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

Correlation

The correlation between YORW and MA is 0.24, 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.


-0.50.00.51.00.2

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 Inc (MA). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-22.52%
15.09%
YORW
MA

Key characteristics

Sharpe Ratio

YORW:

-0.67

MA:

1.24

Sortino Ratio

YORW:

-0.84

MA:

1.73

Omega Ratio

YORW:

0.90

MA:

1.23

Calmar Ratio

YORW:

-0.36

MA:

1.69

Martin Ratio

YORW:

-1.54

MA:

4.13

Ulcer Index

YORW:

9.06%

MA:

4.83%

Daily Std Dev

YORW:

20.91%

MA:

16.10%

Max Drawdown

YORW:

-46.68%

MA:

-62.67%

Current Drawdown

YORW:

-38.09%

MA:

-4.92%

Fundamentals

Market Cap

YORW:

$442.58M

MA:

$467.19B

EPS

YORW:

$1.48

MA:

$13.23

PE Ratio

YORW:

20.80

MA:

38.47

PEG Ratio

YORW:

7.71

MA:

1.93

Total Revenue (TTM)

YORW:

$56.09M

MA:

$20.68B

Gross Profit (TTM)

YORW:

$38.19M

MA:

$18.34B

EBITDA (TTM)

YORW:

$31.59M

MA:

$12.55B

Returns By Period

In the year-to-date period, YORW achieves a -5.90% return, which is significantly lower than MA's -3.19% return. Over the past 10 years, YORW has underperformed MA with an annualized return of 4.59%, while MA has yielded a comparatively higher 20.57% annualized return.


YORW

YTD

-5.90%

1M

-10.98%

6M

-22.52%

1Y

-14.50%

5Y*

-6.51%

10Y*

4.59%

MA

YTD

-3.19%

1M

-3.63%

6M

15.09%

1Y

19.30%

5Y*

10.37%

10Y*

20.57%

*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

YORW vs. MA — Risk-Adjusted Performance Rank

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

YORW
The Risk-Adjusted Performance Rank of YORW is 1616
Overall Rank
The Sharpe Ratio Rank of YORW is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of YORW is 1515
Sortino Ratio Rank
The Omega Ratio Rank of YORW is 1717
Omega Ratio Rank
The Calmar Ratio Rank of YORW is 2727
Calmar Ratio Rank
The Martin Ratio Rank of YORW is 66
Martin Ratio Rank

MA
The Risk-Adjusted Performance Rank of MA is 8282
Overall Rank
The Sharpe Ratio Rank of MA is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of MA is 7979
Sortino Ratio Rank
The Omega Ratio Rank of MA is 7777
Omega Ratio Rank
The Calmar Ratio Rank of MA is 8989
Calmar Ratio Rank
The Martin Ratio Rank of MA is 8080
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.

YORW vs. MA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The York Water Company (YORW) 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 YORW, currently valued at -0.67, compared to the broader market-2.000.002.00-0.671.24
The chart of Sortino ratio for YORW, currently valued at -0.84, compared to the broader market-4.00-2.000.002.004.00-0.841.73
The chart of Omega ratio for YORW, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.23
The chart of Calmar ratio for YORW, currently valued at -0.36, compared to the broader market0.002.004.006.00-0.361.69
The chart of Martin ratio for YORW, currently valued at -1.54, compared to the broader market0.0010.0020.00-1.544.13
YORW
MA

The current YORW Sharpe Ratio is -0.67, which is lower than the MA Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of YORW 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.67
1.24
YORW
MA

Dividends

YORW vs. MA - Dividend Comparison

YORW's dividend yield for the trailing twelve months is around 2.77%, more than MA's 0.54% yield.


TTM20242023202220212020201920182017201620152014
YORW
The York Water Company
2.77%2.60%2.12%1.75%1.52%1.56%1.52%2.10%1.91%1.64%2.42%2.49%
MA
Mastercard Inc
0.54%0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%

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. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-38.09%
-4.92%
YORW
MA

Volatility

YORW vs. MA - Volatility Comparison

The York Water Company (YORW) has a higher volatility of 5.77% compared to Mastercard Inc (MA) at 4.50%. This indicates that YORW'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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
5.77%
4.50%
YORW
MA

Financials

YORW vs. MA - Financials Comparison

This section allows you to compare key financial metrics between The York Water Company 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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