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ARCAD.AS vs. WSP.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

ARCAD.AS vs. WSP.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arcadis N.V. (ARCAD.AS) and WSP Global Inc. (WSP.TO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
3.39%
11.39%
ARCAD.AS
WSP.TO

Returns By Period

In the year-to-date period, ARCAD.AS achieves a 30.93% return, which is significantly higher than WSP.TO's 28.49% return. Over the past 10 years, ARCAD.AS has underperformed WSP.TO with an annualized return of 12.98%, while WSP.TO has yielded a comparatively higher 23.43% annualized return.


ARCAD.AS

YTD

30.93%

1M

-4.54%

6M

5.88%

1Y

42.67%

5Y (annualized)

31.00%

10Y (annualized)

12.98%

WSP.TO

YTD

28.49%

1M

-5.20%

6M

14.68%

1Y

25.71%

5Y (annualized)

23.92%

10Y (annualized)

23.43%

Fundamentals


ARCAD.ASWSP.TO
Market Cap€5.83BCA$31.41B
EPS€2.25CA$5.14
PE Ratio28.0246.88
Total Revenue (TTM)€2.53BCA$15.23B
Gross Profit (TTM)€318.23MCA$4.74B
EBITDA (TTM)€233.83MCA$1.45B

Key characteristics


ARCAD.ASWSP.TO
Sharpe Ratio2.191.41
Sortino Ratio2.791.85
Omega Ratio1.401.27
Calmar Ratio5.192.16
Martin Ratio14.645.42
Ulcer Index2.71%4.77%
Daily Std Dev18.04%18.42%
Max Drawdown-91.05%-39.02%
Current Drawdown-5.68%-5.93%

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Correlation

-0.50.00.51.00.3

The correlation between ARCAD.AS and WSP.TO is 0.31, 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.

Risk-Adjusted Performance

ARCAD.AS vs. WSP.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Arcadis N.V. (ARCAD.AS) and WSP Global Inc. (WSP.TO). 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 ARCAD.AS, currently valued at 1.73, compared to the broader market-4.00-2.000.002.004.001.731.25
The chart of Sortino ratio for ARCAD.AS, currently valued at 2.25, compared to the broader market-4.00-2.000.002.004.002.251.68
The chart of Omega ratio for ARCAD.AS, currently valued at 1.31, compared to the broader market0.501.001.502.001.311.24
The chart of Calmar ratio for ARCAD.AS, currently valued at 1.83, compared to the broader market0.002.004.006.001.831.91
The chart of Martin ratio for ARCAD.AS, currently valued at 10.92, compared to the broader market-10.000.0010.0020.0030.0010.924.67
ARCAD.AS
WSP.TO

The current ARCAD.AS Sharpe Ratio is 2.19, which is higher than the WSP.TO Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of ARCAD.AS and WSP.TO, 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 Ratio1.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.73
1.25
ARCAD.AS
WSP.TO

Dividends

ARCAD.AS vs. WSP.TO - Dividend Comparison

ARCAD.AS's dividend yield for the trailing twelve months is around 1.35%, more than WSP.TO's 0.64% yield.


TTM20232022202120202019201820172016201520142013
ARCAD.AS
Arcadis N.V.
1.35%1.52%1.91%1.42%2.07%2.26%4.41%2.26%4.73%3.19%2.29%2.03%
WSP.TO
WSP Global Inc.
0.64%0.82%0.97%0.83%1.26%1.69%2.56%2.50%3.36%3.53%4.19%4.65%

Drawdowns

ARCAD.AS vs. WSP.TO - Drawdown Comparison

The maximum ARCAD.AS drawdown since its inception was -91.05%, which is greater than WSP.TO's maximum drawdown of -39.02%. Use the drawdown chart below to compare losses from any high point for ARCAD.AS and WSP.TO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.76%
-6.88%
ARCAD.AS
WSP.TO

Volatility

ARCAD.AS vs. WSP.TO - Volatility Comparison

Arcadis N.V. (ARCAD.AS) has a higher volatility of 7.28% compared to WSP Global Inc. (WSP.TO) at 5.60%. This indicates that ARCAD.AS's price experiences larger fluctuations and is considered to be riskier than WSP.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
7.28%
5.60%
ARCAD.AS
WSP.TO

Financials

ARCAD.AS vs. WSP.TO - Financials Comparison

This section allows you to compare key financial metrics between Arcadis N.V. and WSP Global 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


Please note, different currencies. ARCAD.AS values in EUR, WSP.TO values in CAD