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

Correlation

The correlation between WF and MA is 0.31, 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.


-0.50.00.51.0
Correlation: 0.3

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.

0.00%5,000.00%10,000.00%NovemberDecember2025FebruaryMarchApril
-16.05%
12,243.24%
WF
MA

Key characteristics

Sharpe Ratio

WF:

0.80

MA:

0.64

Sortino Ratio

WF:

1.35

MA:

0.98

Omega Ratio

WF:

1.17

MA:

1.14

Calmar Ratio

WF:

0.46

MA:

0.79

Martin Ratio

WF:

2.81

MA:

3.40

Ulcer Index

WF:

8.28%

MA:

3.88%

Daily Std Dev

WF:

29.19%

MA:

20.64%

Max Drawdown

WF:

-89.59%

MA:

-62.67%

Current Drawdown

WF:

-38.83%

MA:

-10.09%

Fundamentals

Market Cap

WF:

$8.61B

MA:

$471.65B

EPS

WF:

$8.29

MA:

$13.86

PE Ratio

WF:

4.19

MA:

37.33

PEG Ratio

WF:

2.46

MA:

2.07

PS Ratio

WF:

0.00

MA:

16.74

PB Ratio

WF:

0.36

MA:

72.73

Total Revenue (TTM)

WF:

$17.33T

MA:

$21.82B

Gross Profit (TTM)

WF:

$21.49T

MA:

$16.66B

EBITDA (TTM)

WF:

-$1.55B

MA:

$12.87B

Returns By Period

In the year-to-date period, WF achieves a 11.17% return, which is significantly higher than MA's -1.45% return. Over the past 10 years, WF has underperformed MA with an annualized return of 6.29%, while MA has yielded a comparatively higher 20.19% annualized return.


WF

YTD

11.17%

1M

1.16%

6M

-3.79%

1Y

21.09%

5Y*

17.75%

10Y*

6.29%

MA

YTD

-1.45%

1M

-3.35%

6M

0.50%

1Y

14.45%

5Y*

15.44%

10Y*

20.19%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 7777
Overall Rank
The Sharpe Ratio Rank of WF is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of WF is 7676
Sortino Ratio Rank
The Omega Ratio Rank of WF is 7373
Omega Ratio Rank
The Calmar Ratio Rank of WF is 7373
Calmar Ratio Rank
The Martin Ratio Rank of WF is 7979
Martin Ratio Rank

MA
The Risk-Adjusted Performance Rank of MA is 7575
Overall Rank
The Sharpe Ratio Rank of MA is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of MA is 6868
Sortino Ratio Rank
The Omega Ratio Rank of MA is 6969
Omega Ratio Rank
The Calmar Ratio Rank of MA is 8282
Calmar Ratio Rank
The Martin Ratio Rank of MA is 8282
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.


Sharpe ratio
The chart of Sharpe ratio for WF, currently valued at 0.80, compared to the broader market-2.00-1.000.001.002.003.00
WF: 0.80
MA: 0.64
The chart of Sortino ratio for WF, currently valued at 1.35, compared to the broader market-6.00-4.00-2.000.002.004.00
WF: 1.35
MA: 0.98
The chart of Omega ratio for WF, currently valued at 1.17, compared to the broader market0.501.001.502.00
WF: 1.17
MA: 1.14
The chart of Calmar ratio for WF, currently valued at 0.46, compared to the broader market0.001.002.003.004.00
WF: 0.46
MA: 0.79
The chart of Martin ratio for WF, currently valued at 2.81, compared to the broader market-5.000.005.0010.0015.0020.00
WF: 2.81
MA: 3.40

The current WF Sharpe Ratio is 0.80, which is comparable to the MA Sharpe Ratio of 0.64. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.80
0.64
WF
MA

Dividends

WF vs. MA - Dividend Comparison

WF's dividend yield for the trailing twelve months is around 2.25%, more than MA's 0.55% yield.


TTM20242023202220212020201920182017201620152014
WF
Woori Financial Group Inc.
2.25%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
0.55%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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-38.83%
-10.09%
WF
MA

Volatility

WF vs. MA - Volatility Comparison

The current volatility for Woori Financial Group Inc. (WF) is 11.86%, while Mastercard Inc (MA) has a volatility of 13.04%. This indicates that WF experiences smaller price fluctuations and is considered to be less risky than MA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.86%
13.04%
WF
MA

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


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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