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CHWY vs. TTD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CHWY and TTD is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

CHWY vs. TTD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chewy, Inc. (CHWY) and The Trade Desk, Inc. (TTD). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
24.93%
31.51%
CHWY
TTD

Key characteristics

Sharpe Ratio

CHWY:

0.77

TTD:

1.63

Sortino Ratio

CHWY:

1.62

TTD:

2.32

Omega Ratio

CHWY:

1.18

TTD:

1.31

Calmar Ratio

CHWY:

0.54

TTD:

1.61

Martin Ratio

CHWY:

2.12

TTD:

10.69

Ulcer Index

CHWY:

22.14%

TTD:

6.47%

Daily Std Dev

CHWY:

60.68%

TTD:

42.32%

Max Drawdown

CHWY:

-87.37%

TTD:

-64.27%

Current Drawdown

CHWY:

-73.16%

TTD:

-8.30%

Fundamentals

Market Cap

CHWY:

$13.69B

TTD:

$66.64B

EPS

CHWY:

$0.92

TTD:

$0.62

PE Ratio

CHWY:

36.53

TTD:

217.77

PEG Ratio

CHWY:

0.71

TTD:

2.66

Total Revenue (TTM)

CHWY:

$11.46B

TTD:

$2.31B

Gross Profit (TTM)

CHWY:

$3.29B

TTD:

$1.87B

EBITDA (TTM)

CHWY:

$270.92M

TTD:

$439.45M

Returns By Period

In the year-to-date period, CHWY achieves a 34.83% return, which is significantly lower than TTD's 77.78% return.


CHWY

YTD

34.83%

1M

0.03%

6M

22.68%

1Y

34.54%

5Y*

1.85%

10Y*

N/A

TTD

YTD

77.78%

1M

9.10%

6M

28.90%

1Y

64.75%

5Y*

37.28%

10Y*

N/A

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Risk-Adjusted Performance

CHWY vs. TTD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Chewy, Inc. (CHWY) and The Trade Desk, Inc. (TTD). 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 CHWY, currently valued at 0.77, compared to the broader market-4.00-2.000.002.000.771.63
The chart of Sortino ratio for CHWY, currently valued at 1.62, compared to the broader market-4.00-2.000.002.004.001.622.32
The chart of Omega ratio for CHWY, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.31
The chart of Calmar ratio for CHWY, currently valued at 0.54, compared to the broader market0.002.004.006.000.541.61
The chart of Martin ratio for CHWY, currently valued at 2.12, compared to the broader market0.0010.0020.002.1210.69
CHWY
TTD

The current CHWY Sharpe Ratio is 0.77, which is lower than the TTD Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of CHWY and TTD, 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.77
1.63
CHWY
TTD

Dividends

CHWY vs. TTD - Dividend Comparison

Neither CHWY nor TTD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CHWY vs. TTD - Drawdown Comparison

The maximum CHWY drawdown since its inception was -87.37%, which is greater than TTD's maximum drawdown of -64.27%. Use the drawdown chart below to compare losses from any high point for CHWY and TTD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-73.16%
-8.30%
CHWY
TTD

Volatility

CHWY vs. TTD - Volatility Comparison

Chewy, Inc. (CHWY) has a higher volatility of 14.25% compared to The Trade Desk, Inc. (TTD) at 10.97%. This indicates that CHWY's price experiences larger fluctuations and is considered to be riskier than TTD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
14.25%
10.97%
CHWY
TTD

Financials

CHWY vs. TTD - Financials Comparison

This section allows you to compare key financial metrics between Chewy, Inc. and The Trade Desk, 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


Values in USD 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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