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

Correlation

The correlation between W and MA is 0.28, 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

W vs. MA - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%500.00%600.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
20.49%
654.27%
W
MA

Key characteristics

Sharpe Ratio

W:

-0.44

MA:

1.47

Sortino Ratio

W:

-0.29

MA:

2.02

Omega Ratio

W:

0.97

MA:

1.27

Calmar Ratio

W:

-0.31

MA:

1.96

Martin Ratio

W:

-1.01

MA:

4.87

Ulcer Index

W:

27.59%

MA:

4.76%

Daily Std Dev

W:

63.60%

MA:

15.82%

Max Drawdown

W:

-91.79%

MA:

-62.67%

Current Drawdown

W:

-86.84%

MA:

-2.71%

Fundamentals

Market Cap

W:

$6.32B

MA:

$487.38B

EPS

W:

-$4.46

MA:

$13.20

PEG Ratio

W:

23.50

MA:

2.03

Total Revenue (TTM)

W:

$11.84B

MA:

$27.23B

Gross Profit (TTM)

W:

$3.48B

MA:

$23.36B

EBITDA (TTM)

W:

-$108.00M

MA:

$16.44B

Returns By Period

In the year-to-date period, W achieves a -26.34% return, which is significantly lower than MA's 22.62% return. Over the past 10 years, W has underperformed MA with an annualized return of 8.54%, while MA has yielded a comparatively higher 20.44% annualized return.


W

YTD

-26.34%

1M

12.89%

6M

-12.95%

1Y

-31.88%

5Y*

-11.60%

10Y*

8.54%

MA

YTD

22.62%

1M

-0.32%

6M

15.84%

1Y

22.92%

5Y*

12.40%

10Y*

20.44%

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Risk-Adjusted Performance

W vs. MA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wayfair Inc. (W) 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 W, currently valued at -0.44, compared to the broader market-4.00-2.000.002.00-0.441.47
The chart of Sortino ratio for W, currently valued at -0.29, compared to the broader market-4.00-2.000.002.004.00-0.292.02
The chart of Omega ratio for W, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.27
The chart of Calmar ratio for W, currently valued at -0.31, compared to the broader market0.002.004.006.00-0.311.96
The chart of Martin ratio for W, currently valued at -1.01, compared to the broader market0.0010.0020.00-1.014.87
W
MA

The current W Sharpe Ratio is -0.44, which is lower than the MA Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of W 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.44
1.47
W
MA

Dividends

W vs. MA - Dividend Comparison

W has not paid dividends to shareholders, while MA's dividend yield for the trailing twelve months is around 0.51%.


TTM20232022202120202019201820172016201520142013
W
Wayfair 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
0.51%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%

Drawdowns

W vs. MA - Drawdown Comparison

The maximum W drawdown since its inception was -91.79%, which is greater than MA's maximum drawdown of -62.67%. Use the drawdown chart below to compare losses from any high point for W and MA. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-86.84%
-2.71%
W
MA

Volatility

W vs. MA - Volatility Comparison

Wayfair Inc. (W) has a higher volatility of 19.89% compared to Mastercard Inc (MA) at 4.22%. This indicates that W'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.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
19.89%
4.22%
W
MA

Financials

W vs. MA - Financials Comparison

This section allows you to compare key financial metrics between Wayfair 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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