ERAS vs. WDC

Last updated Apr 1, 2026

Compare and contrast key facts about Erasca, Inc. (ERAS) and Western Digital Corporation (WDC).

Performance

ERAS vs. WDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Erasca, Inc. (ERAS) and Western Digital Corporation (WDC). The values are adjusted to include any dividend payments, if applicable.

ERAS vs. WDC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
ERAS Erasca, Inc.	334.95%	48.21%	17.84%	-50.58%	-72.34%	-10.61%
WDC Western Digital Corporation	57.09%	283.68%	13.86%	65.99%	-51.62%	1.57%

Fundamentals

Market Cap ERAS : $4.59B WDC : $101.70B
EPS ERAS : -$0.44 WDC : $10.25
PB Ratio ERAS : 14.11 WDC : 14.30
Total Revenue (TTM) ERAS : $0.00 WDC : $10.73B
Gross Profit (TTM) ERAS : $0.00 WDC : $4.59B
EBITDA (TTM) ERAS : -$140.91M WDC : $4.32B

Returns By Period

In the year-to-date period, ERAS achieves a 334.95% return, which is significantly higher than WDC's 57.09% return.

ERAS

• 1D: 8.30%
• 1M: 18.45%
• YTD: 334.95%
• 6M: 642.20%
• 1Y: 1,081.02%
• 3Y*: 75.17%
• 5Y*: —
• 10Y*: —

WDC

• 1D: 7.48%
• 1M: -3.25%
• YTD: 57.09%
• 6M: 125.58%
• 1Y: 571.92%
• 3Y*: 112.09%
• 5Y*: 38.17%
• 10Y*: 24.36%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

ERAS vs. WDC — Risk / Return Rank

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

ERAS

ERAS Risk / Return Rank: 99
ERAS Sharpe Ratio Rank: 100
ERAS Sortino Ratio Rank: 99
ERAS Omega Ratio Rank: 98
ERAS Calmar Ratio Rank: 100
ERAS Martin Ratio Rank: 100

WDC

WDC Risk / Return Rank: 99
WDC Sharpe Ratio Rank: 100
WDC Sortino Ratio Rank: 99
WDC Omega Ratio Rank: 98
WDC Calmar Ratio Rank: 100
WDC Martin Ratio Rank: 100

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.

ERAS vs. WDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Erasca, Inc. (ERAS) 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.

	ERAS	WDC	Difference
Sharpe ratio Return per unit of total volatility	10.99	8.71	+2.28
Sortino ratio Return per unit of downside risk	6.16	5.34	+0.82
Omega ratio Gain probability vs. loss probability	1.75	1.79	-0.04
Calmar ratio Return relative to maximum drawdown	30.48	21.14	+9.34
Martin ratio Return relative to average drawdown	99.78	82.57	+17.21
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ERAS vs. WDC - Sharpe Ratio Comparison

The current ERAS Sharpe Ratio is 10.99, which is comparable to the WDC Sharpe Ratio of 8.71. The chart below compares the historical Sharpe Ratios of ERAS and WDC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ERAS	WDC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	10.99	8.71	+2.28
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.80	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.51	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.02	0.17	-0.19

Correlation

The correlation between ERAS and WDC is 0.16, 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.

Dividends

ERAS vs. WDC - Dividend Comparison

ERAS has not paid dividends to shareholders, while WDC's dividend yield for the trailing twelve months is around 0.17%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ERAS Erasca, Inc.	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	0.17%	0.19%	0.00%	0.00%	0.00%	0.00%	1.81%	2.36%	5.41%	2.51%	2.94%	3.33%

Drawdowns

ERAS vs. WDC - Drawdown Comparison

The maximum ERAS drawdown since its inception was -95.65%, roughly equal to the maximum WDC drawdown of -96.20%. Use the drawdown chart below to compare losses from any high point for ERAS and WDC.

Drawdown Indicators

	ERAS	WDC	Difference
Max Drawdown Largest peak-to-trough decline	-95.65%	-96.20%	+0.55%
Max Drawdown (1Y) Largest decline over 1 year	-31.65%	-26.90%	-4.75%
Max Drawdown (5Y) Largest decline over 5 years	—	-60.85%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-70.49%	—
Current Drawdown Current decline from peak	-33.53%	-14.65%	-18.88%
Average Drawdown Average peak-to-trough decline	-76.13%	-52.32%	-23.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.67%	6.89%	+2.78%

Volatility

ERAS vs. WDC - Volatility Comparison

The current volatility for Erasca, Inc. (ERAS) is 22.92%, while Western Digital Corporation (WDC) has a volatility of 24.59%. This indicates that ERAS 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.

Volatility by Period

	ERAS	WDC	Difference
Volatility (1M) Calculated over the trailing 1-month period	22.92%	24.59%	-1.67%
Volatility (6M) Calculated over the trailing 6-month period	65.08%	54.62%	+10.46%
Volatility (1Y) Calculated over the trailing 1-year period	100.06%	66.28%	+33.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	80.08%	47.80%	+32.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	80.08%	48.19%	+31.89%

Financials