PortfoliosLab logoPortfoliosLab logo
AS vs. WDH
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AS vs. WDH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amer Sports, Inc (AS) and Waterdrop Inc. (WDH). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, AS achieves a -5.06% return, which is significantly higher than WDH's -24.98% return.


AS

1D
-0.39%
1M
8.18%
YTD
-5.06%
6M
-7.56%
1Y
-5.21%
3Y*
5Y*
10Y*

WDH

1D
-0.71%
1M
-11.39%
YTD
-24.98%
6M
-20.37%
1Y
4.96%
3Y*
-14.35%
5Y*
-27.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AS vs. WDH - Yearly Performance Comparison


2026 (YTD)20252024
AS
Amer Sports, Inc
-5.06%33.58%108.66%
WDH
Waterdrop Inc.
-24.98%66.25%26.46%

Correlation

The correlation between AS and WDH is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2024

0.17

Fundamentals

Market Cap

AS:

$20.29B

WDH:

$51.89M

EPS

AS:

$0.81

WDH:

CN¥2.18

PE Ratio

AS:

43.81

WDH:

4.35

PEG Ratio

AS:

0.11

WDH:

0.01

PS Ratio

AS:

2.85

WDH:

0.62

PB Ratio

AS:

3.01

WDH:

0.07

Total Revenue (TTM)

AS:

$7.04B

WDH:

CN¥3.96B

Gross Profit (TTM)

AS:

$4.10B

WDH:

CN¥2.02B

EBITDA (TTM)

AS:

$1.02B

WDH:

CN¥369.70M

Compare stocks, funds, or ETFs

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


Return for Risk

AS vs. WDH — Risk / Return Rank

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

AS
AS Risk / Return Rank: 3636
Overall Rank
AS Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
AS Sortino Ratio Rank: 3434
Sortino Ratio Rank
AS Omega Ratio Rank: 3434
Omega Ratio Rank
AS Calmar Ratio Rank: 3737
Calmar Ratio Rank
AS Martin Ratio Rank: 3737
Martin Ratio Rank

WDH
WDH Risk / Return Rank: 4545
Overall Rank
WDH Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
WDH Sortino Ratio Rank: 4545
Sortino Ratio Rank
WDH Omega Ratio Rank: 4343
Omega Ratio Rank
WDH Calmar Ratio Rank: 4747
Calmar Ratio Rank
WDH Martin Ratio Rank: 4646
Martin Ratio Rank
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.

AS vs. WDH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amer Sports, Inc (AS) and Waterdrop Inc. (WDH). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ASWDHDifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

1.01

1.06

-0.05

Calmar ratioReturn relative to maximum drawdown

-0.18

0.17

-0.35

Martin ratioReturn relative to average drawdown

-0.36

0.36

-0.72

AS vs. WDH - Sharpe Ratio Comparison

The current AS Sharpe Ratio is -0.13, which is lower than the WDH Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of AS and WDH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

AS vs. WDH - Drawdown Comparison

The maximum AS drawdown since its inception was -40.71%, smaller than the maximum WDH drawdown of -91.12%. Use the drawdown chart below to compare losses from any high point for AS and WDH.


Loading charts...

Drawdown Indicators


ASWDHDifference

Max Drawdown

Largest peak-to-trough decline

-40.71%

-91.12%

+50.41%

Max Drawdown (1Y)

Largest decline over 1 year

-28.78%

-29.00%

+0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-62.60%

Max Drawdown (5Y)

Largest decline over 5 years

-88.67%

Current Drawdown

Current decline from peak

-15.49%

-84.92%

+69.43%

Average Drawdown

Average peak-to-trough decline

-13.29%

-81.15%

+67.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.56%

13.81%

+0.75%

Volatility

AS vs. WDH - Volatility Comparison

The current volatility for Amer Sports, Inc (AS) is 10.17%, while Waterdrop Inc. (WDH) has a volatility of 13.33%. This indicates that AS experiences smaller price fluctuations and is considered to be less risky than WDH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ASWDHDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.17%

13.33%

-3.16%

Volatility (6M)

Calculated over the trailing 6-month period

29.10%

24.40%

+4.70%

Volatility (1Y)

Calculated over the trailing 1-year period

41.31%

44.58%

-3.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.55%

61.87%

-12.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.55%

62.73%

-13.18%

Dividends

AS vs. WDH - Dividend Comparison

AS has not paid dividends to shareholders, while WDH's dividend yield for the trailing twelve months is around 4.29%.


PositionTTM20252024
AS
Amer Sports, Inc
0.00%0.00%0.00%
WDH
Waterdrop Inc.
4.29%2.63%5.08%

Financials

AS vs. WDH - Financials Comparison

This section allows you to compare key financial metrics between Amer Sports, Inc and Waterdrop 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


1.00B1.50B2.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
1.95B
1.39B
(AS) Total Revenue
(WDH) Total Revenue
Please note, different currencies. AS values in USD, WDH values in CNY

AS vs. WDH - Profitability Comparison

The chart below illustrates the profitability comparison between Amer Sports, Inc and Waterdrop Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
59.9%
52.0%
Portfolio components
AS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Amer Sports, Inc reported a gross profit of 1.17B and revenue of 1.95B. Therefore, the gross margin over that period was 59.9%.

WDH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Waterdrop Inc. reported a gross profit of 723.78M and revenue of 1.39B. Therefore, the gross margin over that period was 52.0%.

AS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Amer Sports, Inc reported an operating income of 313.30M and revenue of 1.95B, resulting in an operating margin of 16.1%.

WDH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Waterdrop Inc. reported an operating income of 82.71M and revenue of 1.39B, resulting in an operating margin of 5.9%.

AS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Amer Sports, Inc reported a net income of 164.60M and revenue of 1.95B, resulting in a net margin of 8.5%.

WDH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Waterdrop Inc. reported a net income of 159.88M and revenue of 1.39B, resulting in a net margin of 11.5%.


Frequently Asked Questions


AS and WDH have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WDH has higher volatility (13.33%) compared to AS (10.17%). In terms of maximum drawdown, AS dropped -40.71% vs WDH's -91.12%.

WDH currently has the higher Sharpe Ratio (0.11 vs -0.13), 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.

Portfolio Optimizer

Find the right allocation for AS and WDH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer