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

Correlation

The correlation between WHR and MA is 0.38, 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.


-0.50.00.51.00.4

Performance

WHR vs. MA - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
33.12%
15.96%
WHR
MA

Key characteristics

Sharpe Ratio

WHR:

0.12

MA:

1.50

Sortino Ratio

WHR:

0.50

MA:

2.05

Omega Ratio

WHR:

1.06

MA:

1.28

Calmar Ratio

WHR:

0.08

MA:

2.00

Martin Ratio

WHR:

0.34

MA:

4.97

Ulcer Index

WHR:

14.10%

MA:

4.76%

Daily Std Dev

WHR:

40.73%

MA:

15.83%

Max Drawdown

WHR:

-82.49%

MA:

-62.67%

Current Drawdown

WHR:

-45.25%

MA:

-2.09%

Fundamentals

Market Cap

WHR:

$6.63B

MA:

$487.38B

EPS

WHR:

$10.16

MA:

$13.20

PE Ratio

WHR:

11.84

MA:

40.23

PEG Ratio

WHR:

1.65

MA:

2.03

Total Revenue (TTM)

WHR:

$17.56B

MA:

$27.23B

Gross Profit (TTM)

WHR:

$2.70B

MA:

$23.36B

EBITDA (TTM)

WHR:

$993.00M

MA:

$16.44B

Returns By Period

In the year-to-date period, WHR achieves a 1.44% return, which is significantly lower than MA's 23.40% return. Over the past 10 years, WHR has underperformed MA with an annualized return of -1.39%, while MA has yielded a comparatively higher 20.46% annualized return.


WHR

YTD

1.44%

1M

3.70%

6M

33.85%

1Y

3.07%

5Y*

-0.45%

10Y*

-1.39%

MA

YTD

23.40%

1M

0.74%

6M

15.96%

1Y

25.48%

5Y*

12.54%

10Y*

20.46%

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Risk-Adjusted Performance

WHR vs. MA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Whirlpool Corporation (WHR) 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 WHR, currently valued at 0.08, compared to the broader market-4.00-2.000.002.000.081.50
The chart of Sortino ratio for WHR, currently valued at 0.44, compared to the broader market-4.00-2.000.002.004.000.442.05
The chart of Omega ratio for WHR, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.28
The chart of Calmar ratio for WHR, currently valued at 0.05, compared to the broader market0.002.004.006.000.052.00
The chart of Martin ratio for WHR, currently valued at 0.22, compared to the broader market0.0010.0020.000.224.97
WHR
MA

The current WHR Sharpe Ratio is 0.12, which is lower than the MA Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of WHR 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
0.08
1.50
WHR
MA

Dividends

WHR vs. MA - Dividend Comparison

WHR's dividend yield for the trailing twelve months is around 6.06%, more than MA's 0.50% yield.


TTM20232022202120202019201820172016201520142013
WHR
Whirlpool Corporation
6.06%5.75%4.95%2.32%2.69%3.22%4.26%2.55%2.15%2.35%1.48%1.51%
MA
Mastercard Inc
0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%

Drawdowns

WHR vs. MA - Drawdown Comparison

The maximum WHR drawdown since its inception was -82.49%, which is greater than MA's maximum drawdown of -62.67%. Use the drawdown chart below to compare losses from any high point for WHR and MA. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-45.25%
-2.09%
WHR
MA

Volatility

WHR vs. MA - Volatility Comparison

Whirlpool Corporation (WHR) has a higher volatility of 13.81% compared to Mastercard Inc (MA) at 4.25%. This indicates that WHR'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%JulyAugustSeptemberOctoberNovemberDecember
13.81%
4.25%
WHR
MA

Financials

WHR vs. MA - Financials Comparison

This section allows you to compare key financial metrics between Whirlpool Corporation 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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