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ASND vs. WDC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ASND vs. WDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ascendis Pharma A/S (ASND) and Western Digital Corporation (WDC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ASND achieves a 2.26% return, which is significantly lower than WDC's 227.01% return. Both investments have delivered pretty close results over the past 10 years, with ASND having a 33.14% annualized return and WDC not far ahead at 33.87%.


ASND

1D
1.14%
1M
-10.48%
YTD
2.26%
6M
-1.07%
1Y
27.58%
3Y*
32.88%
5Y*
10.86%
10Y*
33.14%

WDC

1D
6.35%
1M
13.96%
YTD
227.01%
6M
219.46%
1Y
911.92%
3Y*
164.18%
5Y*
58.50%
10Y*
33.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASND vs. WDC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ASND
Ascendis Pharma A/S
2.26%54.89%9.31%3.13%-9.22%-19.34%19.88%122.06%56.39%97.92%
WDC
Western Digital Corporation
227.01%283.68%13.86%65.99%-51.62%17.73%-10.89%77.14%-51.90%19.83%

Correlation

The correlation between ASND and WDC is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.00

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.18

Correlation (10Y)
Calculated over the trailing 10-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2015

0.17

The correlation between ASND and WDC shifts across timeframes, from -0.00 (1 year) to 0.18 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

ASND:

€8.08

WDC:

$23.29

PE Ratio

ASND:

23.32

WDC:

24.17

PEG Ratio

ASND:

0.11

WDC:

0.56

PS Ratio

ASND:

13.62

WDC:

13.31

Total Revenue (TTM)

ASND:

€867.51M

WDC:

$11.78B

Gross Profit (TTM)

ASND:

€764.89M

WDC:

$5.35B

EBITDA (TTM)

ASND:

-€6.94M

WDC:

$10.88B

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Return for Risk

ASND vs. WDC — Risk / Return Rank

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

ASND
ASND Risk / Return Rank: 6868
Overall Rank
ASND Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
ASND Sortino Ratio Rank: 6363
Sortino Ratio Rank
ASND Omega Ratio Rank: 6060
Omega Ratio Rank
ASND Calmar Ratio Rank: 7272
Calmar Ratio Rank
ASND Martin Ratio Rank: 7676
Martin Ratio Rank

WDC
WDC Risk / Return Rank: 100100
Overall Rank
WDC Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
WDC Sortino Ratio Rank: 9999
Sortino Ratio Rank
WDC Omega Ratio Rank: 9999
Omega Ratio Rank
WDC Calmar Ratio Rank: 100100
Calmar Ratio Rank
WDC Martin Ratio Rank: 100100
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.

ASND vs. WDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ascendis Pharma A/S (ASND) and Western Digital Corporation (WDC). 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.


ASNDWDCDifference
Sharpe ratioReturn per unit of total volatility

-13.32

Sortino ratioReturn per unit of downside risk

-5.61

Omega ratioGain probability vs. loss probability

1.15

1.95

-0.79

Calmar ratioReturn relative to maximum drawdown

1.59

44.74

-43.15

Martin ratioReturn relative to average drawdown

4.87

151.81

-146.94

ASND vs. WDC - Sharpe Ratio Comparison

The current ASND Sharpe Ratio is 0.75, which is lower than the WDC Sharpe Ratio of 14.07. The chart below compares the historical Sharpe Ratios of ASND and WDC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ASND vs. WDC - Drawdown Comparison

The maximum ASND drawdown since its inception was -61.72%, smaller than the maximum WDC drawdown of -96.20%. Use the drawdown chart below to compare losses from any high point for ASND and WDC.


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Drawdown Indicators


ASNDWDCDifference

Max Drawdown

Largest peak-to-trough decline

-61.72%

-96.20%

+34.48%

Max Drawdown (1Y)

Largest decline over 1 year

-17.62%

-20.59%

+2.97%

Max Drawdown (3Y)

Largest decline over 3 years

-29.15%

-49.65%

+20.50%

Max Drawdown (5Y)

Largest decline over 5 years

-60.46%

-59.68%

-0.78%

Max Drawdown (10Y)

Largest decline over 10 years

-61.72%

-70.49%

+8.77%

Current Drawdown

Current decline from peak

-12.72%

-5.22%

-7.50%

Average Drawdown

Average peak-to-trough decline

-18.90%

-52.07%

+33.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.72%

6.06%

-0.34%

Volatility

ASND vs. WDC - Volatility Comparison

The current volatility for Ascendis Pharma A/S (ASND) is 13.12%, while Western Digital Corporation (WDC) has a volatility of 21.76%. This indicates that ASND experiences smaller price fluctuations and is considered to be less risky than WDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASNDWDCDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.12%

21.76%

-8.64%

Volatility (6M)

Calculated over the trailing 6-month period

29.45%

53.55%

-24.10%

Volatility (1Y)

Calculated over the trailing 1-year period

37.26%

65.47%

-28.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.65%

48.86%

-0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.09%

48.62%

+2.47%

Dividends

ASND vs. WDC - Dividend Comparison

ASND has not paid dividends to shareholders, while WDC's dividend yield for the trailing twelve months is around 0.09%.


PositionTTM20252024202320222021202020192018201720162015
ASND
Ascendis Pharma A/S
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WDC
Western Digital Corporation
0.09%0.19%0.00%0.00%0.00%0.00%1.81%2.36%5.41%2.51%2.94%3.33%

Financials

ASND vs. WDC - Financials Comparison

This section allows you to compare key financial metrics between Ascendis Pharma A/S and Western Digital Corporation. 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


0.001.00B2.00B3.00B4.00B5.00B20222023202420252026
250.66M
3.34B
(ASND) Total Revenue
(WDC) Total Revenue
Please note, different currencies. ASND values in EUR, WDC values in USD

Frequently Asked Questions


ASND and WDC have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WDC has higher volatility (21.76%) compared to ASND (13.12%). In terms of maximum drawdown, ASND dropped -61.72% vs WDC's -96.20%.

WDC currently has the higher Sharpe Ratio (14.07 vs 0.75), 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 ASND and WDC

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

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