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IP vs. WY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between IP and WY is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

IP vs. WY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in International Paper Company (IP) and Weyerhaeuser Company (WY). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%JulyAugustSeptemberOctoberNovemberDecember
540.03%
5,414.34%
IP
WY

Key characteristics

Sharpe Ratio

IP:

1.77

WY:

-0.77

Sortino Ratio

IP:

2.69

WY:

-1.02

Omega Ratio

IP:

1.34

WY:

0.89

Calmar Ratio

IP:

1.61

WY:

-0.56

Martin Ratio

IP:

9.79

WY:

-1.42

Ulcer Index

IP:

5.64%

WY:

11.94%

Daily Std Dev

IP:

31.19%

WY:

22.00%

Max Drawdown

IP:

-93.18%

WY:

-72.53%

Current Drawdown

IP:

-8.59%

WY:

-28.29%

Fundamentals

Market Cap

IP:

$19.19B

WY:

$21.35B

EPS

IP:

$1.17

WY:

$0.73

PE Ratio

IP:

47.21

WY:

40.25

PEG Ratio

IP:

0.49

WY:

10.55

Total Revenue (TTM)

IP:

$18.64B

WY:

$7.19B

Gross Profit (TTM)

IP:

$4.02B

WY:

$1.73B

EBITDA (TTM)

IP:

$1.99B

WY:

$1.65B

Returns By Period

In the year-to-date period, IP achieves a 57.10% return, which is significantly higher than WY's -18.53% return. Over the past 10 years, IP has outperformed WY with an annualized return of 3.96%, while WY has yielded a comparatively lower 1.11% annualized return.


IP

YTD

57.10%

1M

-7.46%

6M

20.33%

1Y

55.25%

5Y*

11.76%

10Y*

3.96%

WY

YTD

-18.53%

1M

-9.57%

6M

-4.02%

1Y

-17.56%

5Y*

1.93%

10Y*

1.11%

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Risk-Adjusted Performance

IP vs. WY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for International Paper Company (IP) and Weyerhaeuser Company (WY). 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 IP, currently valued at 1.77, compared to the broader market-4.00-2.000.002.001.77-0.77
The chart of Sortino ratio for IP, currently valued at 2.69, compared to the broader market-4.00-2.000.002.004.002.69-1.02
The chart of Omega ratio for IP, currently valued at 1.34, compared to the broader market0.501.001.502.001.340.89
The chart of Calmar ratio for IP, currently valued at 1.61, compared to the broader market0.002.004.006.001.61-0.56
The chart of Martin ratio for IP, currently valued at 9.79, compared to the broader market-5.000.005.0010.0015.0020.0025.009.79-1.42
IP
WY

The current IP Sharpe Ratio is 1.77, which is higher than the WY Sharpe Ratio of -0.77. The chart below compares the historical Sharpe Ratios of IP and WY, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.77
-0.77
IP
WY

Dividends

IP vs. WY - Dividend Comparison

IP's dividend yield for the trailing twelve months is around 3.38%, less than WY's 3.42% yield.


TTM20232022202120202019201820172016201520142013
IP
International Paper Company
3.38%5.09%5.31%10.22%3.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WY
Weyerhaeuser Company
3.42%4.77%7.00%2.87%1.52%4.50%6.04%3.55%4.12%4.00%2.84%2.57%

Drawdowns

IP vs. WY - Drawdown Comparison

The maximum IP drawdown since its inception was -93.18%, which is greater than WY's maximum drawdown of -72.53%. Use the drawdown chart below to compare losses from any high point for IP and WY. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.59%
-28.29%
IP
WY

Volatility

IP vs. WY - Volatility Comparison

The current volatility for International Paper Company (IP) is 5.32%, while Weyerhaeuser Company (WY) has a volatility of 8.34%. This indicates that IP experiences smaller price fluctuations and is considered to be less risky than WY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
5.32%
8.34%
IP
WY

Financials

IP vs. WY - Financials Comparison

This section allows you to compare key financial metrics between International Paper Company and Weyerhaeuser 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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