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PRCH vs. VOW.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


PRCHVOW.DE
YTD Return-48.70%-11.18%
1Y Return99.75%-16.56%
3Y Return (Ann)-56.55%-21.06%
Sharpe Ratio0.85-0.80
Daily Std Dev114.10%25.73%
Max Drawdown-97.95%-93.35%
Current Drawdown-93.84%-81.15%

Fundamentals


PRCHVOW.DE
Market Cap$150.69M€48.24B
EPS-$0.86€29.76
Total Revenue (TTM)$470.46M€324.83B
Gross Profit (TTM)$192.13M€59.77B
EBITDA (TTM)-$6.31M€56.06B

Correlation

-0.50.00.51.00.2

The correlation between PRCH and VOW.DE is 0.25, 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.

Performance

PRCH vs. VOW.DE - Performance Comparison

In the year-to-date period, PRCH achieves a -48.70% return, which is significantly lower than VOW.DE's -11.18% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-80.00%-60.00%-40.00%-20.00%0.00%20.00%AprilMayJuneJulyAugustSeptember
-60.10%
-22.16%
PRCH
VOW.DE

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Risk-Adjusted Performance

PRCH vs. VOW.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Porch Group, Inc. (PRCH) and Volkswagen AG (VOW.DE). 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.


PRCH
Sharpe ratio
The chart of Sharpe ratio for PRCH, currently valued at 0.92, compared to the broader market-4.00-2.000.002.000.92
Sortino ratio
The chart of Sortino ratio for PRCH, currently valued at 1.98, compared to the broader market-6.00-4.00-2.000.002.004.001.98
Omega ratio
The chart of Omega ratio for PRCH, currently valued at 1.23, compared to the broader market0.501.001.502.001.23
Calmar ratio
The chart of Calmar ratio for PRCH, currently valued at 1.07, compared to the broader market0.001.002.003.004.005.001.07
Martin ratio
The chart of Martin ratio for PRCH, currently valued at 2.56, compared to the broader market-10.00-5.000.005.0010.0015.0020.002.56
VOW.DE
Sharpe ratio
The chart of Sharpe ratio for VOW.DE, currently valued at -0.39, compared to the broader market-4.00-2.000.002.00-0.39
Sortino ratio
The chart of Sortino ratio for VOW.DE, currently valued at -0.39, compared to the broader market-6.00-4.00-2.000.002.004.00-0.39
Omega ratio
The chart of Omega ratio for VOW.DE, currently valued at 0.96, compared to the broader market0.501.001.502.000.96
Calmar ratio
The chart of Calmar ratio for VOW.DE, currently valued at -0.16, compared to the broader market0.001.002.003.004.005.00-0.16
Martin ratio
The chart of Martin ratio for VOW.DE, currently valued at -0.75, compared to the broader market-10.00-5.000.005.0010.0015.0020.00-0.75

PRCH vs. VOW.DE - Sharpe Ratio Comparison

The current PRCH Sharpe Ratio is 0.85, which is higher than the VOW.DE Sharpe Ratio of -0.80. The chart below compares the 12-month rolling Sharpe Ratio of PRCH and VOW.DE.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AprilMayJuneJulyAugustSeptember
0.92
-0.39
PRCH
VOW.DE

Dividends

PRCH vs. VOW.DE - Dividend Comparison

PRCH has not paid dividends to shareholders, while VOW.DE's dividend yield for the trailing twelve months is around 9.15%.


TTM20232022202120202019201820172016201520142013
PRCH
Porch Group, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOW.DE
Volkswagen AG
9.15%7.34%17.99%1.86%6.64%2.77%2.80%1.19%0.08%3.37%2.22%1.78%

Drawdowns

PRCH vs. VOW.DE - Drawdown Comparison

The maximum PRCH drawdown since its inception was -97.95%, roughly equal to the maximum VOW.DE drawdown of -93.35%. Use the drawdown chart below to compare losses from any high point for PRCH and VOW.DE. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%AprilMayJuneJulyAugustSeptember
-93.84%
-62.12%
PRCH
VOW.DE

Volatility

PRCH vs. VOW.DE - Volatility Comparison

Porch Group, Inc. (PRCH) has a higher volatility of 29.65% compared to Volkswagen AG (VOW.DE) at 9.50%. This indicates that PRCH's price experiences larger fluctuations and is considered to be riskier than VOW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%AprilMayJuneJulyAugustSeptember
29.65%
9.50%
PRCH
VOW.DE

Financials

PRCH vs. VOW.DE - Financials Comparison

This section allows you to compare key financial metrics between Porch Group, Inc. and Volkswagen AG. 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



Please note, different currencies. PRCH values in USD, VOW.DE values in EUR