YORW vs. MA

Last updated Jun 4, 2026

YORW (The York Water Company) and MA (Mastercard Incorporated) are both stocks. YORW operates in Utilities - Regulated Water (Utilities), while MA operates in Credit Services (Financial Services). Over the past 10 years, YORW returned 2.42%/yr vs 17.95%/yr for MA. At a 0.23 correlation, their price movements are largely independent.

Performance

YORW vs. MA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The York Water Company (YORW) and Mastercard Incorporated (MA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, YORW achieves a -7.15% return, which is significantly higher than MA's -17.13% return. Over the past 10 years, YORW has underperformed MA with an annualized return of 2.42%, while MA has yielded a comparatively higher 17.95% annualized return.

YORW

• 1D: -1.90%
• 1M: 0.75%
• YTD: -7.15%
• 6M: -8.22%
• 1Y: -6.77%
• 3Y*: -9.80%
• 5Y*: -8.38%
• 10Y*: 2.42%

MA

• 1D: -1.28%
• 1M: -6.58%
• YTD: -17.13%
• 6M: -14.57%
• 1Y: -18.49%
• 3Y*: 8.69%
• 5Y*: 5.81%
• 10Y*: 17.95%

*Multi-year figures are annualized to reflect compound growth (CAGR)

YORW vs. MA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
YORW The York Water Company	-7.15%	0.08%	-13.23%	-12.40%	-7.93%	8.61%	2.67%	46.40%	-3.34%	-9.61%
MA Mastercard Incorporated	-17.13%	9.04%	24.17%	23.40%	-2.66%	1.16%	20.19%	59.16%	25.31%	47.69%

Correlation

The correlation between YORW and MA is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.04
Correlation (3Y) Calculated over the trailing 3-year period	0.15
Correlation (5Y) Calculated over the trailing 5-year period	0.17
Correlation (10Y) Calculated over the trailing 10-year period	0.20
Correlation (All Time) Calculated using the full available price history since May 26, 2006	0.23

The correlation between YORW and MA shifts across timeframes, from 0.04 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS YORW : $1.97 MA : $17.28
PE Ratio YORW : 14.94 MA : 27.30
PEG Ratio YORW : 6.17 MA : 1.59
Total Revenue (TTM) YORW : -$18.46M MA : $33.94B
Gross Profit (TTM) YORW : -$40.05M MA : $26.70B
EBITDA (TTM) YORW : $31.13M MA : $21.23B

Return for Risk

YORW vs. MA — Risk / Return Rank

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

YORW

YORW Risk / Return Rank: 23
YORW Sharpe Ratio Rank: 26
YORW Sortino Ratio Rank: 23
YORW Omega Ratio Rank: 23
YORW Calmar Ratio Rank: 24
YORW Martin Ratio Rank: 18

MA

MA Risk / Return Rank: 7
MA Sharpe Ratio Rank: 8
MA Sortino Ratio Rank: 10
MA Omega Ratio Rank: 11
MA Calmar Ratio Rank: 6
MA Martin Ratio Rank: 1

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

YORW vs. MA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The York Water Company (YORW) 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.

	YORW	MA	Difference
Sharpe ratio: Return per unit of total volatility	-0.34	-0.84	+0.51
Sortino ratio: Return per unit of downside risk	-0.34	-1.07	+0.73
Omega ratio: Gain probability vs. loss probability	0.96	0.87	+0.09
Calmar ratio: Return relative to maximum drawdown	-0.49	-0.89	+0.40
Martin ratio: Return relative to average drawdown	-1.08	-1.84	+0.76
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

YORW vs. MA - Sharpe Ratio Comparison

The current YORW Sharpe Ratio is -0.34, which is higher than the MA Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of YORW and MA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	YORW	MA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.34	-0.84	+0.51
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.37	0.24	-0.61
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.08	0.67	-0.59
Sharpe Ratio (All Time) Calculated using the full available price history	0.30	0.83	-0.53

Drawdowns

YORW vs. MA - Drawdown Comparison

The maximum YORW drawdown since its inception was -46.68%, smaller than the maximum MA drawdown of -62.67%. Use the drawdown chart below to compare losses from any high point for YORW and MA.

Drawdown Indicators

	YORW	MA	Difference
Max Drawdown Largest peak-to-trough decline	-46.68%	-62.67%	+15.99%
Max Drawdown (1Y) Largest decline over 1 year	-13.93%	-20.91%	+6.98%
Max Drawdown (3Y) Largest decline over 3 years	-30.95%	-20.91%	-10.04%
Max Drawdown (5Y) Largest decline over 5 years	-39.62%	-28.25%	-11.37%
Max Drawdown (10Y) Largest decline over 10 years	-39.62%	-41.00%	+1.38%
Current Drawdown Current decline from peak	-38.87%	-20.91%	-17.96%
Average Drawdown Average peak-to-trough decline	-13.05%	-9.82%	-3.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.28%	10.06%	-3.78%

Volatility

YORW vs. MA - Volatility Comparison

The current volatility for The York Water Company (YORW) is 3.80%, while Mastercard Incorporated (MA) has a volatility of 5.95%. This indicates that YORW 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.

Volatility by Period

	YORW	MA	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.80%	5.95%	-2.15%
Volatility (6M) Calculated over the trailing 6-month period	13.71%	17.27%	-3.56%
Volatility (1Y) Calculated over the trailing 1-year period	20.27%	22.03%	-1.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.04%	23.96%	-0.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.27%	26.91%	+2.36%

Dividends

YORW vs. MA - Dividend Comparison

YORW's dividend yield for the trailing twelve months is around 3.05%, more than MA's 0.69% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MA Mastercard Incorporated	0.69%	0.53%	0.50%	0.53%	0.56%	0.49%	0.45%	0.44%	0.53%	0.58%	0.74%	0.66%
YORW The York Water Company	3.05%	2.78%	2.60%	2.12%	1.75%	1.52%	1.56%	1.52%	2.10%	1.91%	1.64%	2.42%

Financials

Frequently Asked Questions

Can I hold both YORW and MA in my portfolio?

YORW 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.

Which is riskier, YORW or MA?

MA has higher volatility (5.95%) compared to YORW (3.80%). In terms of maximum drawdown, YORW dropped -46.68% vs MA's -62.67%.

Which has better risk-adjusted returns?

YORW currently has the higher Sharpe Ratio (-0.34 vs -0.84), 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.