W vs. MAT
W (Wayfair Inc.) and MAT (Mattel, Inc.) are both stocks. Both are in the Consumer Cyclical sector — W in Internet Retail, MAT in Leisure. Over the past 10 years, W returned 5.57%/yr vs -6.99%/yr for MAT. At a 0.28 correlation, their price movements are largely independent.
Performance
W vs. MAT - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with W having a -27.98% return and MAT slightly higher at -27.57%. Over the past 10 years, W has outperformed MAT with an annualized return of 5.57%, while MAT has yielded a comparatively lower -6.99% annualized return.
W
- 1D
- -0.39%
- 1M
- 10.41%
- YTD
- -27.98%
- 6M
- -28.69%
- 1Y
- 73.97%
- 3Y*
- 18.73%
- 5Y*
- -25.98%
- 10Y*
- 5.57%
MAT
- 1D
- -3.30%
- 1M
- -3.75%
- YTD
- -27.57%
- 6M
- -29.28%
- 1Y
- -22.62%
- 3Y*
- -7.37%
- 5Y*
- -7.18%
- 10Y*
- -6.99%
W vs. MAT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
W Wayfair Inc. | -27.98% | 126.56% | -28.17% | 87.60% | -82.69% | -15.87% | 149.87% | 0.32% | 12.22% | 129.02% |
MAT Mattel, Inc. | -27.57% | 11.90% | -6.09% | 5.83% | -17.25% | 23.55% | 28.78% | 35.64% | -35.05% | -41.86% |
Correlation
The correlation between W and MAT is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2014 | 0.28 |
The correlation between W and MAT shifts across timeframes, from 0.28 (all time) to 0.41 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
W:
$9.47B
MAT:
$4.28B
W:
-$2.34
MAT:
$1.60
W:
0.74
MAT:
0.83
W:
$12.66B
MAT:
$5.38B
W:
$3.81B
MAT:
$2.59B
W:
$115.00M
MAT:
$775.15M
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Return for Risk
W vs. MAT — Risk / Return Rank
W
MAT
W vs. MAT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wayfair Inc. (W) and Mattel, Inc. (MAT). 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.
| W | MAT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | -0.55 | +1.75 |
Sortino ratioReturn per unit of downside risk | 1.88 | -0.47 | +2.35 |
Omega ratioGain probability vs. loss probability | 1.24 | 0.92 | +0.32 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | -0.67 | +2.12 |
Martin ratioReturn relative to average drawdown | 3.36 | -1.28 | +4.64 |
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
| W | MAT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | -0.55 | +1.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.33 | -0.19 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.07 | -0.17 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.13 | -0.05 |
Drawdowns
W vs. MAT - Drawdown Comparison
The maximum W drawdown since its inception was -93.01%, which is greater than MAT's maximum drawdown of -83.68%. Use the drawdown chart below to compare losses from any high point for W and MAT.
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Drawdown Indicators
| W | MAT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.01% | -83.68% | -9.33% |
Max Drawdown (1Y)Largest decline over 1 year | -51.78% | -36.10% | -15.68% |
Max Drawdown (3Y)Largest decline over 3 years | -71.49% | -36.56% | -34.93% |
Max Drawdown (5Y)Largest decline over 5 years | -92.75% | -47.50% | -45.25% |
Max Drawdown (10Y)Largest decline over 10 years | -93.01% | -77.44% | -15.57% |
Current DrawdownCurrent decline from peak | -79.07% | -63.52% | -15.55% |
Average DrawdownAverage peak-to-trough decline | -44.35% | -41.35% | -3.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.41% | 18.85% | +3.56% |
Volatility
W vs. MAT - Volatility Comparison
Wayfair Inc. (W) has a higher volatility of 19.10% compared to Mattel, Inc. (MAT) at 7.08%. This indicates that W's price experiences larger fluctuations and is considered to be riskier than MAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| W | MAT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.10% | 7.08% | +12.02% |
Volatility (6M)Calculated over the trailing 6-month period | 45.86% | 34.69% | +11.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 62.30% | 41.04% | +21.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 79.88% | 37.13% | +42.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 74.87% | 41.85% | +33.02% |
Dividends
W vs. MAT - Dividend Comparison
Neither W nor MAT has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MAT Mattel, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 5.92% | 5.52% | 5.59% |
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% |
Financials
W vs. MAT - Financials Comparison
This section allows you to compare key financial metrics between Wayfair Inc. and Mattel, 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
W vs. MAT - Profitability Comparison
W - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Wayfair Inc. reported a gross profit of 880.00M and revenue of 2.93B. Therefore, the gross margin over that period was 30.0%.
MAT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Mattel, Inc. reported a gross profit of 386.80M and revenue of 862.20M. Therefore, the gross margin over that period was 44.9%.
W - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Wayfair Inc. reported an operating income of -11.00M and revenue of 2.93B, resulting in an operating margin of -0.4%.
MAT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Mattel, Inc. reported an operating income of -9.80M and revenue of 862.20M, resulting in an operating margin of -1.1%.
W - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Wayfair Inc. reported a net income of -105.00M and revenue of 2.93B, resulting in a net margin of -3.6%.
MAT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Mattel, Inc. reported a net income of 61.00M and revenue of 862.20M, resulting in a net margin of 7.1%.
Frequently Asked Questions
W and MAT have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
W has higher volatility (19.10%) compared to MAT (7.08%). In terms of maximum drawdown, W dropped -93.01% vs MAT's -83.68%.
W currently has the higher Sharpe Ratio (1.19 vs -0.55), 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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