	47.34%	30.03%	+17.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	46.46%	29.44%	+17.02%

Dividends

TREX vs. MAS - Dividend Comparison

TREX has not paid dividends to shareholders, while MAS's dividend yield for the trailing twelve months is around 1.70%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MAS Masco Corporation	1.70%	1.95%	1.60%	1.70%	2.40%	1.20%	0.99%	1.03%	1.49%	0.92%	1.22%	12.68%
TREX Trex Company, 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%

Financials

TREX vs. MAS - Profitability Comparison

The chart below illustrates the profitability comparison between Trex Company, Inc. and Masco Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

TREX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Trex Company, Inc. reported a gross profit of 139.02M and revenue of 343.40M. Therefore, the gross margin over that period was 40.5%.

MAS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Masco Corporation reported a gross profit of 686.00M and revenue of 1.92B. Therefore, the gross margin over that period was 35.8%.

TREX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Trex Company, Inc. reported an operating income of 83.51M and revenue of 343.40M, resulting in an operating margin of 24.3%.

MAS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Masco Corporation reported an operating income of 316.00M and revenue of 1.92B, resulting in an operating margin of 16.5%.

TREX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Trex Company, Inc. reported a net income of 61.40M and revenue of 343.40M, resulting in a net margin of 17.9%.

MAS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Masco Corporation reported a net income of 213.00M and revenue of 1.92B, resulting in a net margin of 11.1%.

Frequently Asked Questions

Can I hold both TREX and MAS in my portfolio?

TREX and MAS have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TREX or MAS?

TREX has higher volatility (15.84%) compared to MAS (9.83%). In terms of maximum drawdown, TREX dropped -90.53% vs MAS's -88.75%.

Which has better risk-adjusted returns?

MAS currently has the higher Sharpe Ratio (0.56 vs -0.39), 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.