WF vs. MA
WF (Woori Financial Group Inc.) and MA (Mastercard Incorporated) are both stocks. Both are in the Financial Services sector — WF in Banks - Regional, MA in Credit Services. Over the past 10 years, WF returned 13.54%/yr vs 20.36%/yr for MA. Their 0.30 correlation means their historical movements had little consistent relationship.
Performance
WF vs. MA - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, WF achieves a 17.25% return, which is significantly higher than MA's 0.88% return. Over the past 10 years, WF has underperformed MA with an annualized return of 13.54%, while MA has yielded a comparatively higher 20.36% annualized return.
WF
- 1D
- -1.95%
- 1M
- 15.25%
- 6M
- 11.03%
- YTD
- 17.25%
- 1Y
- 35.09%
- 3Y*
- 45.42%
- 5Y*
- 26.66%
- 10Y*
- 13.54%
- ALL TIME*
- 9.65%
MA
- 1D
- -0.74%
- 1M
- 6.43%
- 6M
- 6.73%
- YTD
- 0.88%
- 1Y
- 3.00%
- 3Y*
- 13.69%
- 5Y*
- 8.87%
- 10Y*
- 20.36%
- ALL TIME*
- 28.48%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.74B | $1.69B | $1.89B | |
| $10.48M | $11.05M | $11.21M |
WF vs. MA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WF Woori Financial Group Inc. | 17.25% | 99.65% | 16.76% | 13.14% | -7.19% | 18.91% | -9.52% | -28.16% | -5.75% | 40.44% |
MA Mastercard Incorporated | 0.88% | 9.04% | 24.17% | 23.40% | -2.66% | 1.16% | 20.19% | 59.16% | 25.31% | 47.69% |
Correlation
The correlation between WF and MA is 0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.04 |
Correlation (3Y) Balances recent behavior with more history. | 0.16 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.25 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.27 |
Correlation (All Time) Calculated using the full available price history since May 25, 2006 | 0.30 |
Over the past year, the correlation between WF and MA has dropped to 0.04 - well below their long-term average of 0.30, suggesting their price drivers have been diverging.
Fundamentals
WF:
$16.73B
MA:
$506.38B
WF:
₩13.10K
MA:
$18.17
WF:
7.54
MA:
31.54
WF:
1.07
MA:
1.84
WF:
2.69
MA:
14.62
WF:
0.63
MA:
90.19
WF:
₩9.22T
MA:
$35.08B
WF:
₩5.50T
MA:
$29.34B
WF:
₩4.89T
MA:
$22.12B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
WF vs. MA — Risk / Return Rank
WF
MA
WF vs. MA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Woori Financial Group Inc. (WF) 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.
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.
| WF | MA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.83 | ||
| Sortino ratioReturn per unit of downside risk | +1.21 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.03 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.95 | 0.09 | +0.86 |
| Martin ratioReturn relative to average drawdown | 2.03 | 0.16 | +1.86 |
Loading charts...
Drawdowns
WF vs. MA - Drawdown Comparison
The maximum WF drawdown since its inception was -89.46%, which is greater than MA's maximum drawdown of -62.67%. Use the drawdown chart below to compare losses from any high point for WF and MA.
Loading charts...
Drawdown Indicators
| WF | MA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.46% | -62.67% | -26.79% |
Max Drawdown (1Y)Largest decline over 1 year | -33.23% | -20.91% | -12.32% |
Max Drawdown (3Y)Largest decline over 3 years | -33.23% | -20.91% | -12.32% |
Max Drawdown (5Y)Largest decline over 5 years | -43.52% | -28.25% | -15.27% |
Max Drawdown (10Y)Largest decline over 10 years | -70.84% | -41.00% | -29.84% |
Current DrawdownCurrent decline from peak | -18.40% | -3.72% | -14.68% |
Average DrawdownAverage peak-to-trough decline | -42.79% | -9.84% | -32.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.53% | 11.22% | +4.31% |
Volatility
WF vs. MA - Volatility Comparison
Woori Financial Group Inc. (WF) has a higher volatility of 12.09% compared to Mastercard Incorporated (MA) at 7.42%. This indicates that WF'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.
Loading charts...
Volatility by Period
| WF | MA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.09% | 7.42% | +4.67% |
Volatility (6M)Calculated over the trailing 6-month period | 28.72% | 17.65% | +11.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.59% | 22.29% | +12.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.36% | 23.99% | +7.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.66% | 26.92% | +6.74% |
Dividends
WF vs. MA - Dividend Comparison
WF's dividend yield for the trailing twelve months is around 0.63%, more than MA's 0.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MA Mastercard Incorporated | 0.59% | 0.53% | 0.50% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% |
WF Woori Financial Group Inc. | 0.63% | 3.84% | 12.93% | 2.71% | 8.20% | 1.19% | 0.00% | 0.00% | 0.00% | 0.58% | 3.29% | 7.86% |
Financials
WF vs. MA - Financials Comparison
This section allows you to compare key financial metrics between Woori Financial Group 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
WF vs. MA - Profitability Comparison
WF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Woori Financial Group Inc. reported a gross profit of 1.35T and revenue of 1.35T. 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 Aug 2026, Mastercard Incorporated reported a gross profit of 9.28B and revenue of 9.28B. Therefore, the gross margin over that period was 100.0%.
WF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Woori Financial Group Inc. reported an operating income of 1.35T and revenue of 1.35T, resulting in an operating margin of 100.0%.
MA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Mastercard Incorporated reported an operating income of 5.59B and revenue of 9.28B, resulting in an operating margin of 60.2%.
WF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Woori Financial Group Inc. reported a net income of 1.05T and revenue of 1.35T, resulting in a net margin of 77.9%.
MA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Mastercard Incorporated reported a net income of 4.39B and revenue of 9.28B, resulting in a net margin of 47.3%.
Frequently Asked Questions
WF and MA have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WF has higher volatility (12.09%) compared to MA (7.42%). In terms of maximum drawdown, WF dropped -89.46% vs MA's -62.67%.
WF currently has the higher Sharpe Ratio (0.91 vs 0.08), 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.
Find the right allocation for WF and MA
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer