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FWRG vs. FTWG.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FWRG and FTWG.L is 0.30, 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

FWRG vs. FTWG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Watch Restaurant Group, Inc. (FWRG) and Invesco FTSE All-World UCITS ETF USD Dist (FTWG.L). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
17.78%
5.64%
FWRG
FTWG.L

Key characteristics

Sharpe Ratio

FWRG:

-0.36

FTWG.L:

1.55

Sortino Ratio

FWRG:

-0.23

FTWG.L:

2.19

Omega Ratio

FWRG:

0.97

FTWG.L:

1.29

Calmar Ratio

FWRG:

-0.35

FTWG.L:

2.53

Martin Ratio

FWRG:

-0.60

FTWG.L:

10.79

Ulcer Index

FWRG:

28.06%

FTWG.L:

1.46%

Daily Std Dev

FWRG:

46.82%

FTWG.L:

10.25%

Max Drawdown

FWRG:

-47.88%

FTWG.L:

-6.24%

Current Drawdown

FWRG:

-20.57%

FTWG.L:

-1.29%

Returns By Period

In the year-to-date period, FWRG achieves a 8.92% return, which is significantly higher than FTWG.L's 3.40% return.


FWRG

YTD

8.92%

1M

6.97%

6M

17.78%

1Y

-15.47%

5Y*

N/A

10Y*

N/A

FTWG.L

YTD

3.40%

1M

-1.29%

6M

10.52%

1Y

15.95%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

FWRG vs. FTWG.L — Risk-Adjusted Performance Rank

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

FWRG
The Risk-Adjusted Performance Rank of FWRG is 2828
Overall Rank
The Sharpe Ratio Rank of FWRG is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of FWRG is 2727
Sortino Ratio Rank
The Omega Ratio Rank of FWRG is 2727
Omega Ratio Rank
The Calmar Ratio Rank of FWRG is 2525
Calmar Ratio Rank
The Martin Ratio Rank of FWRG is 3434
Martin Ratio Rank

FTWG.L
The Risk-Adjusted Performance Rank of FTWG.L is 7070
Overall Rank
The Sharpe Ratio Rank of FTWG.L is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of FTWG.L is 6565
Sortino Ratio Rank
The Omega Ratio Rank of FTWG.L is 6767
Omega Ratio Rank
The Calmar Ratio Rank of FTWG.L is 7575
Calmar Ratio Rank
The Martin Ratio Rank of FTWG.L is 7979
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FWRG vs. FTWG.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Watch Restaurant Group, Inc. (FWRG) and Invesco FTSE All-World UCITS ETF USD Dist (FTWG.L). 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 FWRG, currently valued at -0.41, compared to the broader market-2.000.002.00-0.411.42
The chart of Sortino ratio for FWRG, currently valued at -0.32, compared to the broader market-4.00-2.000.002.004.006.00-0.322.00
The chart of Omega ratio for FWRG, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.25
The chart of Calmar ratio for FWRG, currently valued at -0.40, compared to the broader market0.002.004.006.00-0.402.07
The chart of Martin ratio for FWRG, currently valued at -0.67, compared to the broader market-10.000.0010.0020.0030.00-0.677.74
FWRG
FTWG.L

The current FWRG Sharpe Ratio is -0.36, which is lower than the FTWG.L Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of FWRG and FTWG.L, 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-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.41
1.42
FWRG
FTWG.L

Dividends

FWRG vs. FTWG.L - Dividend Comparison

FWRG has not paid dividends to shareholders, while FTWG.L's dividend yield for the trailing twelve months is around 1.45%.


TTM20242023
FWRG
First Watch Restaurant Group, Inc.
0.00%0.00%0.00%
FTWG.L
Invesco FTSE All-World UCITS ETF USD Dist
1.45%1.50%0.70%

Drawdowns

FWRG vs. FTWG.L - Drawdown Comparison

The maximum FWRG drawdown since its inception was -47.88%, which is greater than FTWG.L's maximum drawdown of -6.24%. Use the drawdown chart below to compare losses from any high point for FWRG and FTWG.L. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-20.57%
-0.90%
FWRG
FTWG.L

Volatility

FWRG vs. FTWG.L - Volatility Comparison

First Watch Restaurant Group, Inc. (FWRG) has a higher volatility of 14.98% compared to Invesco FTSE All-World UCITS ETF USD Dist (FTWG.L) at 2.99%. This indicates that FWRG's price experiences larger fluctuations and is considered to be riskier than FTWG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
14.98%
2.99%
FWRG
FTWG.L
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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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