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PR vs. WMS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PR and WMS is 0.32, 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

PR vs. WMS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Permian Resources Corporation (PR) and Advanced Drainage Systems, Inc. (WMS). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
93.86%
-12.53%
PR
WMS

Key characteristics

Sharpe Ratio

PR:

0.26

WMS:

-0.41

Sortino Ratio

PR:

0.55

WMS:

-0.36

Omega Ratio

PR:

1.07

WMS:

0.95

Calmar Ratio

PR:

0.29

WMS:

-0.42

Martin Ratio

PR:

0.59

WMS:

-1.13

Ulcer Index

PR:

13.33%

WMS:

13.41%

Daily Std Dev

PR:

30.01%

WMS:

37.13%

Max Drawdown

PR:

-26.73%

WMS:

-53.58%

Current Drawdown

PR:

-21.99%

WMS:

-35.55%

Fundamentals

Market Cap

PR:

$11.22B

WMS:

$9.44B

EPS

PR:

$1.76

WMS:

$6.28

PE Ratio

PR:

7.94

WMS:

19.39

PEG Ratio

PR:

2.04

WMS:

1.02

Total Revenue (TTM)

PR:

$4.83B

WMS:

$2.91B

Gross Profit (TTM)

PR:

$2.08B

WMS:

$1.11B

EBITDA (TTM)

PR:

$3.66B

WMS:

$881.15M

Returns By Period

In the year-to-date period, PR achieves a 4.69% return, which is significantly higher than WMS's -17.80% return.


PR

YTD

4.69%

1M

-12.03%

6M

-9.59%

1Y

5.70%

5Y*

N/A

10Y*

N/A

WMS

YTD

-17.80%

1M

-10.22%

6M

-30.24%

1Y

-18.37%

5Y*

24.67%

10Y*

18.84%

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Risk-Adjusted Performance

PR vs. WMS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Permian Resources Corporation (PR) and Advanced Drainage Systems, Inc. (WMS). 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 PR, currently valued at 0.26, compared to the broader market-4.00-2.000.002.000.26-0.41
The chart of Sortino ratio for PR, currently valued at 0.55, compared to the broader market-4.00-2.000.002.004.000.55-0.36
The chart of Omega ratio for PR, currently valued at 1.07, compared to the broader market0.501.001.502.001.070.95
The chart of Calmar ratio for PR, currently valued at 0.29, compared to the broader market0.002.004.006.000.29-0.42
The chart of Martin ratio for PR, currently valued at 0.59, compared to the broader market-5.000.005.0010.0015.0020.0025.000.59-1.13
PR
WMS

The current PR Sharpe Ratio is 0.26, which is higher than the WMS Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of PR and WMS, 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.26
-0.41
PR
WMS

Dividends

PR vs. WMS - Dividend Comparison

PR's dividend yield for the trailing twelve months is around 5.22%, more than WMS's 0.54% yield.


TTM2023202220212020201920182017201620152014
PR
Permian Resources Corporation
5.22%2.72%0.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WMS
Advanced Drainage Systems, Inc.
0.54%0.38%0.57%0.31%0.43%3.48%1.28%1.13%1.12%0.79%0.17%

Drawdowns

PR vs. WMS - Drawdown Comparison

The maximum PR drawdown since its inception was -26.73%, smaller than the maximum WMS drawdown of -53.58%. Use the drawdown chart below to compare losses from any high point for PR and WMS. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-21.99%
-35.55%
PR
WMS

Volatility

PR vs. WMS - Volatility Comparison

Permian Resources Corporation (PR) has a higher volatility of 9.48% compared to Advanced Drainage Systems, Inc. (WMS) at 8.27%. This indicates that PR's price experiences larger fluctuations and is considered to be riskier than WMS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.48%
8.27%
PR
WMS

Financials

PR vs. WMS - Financials Comparison

This section allows you to compare key financial metrics between Permian Resources Corporation and Advanced Drainage Systems, 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
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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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