CWK vs. NMRK

In the year-to-date period, CWK achieves a 0.76% return, which is significantly lower than NMRK's 13.66% return.

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This table presents a comparison of risk-adjusted performance metrics for Cushman & Wakefield plc (CWK) and Newmark Group, Inc. (NMRK). 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.

The current CWK Sharpe Ratio is 0.56, which is lower than the NMRK Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of CWK and NMRK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CWK has not paid dividends to shareholders, while NMRK's dividend yield for the trailing twelve months is around 0.82%.

The maximum CWK drawdown since its inception was -71.84%, smaller than the maximum NMRK drawdown of -83.84%. Use the drawdown chart below to compare losses from any high point for CWK and NMRK. For additional features, visit the drawdowns tool.

Cushman & Wakefield plc (CWK) and Newmark Group, Inc. (NMRK) have volatilities of 9.13% and 8.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Cushman & Wakefield plc and Newmark Group, 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.