FRPT vs. CHWY

Last updated Jun 4, 2026

FRPT (Freshpet, Inc.) and CHWY (Chewy, Inc.) are both stocks. FRPT operates in Packaged Foods (Consumer Defensive), while CHWY operates in Internet Retail (Consumer Cyclical). Over the past 5 years, FRPT returned -21.85%/yr vs -22.49%/yr for CHWY. At a 0.31 correlation, their price movements are largely independent.

Performance

FRPT vs. CHWY - Performance Comparison

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

Returns By Period

In the year-to-date period, FRPT achieves a -17.94% return, which is significantly higher than CHWY's -36.34% return.

FRPT

• 1D: 0.28%
• 1M: -21.33%
• YTD: -17.94%
• 6M: -19.59%
• 1Y: -38.51%
• 3Y*: -6.75%
• 5Y*: -21.85%
• 10Y*: 18.10%

CHWY

• 1D: -2.00%
• 1M: -14.33%
• YTD: -36.34%
• 6M: -38.03%
• 1Y: -55.82%
• 3Y*: -16.01%
• 5Y*: -22.49%
• 10Y*: —

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

FRPT vs. CHWY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
FRPT Freshpet, Inc.	-17.94%	-58.86%	70.71%	64.41%	-44.61%	-32.90%	140.29%	24.09%
CHWY Chewy, Inc.	-36.34%	-1.31%	41.73%	-36.27%	-37.12%	-34.40%	209.97%	-17.12%

Correlation

The correlation between FRPT and CHWY is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.12
Correlation (3Y) Calculated over the trailing 3-year period	0.21
Correlation (5Y) Calculated over the trailing 5-year period	0.31
Correlation (All Time) Calculated using the full available price history since Jun 17, 2019	0.31

The correlation between FRPT and CHWY shifts across timeframes, from 0.12 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap FRPT : $2.80B CHWY : $8.92B
EPS FRPT : $3.67 CHWY : $0.00
PE Ratio FRPT : 13.61 CHWY : 40.23K
PEG Ratio FRPT : 0.07 CHWY : 143.25
PS Ratio FRPT : 2.40 CHWY : 0.96
PB Ratio FRPT : 2.22 CHWY : 17.92K
Total Revenue (TTM) FRPT : $1.14B CHWY : $9.34B
Gross Profit (TTM) FRPT : $442.09M CHWY : $2.80B
EBITDA (TTM) FRPT : $163.37M CHWY : $189.94M

Return for Risk

FRPT vs. CHWY — Risk / Return Rank

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

FRPT

FRPT Risk / Return Rank: 9
FRPT Sharpe Ratio Rank: 9
FRPT Sortino Ratio Rank: 11
FRPT Omega Ratio Rank: 12
FRPT Calmar Ratio Rank: 7
FRPT Martin Ratio Rank: 6

CHWY

CHWY Risk / Return Rank: 3
CHWY Sharpe Ratio Rank: 2
CHWY Sortino Ratio Rank: 2
CHWY Omega Ratio Rank: 3
CHWY Calmar Ratio Rank: 4
CHWY Martin Ratio Rank: 3

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.

FRPT vs. CHWY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Freshpet, Inc. (FRPT) and Chewy, Inc. (CHWY). 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.

	FRPT	CHWY	Difference
Sharpe ratio: Return per unit of total volatility	-0.78	-1.21	+0.43
Sortino ratio: Return per unit of downside risk	-1.01	-1.99	+0.98
Omega ratio: Gain probability vs. loss probability	0.88	0.76	+0.12
Calmar ratio: Return relative to maximum drawdown	-0.87	-0.95	+0.08
Martin ratio: Return relative to average drawdown	-1.47	-1.61	+0.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FRPT vs. CHWY - Sharpe Ratio Comparison

The current FRPT Sharpe Ratio is -0.78, which is higher than the CHWY Sharpe Ratio of -1.21. The chart below compares the historical Sharpe Ratios of FRPT and CHWY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FRPT	CHWY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.78	-1.21	+0.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.44	-0.37	-0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.37	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.17	-0.12	+0.29

Drawdowns

FRPT vs. CHWY - Drawdown Comparison

The maximum FRPT drawdown since its inception was -79.01%, smaller than the maximum CHWY drawdown of -87.37%. Use the drawdown chart below to compare losses from any high point for FRPT and CHWY.

Drawdown Indicators

	FRPT	CHWY	Difference
Max Drawdown Largest peak-to-trough decline	-79.01%	-87.37%	+8.36%
Max Drawdown (1Y) Largest decline over 1 year	-44.57%	-59.22%	+14.65%
Max Drawdown (3Y) Largest decline over 3 years	-70.85%	-63.01%	-7.84%
Max Drawdown (5Y) Largest decline over 5 years	-77.90%	-84.34%	+6.44%
Max Drawdown (10Y) Largest decline over 10 years	-79.01%	—	—
Current Drawdown Current decline from peak	-72.95%	-82.27%	+9.32%
Average Drawdown Average peak-to-trough decline	-37.24%	-54.09%	+16.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	26.31%	34.63%	-8.32%

Volatility

FRPT vs. CHWY - Volatility Comparison

Freshpet, Inc. (FRPT) has a higher volatility of 17.32% compared to Chewy, Inc. (CHWY) at 15.35%. This indicates that FRPT's price experiences larger fluctuations and is considered to be riskier than CHWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FRPT	CHWY	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.32%	15.35%	+1.97%
Volatility (6M) Calculated over the trailing 6-month period	33.80%	34.31%	-0.51%
Volatility (1Y) Calculated over the trailing 1-year period	49.73%	46.27%	+3.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	49.98%	60.58%	-10.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	48.84%	61.21%	-12.37%

Dividends

FRPT vs. CHWY - Dividend Comparison

Neither FRPT nor CHWY has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both FRPT and CHWY in my portfolio?

FRPT and CHWY have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FRPT or CHWY?

FRPT has higher volatility (17.32%) compared to CHWY (15.35%). In terms of maximum drawdown, FRPT dropped -79.01% vs CHWY's -87.37%.

Which has better risk-adjusted returns?

FRPT currently has the higher Sharpe Ratio (-0.78 vs -1.21), 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.