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PODD vs. VWAGY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

PODD vs. VWAGY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Insulet Corporation (PODD) and Volkswagen AG 1/10 ADR (VWAGY). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
42.16%
-34.69%
PODD
VWAGY

Returns By Period

In the year-to-date period, PODD achieves a 20.65% return, which is significantly higher than VWAGY's -25.17% return.


PODD

YTD

20.65%

1M

10.65%

6M

42.17%

1Y

50.40%

5Y (annualized)

7.78%

10Y (annualized)

19.24%

VWAGY

YTD

-25.17%

1M

-11.10%

6M

-35.87%

1Y

-25.35%

5Y (annualized)

-8.78%

10Y (annualized)

N/A

Fundamentals


PODDVWAGY
Market Cap$19.30B$45.85B
EPS$5.87$2.62
PE Ratio46.873.50
PEG Ratio4.230.61
Total Revenue (TTM)$1.81B$324.46B
Gross Profit (TTM)$1.38B$59.98B
EBITDA (TTM)$267.80M$51.62B

Key characteristics


PODDVWAGY
Sharpe Ratio1.32-0.98
Sortino Ratio1.86-1.36
Omega Ratio1.250.85
Calmar Ratio0.97-0.39
Martin Ratio3.56-1.40
Ulcer Index13.97%19.29%
Daily Std Dev37.92%27.52%
Max Drawdown-90.28%-69.17%
Current Drawdown-20.73%-68.51%

Compare stocks, funds, or ETFs

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Correlation

-0.50.00.51.00.1

The correlation between PODD and VWAGY is 0.12, 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

PODD vs. VWAGY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Insulet Corporation (PODD) and Volkswagen AG 1/10 ADR (VWAGY). 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 PODD, currently valued at 1.32, compared to the broader market-4.00-2.000.002.004.001.32-0.92
The chart of Sortino ratio for PODD, currently valued at 1.86, compared to the broader market-4.00-2.000.002.004.001.86-1.26
The chart of Omega ratio for PODD, currently valued at 1.25, compared to the broader market0.501.001.502.001.250.86
The chart of Calmar ratio for PODD, currently valued at 0.97, compared to the broader market0.002.004.006.000.97-0.37
The chart of Martin ratio for PODD, currently valued at 3.56, compared to the broader market0.0010.0020.0030.003.56-1.30
PODD
VWAGY

The current PODD Sharpe Ratio is 1.32, which is higher than the VWAGY Sharpe Ratio of -0.98. The chart below compares the historical Sharpe Ratios of PODD and VWAGY, 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-1.00-0.500.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.32
-0.92
PODD
VWAGY

Dividends

PODD vs. VWAGY - Dividend Comparison

PODD has not paid dividends to shareholders, while VWAGY's dividend yield for the trailing twelve months is around 10.56%.


TTM20232022202120202019
PODD
Insulet Corporation
0.00%0.00%0.00%0.00%0.00%0.00%
VWAGY
Volkswagen AG 1/10 ADR
10.56%7.15%17.23%1.99%2.72%2.75%

Drawdowns

PODD vs. VWAGY - Drawdown Comparison

The maximum PODD drawdown since its inception was -90.28%, which is greater than VWAGY's maximum drawdown of -69.17%. Use the drawdown chart below to compare losses from any high point for PODD and VWAGY. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-20.73%
-68.51%
PODD
VWAGY

Volatility

PODD vs. VWAGY - Volatility Comparison

Insulet Corporation (PODD) and Volkswagen AG 1/10 ADR (VWAGY) have volatilities of 11.06% and 10.64%, 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.


5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
11.06%
10.64%
PODD
VWAGY

Financials

PODD vs. VWAGY - Financials Comparison

This section allows you to compare key financial metrics between Insulet Corporation and Volkswagen AG 1/10 ADR. 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