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

Correlation

The correlation between WF and MA is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

WF vs. MA - Performance Comparison

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

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Key characteristics

Sharpe Ratio

WF:

0.95

MA:

1.22

Sortino Ratio

WF:

1.58

MA:

1.66

Omega Ratio

WF:

1.19

MA:

1.24

Calmar Ratio

WF:

0.59

MA:

1.48

Martin Ratio

WF:

3.60

MA:

6.22

Ulcer Index

WF:

7.73%

MA:

3.98%

Daily Std Dev

WF:

28.92%

MA:

21.20%

Max Drawdown

WF:

-89.59%

MA:

-62.67%

Current Drawdown

WF:

-27.98%

MA:

-2.77%

Fundamentals

Market Cap

WF:

$9.59B

MA:

$517.19B

EPS

WF:

$7.93

MA:

$14.24

PE Ratio

WF:

4.93

MA:

40.00

PEG Ratio

WF:

2.46

MA:

2.33

PS Ratio

WF:

0.00

MA:

17.79

PB Ratio

WF:

0.40

MA:

79.10

Total Revenue (TTM)

WF:

$20.49T

MA:

$29.07B

Gross Profit (TTM)

WF:

$24.66T

MA:

$22.22B

EBITDA (TTM)

WF:

-$1.55B

MA:

$17.36B

Returns By Period

In the year-to-date period, WF achieves a 30.88% return, which is significantly higher than MA's 8.61% return. Over the past 10 years, WF has underperformed MA with an annualized return of 8.33%, while MA has yielded a comparatively higher 20.65% annualized return.


WF

YTD

30.88%

1M

7.20%

6M

13.77%

1Y

27.30%

3Y*

13.76%

5Y*

23.17%

10Y*

8.33%

MA

YTD

8.61%

1M

8.12%

6M

11.03%

1Y

25.63%

3Y*

18.55%

5Y*

14.74%

10Y*

20.65%

*Annualized

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Woori Financial Group Inc.

Mastercard Inc

Risk-Adjusted Performance

WF vs. MA — Risk-Adjusted Performance Rank

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

WF
The Risk-Adjusted Performance Rank of WF is 7979
Overall Rank
The Sharpe Ratio Rank of WF is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of WF is 7979
Sortino Ratio Rank
The Omega Ratio Rank of WF is 7676
Omega Ratio Rank
The Calmar Ratio Rank of WF is 7575
Calmar Ratio Rank
The Martin Ratio Rank of WF is 8282
Martin Ratio Rank

MA
The Risk-Adjusted Performance Rank of MA is 8686
Overall Rank
The Sharpe Ratio Rank of MA is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of MA is 8181
Sortino Ratio Rank
The Omega Ratio Rank of MA is 8282
Omega Ratio Rank
The Calmar Ratio Rank of MA is 8989
Calmar Ratio Rank
The Martin Ratio Rank of MA is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WF vs. MA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Woori Financial Group Inc. (WF) 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.


The current WF Sharpe Ratio is 0.95, which is comparable to the MA Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of WF 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.


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Dividends

WF vs. MA - Dividend Comparison

WF's dividend yield for the trailing twelve months is around 5.52%, more than MA's 0.50% yield.


TTM20242023202220212020201920182017201620152014
WF
Woori Financial Group Inc.
5.52%12.98%2.71%8.20%1.19%3.49%5.71%0.00%3.73%3.29%5.70%5.01%
MA
Mastercard Inc
0.50%0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%

Drawdowns

WF vs. MA - Drawdown Comparison

The maximum WF drawdown since its inception was -89.59%, 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. For additional features, visit the drawdowns tool.


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Volatility

WF vs. MA - Volatility Comparison

Woori Financial Group Inc. (WF) has a higher volatility of 5.65% compared to Mastercard Inc (MA) at 4.61%. 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.


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Financials

WF vs. MA - Financials Comparison

This section allows you to compare key financial metrics between Woori Financial Group 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


0.002.00T4.00T6.00T8.00T10.00T20212022202320242025
3.17T
7.25B
(WF) Total Revenue
(MA) Total Revenue
Values in USD except per share items

WF vs. MA - Profitability Comparison

The chart below illustrates the profitability comparison between Woori Financial Group Inc. and Mastercard Inc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

75.0%80.0%85.0%90.0%95.0%100.0%20212022202320242025
100.0%
76.7%
(WF) Gross Margin
(MA) Gross Margin
WF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Woori Financial Group Inc. reported a gross profit of 3.17T and revenue of 3.17T. 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 May 2025, Mastercard Inc reported a gross profit of 5.56B and revenue of 7.25B. Therefore, the gross margin over that period was 76.7%.

WF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Woori Financial Group Inc. reported an operating income of 1.91T and revenue of 3.17T, resulting in an operating margin of 60.3%.

MA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Mastercard Inc reported an operating income of 4.15B and revenue of 7.25B, resulting in an operating margin of 57.2%.

WF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Woori Financial Group Inc. reported a net income of 426.13B and revenue of 3.17T, resulting in a net margin of 13.5%.

MA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Mastercard Inc reported a net income of 3.28B and revenue of 7.25B, resulting in a net margin of 45.2%.