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Whole Earth Brands, Inc. (FREE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

US96684W1009

CUSIP

96684W100

Sector

Consumer Defensive

IPO Date

Jun 24, 2020

Highlights

Market Cap

$211.57M

EPS (TTM)

-$0.57

Total Revenue (TTM)

$265.43M

Gross Profit (TTM)

$68.07M

EBITDA (TTM)

$25.80M

Year Range

$0.01 - $4.88

Target Price

$5.25

Short %

5.15%

Short Ratio

3.66

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
FREE vs. SPY
Popular comparisons:
FREE vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Whole Earth Brands, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%SeptemberOctoberNovemberDecember2025
280.00%
7.90%
FREE (Whole Earth Brands, Inc.)
Benchmark (^GSPC)

Returns By Period

Whole Earth Brands, Inc. had a return of 100.00% year-to-date (YTD) and -99.58% in the last 12 months.


FREE

YTD

100.00%

1M

0.00%

6M

300.00%

1Y

-99.58%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

4.22%

1M

2.22%

6M

9.51%

1Y

22.46%

5Y*

12.74%

10Y*

11.29%

*Annualized

Monthly Returns

The table below presents the monthly returns of FREE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202416.72%20.10%1.05%-0.21%-0.21%1.04%0.21%-99.69%-33.33%50.00%-33.33%0.00%-99.71%
2023-6.88%-9.23%-25.58%-6.25%20.42%39.10%0.75%-5.93%-5.51%-1.67%-8.19%4.92%-16.22%
2022-11.73%0.11%-24.55%-3.49%-1.01%-9.36%-13.23%-5.02%-24.85%-10.16%25.51%-6.00%-62.10%
20213.94%13.24%1.64%3.53%-2.15%9.77%-11.31%-2.49%-7.89%5.02%-12.94%1.70%-1.47%
2020-25.21%-14.00%15.42%4.12%-1.80%1.22%31.48%1.02%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FREE is 42, indicating average performance compared to other stocks on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FREE is 4242
Overall Rank
The Sharpe Ratio Rank of FREE is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of FREE is 8484
Sortino Ratio Rank
The Omega Ratio Rank of FREE is 9797
Omega Ratio Rank
The Calmar Ratio Rank of FREE is 00
Calmar Ratio Rank
The Martin Ratio Rank of FREE is 11
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Whole Earth Brands, Inc. (FREE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for FREE, currently valued at -0.31, compared to the broader market-2.000.002.004.00-0.311.77
The chart of Sortino ratio for FREE, currently valued at 2.35, compared to the broader market-6.00-4.00-2.000.002.004.006.002.352.39
The chart of Omega ratio for FREE, currently valued at 1.63, compared to the broader market0.501.001.502.001.631.32
The chart of Calmar ratio for FREE, currently valued at -0.99, compared to the broader market0.002.004.006.00-0.992.66
The chart of Martin ratio for FREE, currently valued at -1.91, compared to the broader market0.0010.0020.0030.00-1.9110.85
FREE
^GSPC

The current Whole Earth Brands, Inc. Sharpe ratio is -0.31. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Whole Earth Brands, Inc. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025
-0.31
1.81
FREE (Whole Earth Brands, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


Whole Earth Brands, Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025
-99.86%
-1.30%
FREE (Whole Earth Brands, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Whole Earth Brands, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Whole Earth Brands, Inc. was 99.97%, occurring on Aug 20, 2024. The portfolio has not yet recovered.

The current Whole Earth Brands, Inc. drawdown is 99.86%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-99.97%Mar 22, 2021855Aug 20, 2024
-35.68%Jun 25, 202026Jul 31, 202095Dec 15, 2020121
-11.8%Feb 17, 202114Mar 8, 20219Mar 19, 202123
-10.29%Jan 27, 20213Jan 29, 20214Feb 4, 20217
-8.46%Dec 24, 20207Jan 5, 20217Jan 14, 202114

Volatility

Volatility Chart

The current Whole Earth Brands, Inc. volatility is 111.30%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%100.00%200.00%300.00%400.00%500.00%600.00%SeptemberOctoberNovemberDecember2025
111.30%
4.26%
FREE (Whole Earth Brands, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Whole Earth Brands, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Whole Earth Brands, Inc..


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Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined 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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