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

Correlation

The correlation between PII and WGO is 0.38, 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.


-0.50.00.51.00.4

Performance

PII vs. WGO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Polaris Industries Inc. (PII) and Winnebago Industries, Inc. (WGO). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-27.76%
-16.84%
PII
WGO

Key characteristics

Sharpe Ratio

PII:

-1.05

WGO:

-0.74

Sortino Ratio

PII:

-1.51

WGO:

-0.92

Omega Ratio

PII:

0.83

WGO:

0.89

Calmar Ratio

PII:

-0.61

WGO:

-0.60

Martin Ratio

PII:

-1.68

WGO:

-1.36

Ulcer Index

PII:

21.53%

WGO:

19.69%

Daily Std Dev

PII:

34.30%

WGO:

36.14%

Max Drawdown

PII:

-77.57%

WGO:

-91.48%

Current Drawdown

PII:

-58.30%

WGO:

-41.75%

Fundamentals

Market Cap

PII:

$3.19B

WGO:

$1.39B

EPS

PII:

$3.57

WGO:

-$0.60

PEG Ratio

PII:

3.21

WGO:

0.18

Total Revenue (TTM)

PII:

$5.42B

WGO:

$2.84B

Gross Profit (TTM)

PII:

$1.07B

WGO:

$383.20M

EBITDA (TTM)

PII:

$442.60M

WGO:

$65.00M

Returns By Period

In the year-to-date period, PII achieves a -3.70% return, which is significantly lower than WGO's 0.66% return. Over the past 10 years, PII has underperformed WGO with an annualized return of -6.34%, while WGO has yielded a comparatively higher 11.16% annualized return.


PII

YTD

-3.70%

1M

-4.10%

6M

-31.24%

1Y

-38.73%

5Y*

-7.49%

10Y*

-6.34%

WGO

YTD

0.66%

1M

-3.77%

6M

-16.00%

1Y

-27.69%

5Y*

-1.54%

10Y*

11.16%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

PII vs. WGO — Risk-Adjusted Performance Rank

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

PII
The Risk-Adjusted Performance Rank of PII is 66
Overall Rank
The Sharpe Ratio Rank of PII is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of PII is 55
Sortino Ratio Rank
The Omega Ratio Rank of PII is 77
Omega Ratio Rank
The Calmar Ratio Rank of PII is 1212
Calmar Ratio Rank
The Martin Ratio Rank of PII is 33
Martin Ratio Rank

WGO
The Risk-Adjusted Performance Rank of WGO is 1111
Overall Rank
The Sharpe Ratio Rank of WGO is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of WGO is 1212
Sortino Ratio Rank
The Omega Ratio Rank of WGO is 1313
Omega Ratio Rank
The Calmar Ratio Rank of WGO is 1212
Calmar Ratio Rank
The Martin Ratio Rank of WGO is 99
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.

PII vs. WGO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Polaris Industries Inc. (PII) and Winnebago Industries, Inc. (WGO). 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 PII, currently valued at -1.05, compared to the broader market-2.000.002.004.00-1.05-0.74
The chart of Sortino ratio for PII, currently valued at -1.51, compared to the broader market-4.00-2.000.002.004.00-1.51-0.92
The chart of Omega ratio for PII, currently valued at 0.83, compared to the broader market0.501.001.502.000.830.89
The chart of Calmar ratio for PII, currently valued at -0.61, compared to the broader market0.002.004.006.00-0.61-0.60
The chart of Martin ratio for PII, currently valued at -1.68, compared to the broader market-10.000.0010.0020.0030.00-1.68-1.36
PII
WGO

The current PII Sharpe Ratio is -1.05, which is lower than the WGO Sharpe Ratio of -0.74. The chart below compares the historical Sharpe Ratios of PII and WGO, 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-1.50-1.00-0.500.00AugustSeptemberOctoberNovemberDecember2025
-1.05
-0.74
PII
WGO

Dividends

PII vs. WGO - Dividend Comparison

PII's dividend yield for the trailing twelve months is around 4.76%, more than WGO's 2.72% yield.


TTM20242023202220212020201920182017201620152014
PII
Polaris Industries Inc.
4.76%4.58%2.74%2.53%2.29%2.60%2.40%3.13%1.87%2.67%2.47%1.27%
WGO
Winnebago Industries, Inc.
2.72%2.66%1.54%1.54%0.72%0.75%0.83%1.65%0.72%1.26%2.31%0.41%

Drawdowns

PII vs. WGO - Drawdown Comparison

The maximum PII drawdown since its inception was -77.57%, smaller than the maximum WGO drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for PII and WGO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%AugustSeptemberOctoberNovemberDecember2025
-58.30%
-41.75%
PII
WGO

Volatility

PII vs. WGO - Volatility Comparison

The current volatility for Polaris Industries Inc. (PII) is 9.61%, while Winnebago Industries, Inc. (WGO) has a volatility of 12.40%. This indicates that PII experiences smaller price fluctuations and is considered to be less risky than WGO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%AugustSeptemberOctoberNovemberDecember2025
9.61%
12.40%
PII
WGO

Financials

PII vs. WGO - Financials Comparison

This section allows you to compare key financial metrics between Polaris Industries Inc. and Winnebago Industries, Inc.. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab