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DOOO vs. WGO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DOOO and WGO is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

DOOO vs. WGO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BRP Inc. (DOOO) and Winnebago Industries, Inc. (WGO). The values are adjusted to include any dividend payments, if applicable.

100.00%120.00%140.00%160.00%180.00%200.00%220.00%JulyAugustSeptemberOctoberNovemberDecember
104.97%
148.38%
DOOO
WGO

Key characteristics

Sharpe Ratio

DOOO:

-0.63

WGO:

-0.78

Sortino Ratio

DOOO:

-0.74

WGO:

-0.99

Omega Ratio

DOOO:

0.91

WGO:

0.88

Calmar Ratio

DOOO:

-0.44

WGO:

-0.69

Martin Ratio

DOOO:

-1.32

WGO:

-1.50

Ulcer Index

DOOO:

17.06%

WGO:

18.53%

Daily Std Dev

DOOO:

35.79%

WGO:

35.66%

Max Drawdown

DOOO:

-75.49%

WGO:

-91.48%

Current Drawdown

DOOO:

-48.84%

WGO:

-37.38%

Fundamentals

Market Cap

DOOO:

$3.79B

WGO:

$1.58B

EPS

DOOO:

$2.09

WGO:

$0.44

PE Ratio

DOOO:

24.78

WGO:

124.41

PEG Ratio

DOOO:

2.04

WGO:

0.65

Total Revenue (TTM)

DOOO:

$8.52B

WGO:

$2.21B

Gross Profit (TTM)

DOOO:

$1.94B

WGO:

$306.40M

EBITDA (TTM)

DOOO:

$1.01B

WGO:

$65.90M

Returns By Period

In the year-to-date period, DOOO achieves a -29.71% return, which is significantly lower than WGO's -27.59% return. Over the past 10 years, DOOO has outperformed WGO with an annualized return of 14.52%, while WGO has yielded a comparatively lower 10.88% annualized return.


DOOO

YTD

-29.71%

1M

3.82%

6M

-19.56%

1Y

-22.90%

5Y*

2.31%

10Y*

14.52%

WGO

YTD

-27.59%

1M

-11.90%

6M

-8.25%

1Y

-29.77%

5Y*

1.33%

10Y*

10.88%

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Risk-Adjusted Performance

DOOO vs. WGO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BRP Inc. (DOOO) and Winnebago Industries, Inc. (WGO). 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 DOOO, currently valued at -0.63, compared to the broader market-4.00-2.000.002.00-0.63-0.78
The chart of Sortino ratio for DOOO, currently valued at -0.74, compared to the broader market-4.00-2.000.002.004.00-0.74-0.99
The chart of Omega ratio for DOOO, currently valued at 0.91, compared to the broader market0.501.001.502.000.910.88
The chart of Calmar ratio for DOOO, currently valued at -0.44, compared to the broader market0.002.004.006.00-0.44-0.69
The chart of Martin ratio for DOOO, currently valued at -1.32, compared to the broader market0.0010.0020.00-1.32-1.50
DOOO
WGO

The current DOOO Sharpe Ratio is -0.63, which is comparable to the WGO Sharpe Ratio of -0.78. The chart below compares the historical Sharpe Ratios of DOOO and WGO, 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-1.00-0.80-0.60-0.40-0.200.000.200.40JulyAugustSeptemberOctoberNovemberDecember
-0.63
-0.78
DOOO
WGO

Dividends

DOOO vs. WGO - Dividend Comparison

DOOO's dividend yield for the trailing twelve months is around 1.20%, less than WGO's 2.46% yield.


TTM2023202220212020201920182017201620152014
DOOO
BRP Inc.
1.20%0.75%0.78%0.56%0.13%0.88%1.05%0.51%0.00%0.00%0.00%
WGO
Winnebago Industries, Inc.
2.46%1.54%1.54%0.72%0.75%0.83%1.65%0.72%1.26%1.86%0.41%

Drawdowns

DOOO vs. WGO - Drawdown Comparison

The maximum DOOO drawdown since its inception was -75.49%, smaller than the maximum WGO drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for DOOO and WGO. For additional features, visit the drawdowns tool.


-55.00%-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-48.84%
-37.38%
DOOO
WGO

Volatility

DOOO vs. WGO - Volatility Comparison

BRP Inc. (DOOO) has a higher volatility of 12.92% compared to Winnebago Industries, Inc. (WGO) at 8.95%. This indicates that DOOO's price experiences larger fluctuations and is considered to be riskier than WGO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
12.92%
8.95%
DOOO
WGO

Financials

DOOO vs. WGO - Financials Comparison

This section allows you to compare key financial metrics between BRP Inc. and Winnebago Industries, 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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