PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
OGN vs. WHR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

OGN vs. WHR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Organon & Co. (OGN) and Whirlpool Corporation (WHR). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
-28.42%
26.91%
OGN
WHR

Returns By Period

In the year-to-date period, OGN achieves a 11.25% return, which is significantly higher than WHR's -2.18% return.


OGN

YTD

11.25%

1M

-12.73%

6M

-28.41%

1Y

41.84%

5Y (annualized)

N/A

10Y (annualized)

N/A

WHR

YTD

-2.18%

1M

5.49%

6M

26.92%

1Y

5.89%

5Y (annualized)

-0.52%

10Y (annualized)

-1.43%

Fundamentals


OGNWHR
Market Cap$4.01B$6.09B
EPS$5.05$10.16
PE Ratio3.0910.88
Total Revenue (TTM)$6.41B$17.56B
Gross Profit (TTM)$3.73B$2.70B
EBITDA (TTM)$1.69B$1.25B

Key characteristics


OGNWHR
Sharpe Ratio1.160.15
Sortino Ratio1.880.54
Omega Ratio1.231.07
Calmar Ratio0.670.10
Martin Ratio4.240.43
Ulcer Index10.96%14.07%
Daily Std Dev39.92%39.94%
Max Drawdown-69.56%-82.49%
Current Drawdown-55.41%-47.20%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.4

The correlation between OGN and WHR is 0.37, 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

OGN vs. WHR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Organon & Co. (OGN) and Whirlpool Corporation (WHR). 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 OGN, currently valued at 1.16, compared to the broader market-4.00-2.000.002.004.001.160.15
The chart of Sortino ratio for OGN, currently valued at 1.88, compared to the broader market-4.00-2.000.002.004.001.880.54
The chart of Omega ratio for OGN, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.07
The chart of Calmar ratio for OGN, currently valued at 0.67, compared to the broader market0.002.004.006.000.670.10
The chart of Martin ratio for OGN, currently valued at 4.24, compared to the broader market-10.000.0010.0020.0030.004.240.43
OGN
WHR

The current OGN Sharpe Ratio is 1.16, which is higher than the WHR Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of OGN and WHR, 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-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
1.16
0.15
OGN
WHR

Dividends

OGN vs. WHR - Dividend Comparison

OGN's dividend yield for the trailing twelve months is around 7.42%, more than WHR's 6.29% yield.


TTM20232022202120202019201820172016201520142013
OGN
Organon & Co.
7.42%7.77%4.01%1.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WHR
Whirlpool Corporation
6.29%5.75%4.95%2.32%2.69%3.22%4.26%2.55%2.15%2.35%1.48%1.51%

Drawdowns

OGN vs. WHR - Drawdown Comparison

The maximum OGN drawdown since its inception was -69.56%, smaller than the maximum WHR drawdown of -82.49%. Use the drawdown chart below to compare losses from any high point for OGN and WHR. For additional features, visit the drawdowns tool.


-60.00%-55.00%-50.00%-45.00%-40.00%-35.00%JuneJulyAugustSeptemberOctoberNovember
-55.41%
-45.24%
OGN
WHR

Volatility

OGN vs. WHR - Volatility Comparison

The current volatility for Organon & Co. (OGN) is 11.18%, while Whirlpool Corporation (WHR) has a volatility of 14.37%. This indicates that OGN experiences smaller price fluctuations and is considered to be less risky than WHR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
11.18%
14.37%
OGN
WHR

Financials

OGN vs. WHR - Financials Comparison

This section allows you to compare key financial metrics between Organon & Co. and Whirlpool Corporation. 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