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

Key characteristics


QSRWAFD
YTD Return-11.04%17.21%
1Y Return1.85%55.30%
3Y Return (Ann)9.59%4.94%
5Y Return (Ann)3.58%3.51%
Sharpe Ratio0.091.60
Sortino Ratio0.292.36
Omega Ratio1.031.29
Calmar Ratio0.111.64
Martin Ratio0.194.54
Ulcer Index10.71%12.14%
Daily Std Dev22.02%34.54%
Max Drawdown-63.03%-61.57%
Current Drawdown-16.00%-1.08%

Fundamentals


QSRWAFD
Market Cap$30.63B$3.06B
EPS$3.99$2.50
PE Ratio17.0115.06
PEG Ratio1.791.67
Total Revenue (TTM)$7.98B$1.30B
Gross Profit (TTM)$5.13B$970.41M
EBITDA (TTM)$2.17B$103.01M

Correlation

-0.50.00.51.00.3

The correlation between QSR and WAFD is 0.31, 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

QSR vs. WAFD - Performance Comparison

In the year-to-date period, QSR achieves a -11.04% return, which is significantly lower than WAFD's 17.21% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-4.30%
34.30%
QSR
WAFD

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

QSR vs. WAFD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Restaurant Brands International Inc. (QSR) and Washington Federal, Inc. (WAFD). 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.


QSR
Sharpe ratio
The chart of Sharpe ratio for QSR, currently valued at 0.09, compared to the broader market-4.00-2.000.002.004.000.09
Sortino ratio
The chart of Sortino ratio for QSR, currently valued at 0.29, compared to the broader market-4.00-2.000.002.004.006.000.29
Omega ratio
The chart of Omega ratio for QSR, currently valued at 1.03, compared to the broader market0.501.001.502.001.03
Calmar ratio
The chart of Calmar ratio for QSR, currently valued at 0.11, compared to the broader market0.002.004.006.000.11
Martin ratio
The chart of Martin ratio for QSR, currently valued at 0.19, compared to the broader market0.0010.0020.0030.000.19
WAFD
Sharpe ratio
The chart of Sharpe ratio for WAFD, currently valued at 1.60, compared to the broader market-4.00-2.000.002.004.001.60
Sortino ratio
The chart of Sortino ratio for WAFD, currently valued at 2.36, compared to the broader market-4.00-2.000.002.004.006.002.36
Omega ratio
The chart of Omega ratio for WAFD, currently valued at 1.29, compared to the broader market0.501.001.502.001.29
Calmar ratio
The chart of Calmar ratio for WAFD, currently valued at 1.64, compared to the broader market0.002.004.006.001.64
Martin ratio
The chart of Martin ratio for WAFD, currently valued at 4.54, compared to the broader market0.0010.0020.0030.004.54

QSR vs. WAFD - Sharpe Ratio Comparison

The current QSR Sharpe Ratio is 0.09, which is lower than the WAFD Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of QSR and WAFD, 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-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.09
1.60
QSR
WAFD

Dividends

QSR vs. WAFD - Dividend Comparison

QSR's dividend yield for the trailing twelve months is around 3.37%, more than WAFD's 2.74% yield.


TTM20232022202120202019201820172016201520142013
QSR
Restaurant Brands International Inc.
3.37%2.82%3.34%3.49%3.40%3.14%3.44%1.27%1.30%1.18%0.00%0.00%
WAFD
Washington Federal, Inc.
2.74%3.03%2.86%2.76%3.42%2.24%2.62%2.48%1.63%2.18%1.61%1.63%

Drawdowns

QSR vs. WAFD - Drawdown Comparison

The maximum QSR drawdown since its inception was -63.03%, roughly equal to the maximum WAFD drawdown of -61.57%. Use the drawdown chart below to compare losses from any high point for QSR and WAFD. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-16.00%
-1.08%
QSR
WAFD

Volatility

QSR vs. WAFD - Volatility Comparison

The current volatility for Restaurant Brands International Inc. (QSR) is 6.32%, while Washington Federal, Inc. (WAFD) has a volatility of 14.93%. This indicates that QSR experiences smaller price fluctuations and is considered to be less risky than WAFD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
6.32%
14.93%
QSR
WAFD

Financials

QSR vs. WAFD - Financials Comparison

This section allows you to compare key financial metrics between Restaurant Brands International Inc. and Washington Federal, 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