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

Correlation

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.


-0.50.00.51.00.3

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%40.00%JulyAugustSeptemberOctoberNovemberDecember
-10.49%
24.98%
IFF
WFC

Key characteristics

Sharpe Ratio

IFF:

0.33

WFC:

1.62

Sortino Ratio

IFF:

0.60

WFC:

2.44

Omega Ratio

IFF:

1.09

WFC:

1.32

Calmar Ratio

IFF:

0.17

WFC:

2.67

Martin Ratio

IFF:

1.26

WFC:

7.63

Ulcer Index

IFF:

6.67%

WFC:

6.08%

Daily Std Dev

IFF:

25.78%

WFC:

28.76%

Max Drawdown

IFF:

-67.63%

WFC:

-79.01%

Current Drawdown

IFF:

-40.01%

WFC:

-8.80%

Fundamentals

Market Cap

IFF:

$22.19B

WFC:

$235.76B

EPS

IFF:

-$9.08

WFC:

$4.81

PEG Ratio

IFF:

1.89

WFC:

3.30

Total Revenue (TTM)

IFF:

$11.42B

WFC:

$81.33B

Gross Profit (TTM)

IFF:

$3.68B

WFC:

$82.81B

EBITDA (TTM)

IFF:

-$910.00M

WFC:

$50.48B

Returns By Period

In the year-to-date period, IFF achieves a 6.97% return, which is significantly lower than WFC's 47.10% return. Over the past 10 years, IFF has underperformed WFC with an annualized return of 0.43%, while WFC has yielded a comparatively higher 5.47% annualized return.


IFF

YTD

6.97%

1M

-5.84%

6M

-10.49%

1Y

8.40%

5Y*

-5.02%

10Y*

0.43%

WFC

YTD

47.10%

1M

-7.14%

6M

21.15%

1Y

47.22%

5Y*

8.43%

10Y*

5.47%

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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 0.33, compared to the broader market-4.00-2.000.002.000.331.65
The chart of Sortino ratio for IFF, currently valued at 0.60, compared to the broader market-4.00-2.000.002.004.000.602.47
The chart of Omega ratio for IFF, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.32
The chart of Calmar ratio for IFF, currently valued at 0.17, compared to the broader market0.002.004.006.000.172.72
The chart of Martin ratio for IFF, currently valued at 1.26, compared to the broader market0.0010.0020.001.267.73
IFF
WFC

The current IFF Sharpe Ratio is 0.33, which is lower than the WFC Sharpe Ratio of 1.62. 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.33
1.65
IFF
WFC

Dividends

IFF vs. WFC - Dividend Comparison

IFF's dividend yield for the trailing twelve months is around 2.83%, more than WFC's 2.13% yield.


TTM20232022202120202019201820172016201520142013
IFF
International Flavors & Fragrances Inc.
2.83%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
2.13%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 -67.63%, 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%JulyAugustSeptemberOctoberNovemberDecember
-40.01%
-8.80%
IFF
WFC

Volatility

IFF vs. WFC - Volatility Comparison

The current volatility for International Flavors & Fragrances Inc. (IFF) is 2.88%, while Wells Fargo & Company (WFC) has a volatility of 6.24%. This indicates that IFF experiences smaller price fluctuations and is considered to be less risky than WFC based on this measure. 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%JulyAugustSeptemberOctoberNovemberDecember
2.88%
6.24%
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
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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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