PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Wabash National Corporation (WNC)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

US9295661071

CUSIP

929566107

Sector

Industrials

IPO Date

Nov 8, 1991

Highlights

Market Cap

$791.77M

EPS (TTM)

-$5.26

PEG Ratio

1.00

Total Revenue (TTM)

$2.13B

Gross Profit (TTM)

$323.52M

EBITDA (TTM)

-$241.88M

Year Range

$15.94 - $29.74

Target Price

$21.50

Short %

16.69%

Short Ratio

9.95

Share Price Chart


Loading data...

Compare to other instruments

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


Popular comparisons:
WNC vs. CMCO WNC vs. ALG WNC vs. CAT WNC vs. VOO WNC vs. F WNC vs. VUSA.AS
Popular comparisons:
WNC vs. CMCO WNC vs. ALG WNC vs. CAT WNC vs. VOO WNC vs. F WNC vs. VUSA.AS

Performance

Performance Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-16.27%
8.81%
WNC (Wabash National Corporation)
Benchmark (^GSPC)

Returns By Period

Wabash National Corporation had a return of -30.99% year-to-date (YTD) and -32.02% in the last 12 months. Over the past 10 years, Wabash National Corporation had an annualized return of 5.32%, while the S&P 500 had an annualized return of 11.10%, indicating that Wabash National Corporation did not perform as well as the benchmark.


WNC

YTD

-30.99%

1M

-6.07%

6M

-16.27%

1Y

-32.02%

5Y*

5.63%

10Y*

5.32%

^GSPC (Benchmark)

YTD

24.66%

1M

0.49%

6M

8.64%

1Y

26.56%

5Y*

13.06%

10Y*

11.10%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.94%7.83%9.75%-22.59%-2.16%-3.41%-1.24%-9.45%-1.39%-8.72%13.70%-30.99%
202314.38%6.37%-10.26%4.75%-8.65%9.34%-7.36%-4.77%-6.34%-1.66%5.94%16.88%14.94%
20220.90%-13.15%-12.91%-3.00%7.27%-11.53%33.77%-8.91%-5.41%39.81%15.80%-9.85%18.17%
2021-6.99%3.95%13.39%-5.94%-9.43%0.31%-7.98%6.15%-2.64%3.16%7.53%16.89%15.53%
2020-21.03%-5.35%-34.24%14.84%16.46%11.20%8.06%7.20%-1.40%19.23%23.98%-2.55%20.30%
20197.23%6.46%-8.69%11.94%-10.41%20.43%-2.22%-13.83%6.38%-1.16%10.45%-6.21%15.52%
201819.44%-15.41%-4.76%-3.26%-0.25%-6.75%6.54%-7.88%-0.05%-16.83%2.91%-15.83%-38.80%
201711.99%19.83%-2.18%10.43%-12.25%9.96%-12.96%10.17%8.56%-1.14%-10.44%7.69%38.84%
2016-6.51%6.06%12.53%7.95%-0.49%-10.44%14.02%-3.66%2.08%-21.00%22.58%14.72%33.73%
20150.89%17.48%-3.75%-0.57%-3.42%-7.39%9.57%-10.99%-13.41%13.03%8.35%-8.79%-4.29%
201411.01%-1.46%1.85%-2.91%2.47%4.09%-4.49%3.89%-5.80%-22.67%4.76%14.55%0.08%
201315.38%-7.83%6.50%-7.19%11.35%-3.05%5.40%-2.89%11.90%0.00%4.12%1.73%37.68%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of WNC is 12, meaning it’s performing worse than 88% of other stocks on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of WNC is 1212
Overall Rank
The Sharpe Ratio Rank of WNC is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of WNC is 1010
Sortino Ratio Rank
The Omega Ratio Rank of WNC is 1212
Omega Ratio Rank
The Calmar Ratio Rank of WNC is 1111
Calmar Ratio Rank
The Martin Ratio Rank of WNC is 1919
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 Wabash National Corporation (WNC) 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 WNC, currently valued at -0.90, compared to the broader market-4.00-2.000.002.00-0.902.12
The chart of Sortino ratio for WNC, currently valued at -1.22, compared to the broader market-4.00-2.000.002.004.00-1.222.83
The chart of Omega ratio for WNC, currently valued at 0.86, compared to the broader market0.501.001.502.000.861.39
The chart of Calmar ratio for WNC, currently valued at -0.66, compared to the broader market0.002.004.006.00-0.663.13
The chart of Martin ratio for WNC, currently valued at -1.19, compared to the broader market0.0010.0020.00-1.1913.67
WNC
^GSPC

The current Wabash National Corporation Sharpe ratio is -0.90. 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 Wabash National Corporation 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.90
2.12
WNC (Wabash National Corporation)
Benchmark (^GSPC)

Dividends

Dividend History

Wabash National Corporation provided a 1.84% dividend yield over the last twelve months, with an annual payout of $0.32 per share. The company has been increasing its dividends for 3 consecutive years.


1.00%1.50%2.00%2.50%$0.00$0.10$0.20$0.30$0.402017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017
Dividend$0.32$0.32$0.32$0.32$0.24$0.40$0.30$0.24

Dividend yield

1.84%1.25%1.42%1.64%1.39%2.72%2.29%1.11%

Monthly Dividends

The table displays the monthly dividend distributions for Wabash National Corporation. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.08$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.32
2023$0.08$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.32
2022$0.08$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.32
2021$0.08$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.32
2020$0.00$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.08$0.00$0.00$0.00$0.24
2019$0.08$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.08$0.40
2018$0.08$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.30
2017$0.06$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.24

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%20.0%1.8%
Wabash National Corporation has a dividend yield of 1.84%, which is quite average when compared to the overall market.
Payout Ratio
200.0%400.0%600.0%800.0%13.7%
Wabash National Corporation has a payout ratio of 13.73%, which is below the market average. This means Wabash National Corporation returns a smaller proportion of its earnings to shareholders as dividends, suggesting it retains a higher portion for reinvestment, growth, or debt payment.

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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-47.10%
-2.37%
WNC (Wabash National Corporation)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Wabash National Corporation. 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 Wabash National Corporation was 98.61%, occurring on Jul 16, 2009. The portfolio has not yet recovered.

The current Wabash National Corporation drawdown is 47.10%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-98.61%Sep 14, 19943737Jul 16, 2009
-54.47%Mar 23, 199296Aug 6, 1992164Mar 31, 1993260
-19.77%Apr 1, 199378Jul 22, 199379Nov 11, 1993157
-11.5%May 25, 199425Jun 29, 199412Jul 18, 199437
-11.21%Mar 9, 199428Apr 18, 19948Apr 29, 199436

Volatility

Volatility Chart

The current Wabash National Corporation volatility is 11.67%, 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%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
11.67%
3.87%
WNC (Wabash National Corporation)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Wabash National Corporation 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 Wabash National Corporation.


Loading data...

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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab