DDS vs. WDH
DDS (Dillard's, Inc.) and WDH (Waterdrop Inc.) are both stocks. DDS operates in Department Stores (Consumer Cyclical), while WDH operates in Insurance - Diversified (Financial Services). Over the past 5 years, DDS returned 35.97%/yr vs -27.99%/yr for WDH. At a 0.14 correlation, their price movements are largely independent.
Performance
DDS vs. WDH - Performance Comparison
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Returns By Period
In the year-to-date period, DDS achieves a 0.66% return, which is significantly higher than WDH's -24.98% return.
DDS
- 1D
- -0.70%
- 1M
- 14.47%
- YTD
- 0.66%
- 6M
- -10.45%
- 1Y
- 58.44%
- 3Y*
- 27.17%
- 5Y*
- 35.97%
- 10Y*
- 30.59%
WDH
- 1D
- -0.71%
- 1M
- -11.39%
- YTD
- -24.98%
- 6M
- -20.37%
- 1Y
- 4.96%
- 3Y*
- -14.35%
- 5Y*
- -27.99%
- 10Y*
- —
DDS vs. WDH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DDS Dillard's, Inc. | 0.66% | 46.81% | 13.47% | 32.05% | 38.66% | 142.50% |
WDH Waterdrop Inc. | -24.98% | 66.25% | 19.17% | -68.77% | 141.30% | -86.54% |
Correlation
The correlation between DDS and WDH is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since May 7, 2021 | 0.14 |
Fundamentals
DDS:
$9.52B
WDH:
$51.89M
DDS:
$42.07
WDH:
CN¥2.18
DDS:
14.50
WDH:
4.35
DDS:
1.45
WDH:
0.62
DDS:
3.66
WDH:
0.07
DDS:
$6.58B
WDH:
CN¥3.96B
DDS:
$1.82B
WDH:
CN¥2.02B
DDS:
$985.80M
WDH:
CN¥369.70M
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Return for Risk
DDS vs. WDH — Risk / Return Rank
DDS
WDH
DDS vs. WDH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dillard's, Inc. (DDS) 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.
| DDS | WDH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.37 | ||
| Sortino ratioReturn per unit of downside risk | +1.54 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.06 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 0.17 | +2.25 |
| Martin ratioReturn relative to average drawdown | 5.60 | 0.36 | +5.24 |
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Drawdowns
DDS vs. WDH - Drawdown Comparison
The maximum DDS drawdown since its inception was -93.62%, roughly equal to the maximum WDH drawdown of -91.12%. Use the drawdown chart below to compare losses from any high point for DDS and WDH.
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Drawdown Indicators
| DDS | WDH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.62% | -91.12% | -2.50% |
Max Drawdown (1Y)Largest decline over 1 year | -24.27% | -29.00% | +4.73% |
Max Drawdown (3Y)Largest decline over 3 years | -42.02% | -62.60% | +20.58% |
Max Drawdown (5Y)Largest decline over 5 years | -49.71% | -88.67% | +38.96% |
Max Drawdown (10Y)Largest decline over 10 years | -76.57% | — | — |
Current DrawdownCurrent decline from peak | -12.84% | -84.92% | +72.08% |
Average DrawdownAverage peak-to-trough decline | -35.61% | -81.15% | +45.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.47% | 13.81% | -3.34% |
Volatility
DDS vs. WDH - Volatility Comparison
The current volatility for Dillard's, Inc. (DDS) is 10.15%, while Waterdrop Inc. (WDH) has a volatility of 13.33%. This indicates that DDS 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.
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Volatility by Period
| DDS | WDH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.15% | 13.33% | -3.18% |
Volatility (6M)Calculated over the trailing 6-month period | 27.84% | 24.40% | +3.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.57% | 44.58% | -5.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.28% | 61.87% | -11.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.53% | 62.73% | -3.20% |
Dividends
DDS vs. WDH - Dividend Comparison
DDS's dividend yield for the trailing twelve months is around 5.11%, more than WDH's 4.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DDS Dillard's, Inc. | 5.11% | 5.13% | 6.02% | 5.18% | 4.89% | 6.41% | 0.95% | 0.68% | 0.66% | 0.57% | 0.45% | 0.40% |
WDH Waterdrop Inc. | 4.29% | 2.63% | 5.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
DDS vs. WDH - Financials Comparison
This section allows you to compare key financial metrics between Dillard's, 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.
Total Revenue: Total amount of money received from sales and other business activities
DDS vs. WDH - Profitability Comparison
DDS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Dillard's, Inc. reported a gross profit of 0.00 and revenue of 1.57B. Therefore, the gross margin over that period was 0.0%.
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%.
DDS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Dillard's, Inc. reported an operating income of 0.00 and revenue of 1.57B, resulting in an operating margin of 0.0%.
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%.
DDS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Dillard's, Inc. reported a net income of 250.60M and revenue of 1.57B, resulting in a net margin of 16.0%.
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
DDS and WDH have a correlation of 0.16, 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 DDS (10.15%). In terms of maximum drawdown, DDS dropped -93.62% vs WDH's -91.12%.
DDS currently has the higher Sharpe Ratio (1.48 vs 0.11), 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.
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