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IFF vs. WFC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

IFF vs. WFC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in International Flavors & Fragrances Inc. (IFF) and Wells Fargo & Company (WFC). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
-4.78%
27.85%
IFF
WFC

Returns By Period

In the year-to-date period, IFF achieves a 13.60% return, which is significantly lower than WFC's 58.41% return. Over the past 10 years, IFF has underperformed WFC with an annualized return of 1.49%, while WFC has yielded a comparatively higher 6.53% annualized return.


IFF

YTD

13.60%

1M

-12.64%

6M

-4.78%

1Y

23.88%

5Y (annualized)

-5.72%

10Y (annualized)

1.49%

WFC

YTD

58.41%

1M

18.34%

6M

27.85%

1Y

82.25%

5Y (annualized)

9.85%

10Y (annualized)

6.53%

Fundamentals


IFFWFC
Market Cap$22.71B$244.98B
EPS-$9.08$4.82
PEG Ratio1.923.43
Total Revenue (TTM)$11.42B$85.03B
Gross Profit (TTM)$3.68B$79.11B
EBITDA (TTM)-$910.00M$50.48B

Key characteristics


IFFWFC
Sharpe Ratio0.922.84
Sortino Ratio1.323.84
Omega Ratio1.201.53
Calmar Ratio0.483.48
Martin Ratio5.2214.09
Ulcer Index4.58%5.84%
Daily Std Dev26.07%28.93%
Max Drawdown-69.88%-79.01%
Current Drawdown-36.29%0.00%

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Correlation

-0.50.00.51.00.3

The correlation between IFF and WFC 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.

Risk-Adjusted Performance

IFF vs. WFC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for International Flavors & Fragrances Inc. (IFF) and Wells Fargo & Company (WFC). 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 IFF, currently valued at 0.92, compared to the broader market-4.00-2.000.002.004.000.922.84
The chart of Sortino ratio for IFF, currently valued at 1.32, compared to the broader market-4.00-2.000.002.004.006.001.323.84
The chart of Omega ratio for IFF, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.53
The chart of Calmar ratio for IFF, currently valued at 0.48, compared to the broader market0.002.004.006.000.483.48
The chart of Martin ratio for IFF, currently valued at 5.22, compared to the broader market0.0010.0020.0030.005.2214.09
IFF
WFC

The current IFF Sharpe Ratio is 0.92, which is lower than the WFC Sharpe Ratio of 2.84. The chart below compares the historical Sharpe Ratios of IFF and WFC, 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
0.92
2.84
IFF
WFC

Dividends

IFF vs. WFC - Dividend Comparison

IFF's dividend yield for the trailing twelve months is around 2.21%, more than WFC's 1.97% yield.


TTM20232022202120202019201820172016201520142013
IFF
International Flavors & Fragrances Inc.
2.21%4.00%3.05%2.07%2.79%2.29%2.12%1.74%2.04%1.72%1.70%1.70%
WFC
Wells Fargo & Company
1.97%2.64%2.66%1.25%4.04%3.57%3.56%2.54%2.75%2.71%2.46%2.53%

Drawdowns

IFF vs. WFC - Drawdown Comparison

The maximum IFF drawdown since its inception was -69.88%, smaller than the maximum WFC drawdown of -79.01%. Use the drawdown chart below to compare losses from any high point for IFF and WFC. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-36.29%
0
IFF
WFC

Volatility

IFF vs. WFC - Volatility Comparison

International Flavors & Fragrances Inc. (IFF) and Wells Fargo & Company (WFC) have volatilities of 14.38% and 13.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
14.38%
13.99%
IFF
WFC

Financials

IFF vs. WFC - Financials Comparison

This section allows you to compare key financial metrics between International Flavors & Fragrances Inc. and Wells Fargo & Company. 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