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RH vs. W
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RH and W is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

RH vs. W - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RH (RH) and Wayfair Inc. (W). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%AugustSeptemberOctoberNovemberDecember
65.05%
-11.73%
RH
W

Key characteristics

Sharpe Ratio

RH:

0.49

W:

-0.48

Sortino Ratio

RH:

1.23

W:

-0.39

Omega Ratio

RH:

1.14

W:

0.96

Calmar Ratio

RH:

0.44

W:

-0.34

Martin Ratio

RH:

1.71

W:

-1.11

Ulcer Index

RH:

18.05%

W:

27.38%

Daily Std Dev

RH:

62.62%

W:

63.26%

Max Drawdown

RH:

-76.26%

W:

-91.79%

Current Drawdown

RH:

-46.66%

W:

-87.08%

Fundamentals

Market Cap

RH:

$7.41B

W:

$5.48B

EPS

RH:

$3.62

W:

-$4.46

PEG Ratio

RH:

1.40

W:

23.50

Total Revenue (TTM)

RH:

$3.11B

W:

$11.84B

Gross Profit (TTM)

RH:

$1.37B

W:

$3.48B

EBITDA (TTM)

RH:

$424.02M

W:

-$108.00M

Returns By Period

In the year-to-date period, RH achieves a 35.15% return, which is significantly higher than W's -27.68% return. Over the past 10 years, RH has outperformed W with an annualized return of 15.31%, while W has yielded a comparatively lower 7.96% annualized return.


RH

YTD

35.15%

1M

2.28%

6M

65.05%

1Y

35.15%

5Y*

13.07%

10Y*

15.31%

W

YTD

-27.68%

1M

-3.50%

6M

-11.73%

1Y

-27.68%

5Y*

-13.19%

10Y*

7.96%

*Annualized

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Risk-Adjusted Performance

RH vs. W - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for RH (RH) and Wayfair Inc. (W). 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 RH, currently valued at 0.49, compared to the broader market-4.00-2.000.002.000.49-0.48
The chart of Sortino ratio for RH, currently valued at 1.23, compared to the broader market-4.00-2.000.002.004.001.23-0.39
The chart of Omega ratio for RH, currently valued at 1.14, compared to the broader market0.501.001.502.001.140.96
The chart of Calmar ratio for RH, currently valued at 0.44, compared to the broader market0.002.004.006.000.44-0.34
The chart of Martin ratio for RH, currently valued at 1.71, compared to the broader market0.005.0010.0015.0020.0025.001.71-1.11
RH
W

The current RH Sharpe Ratio is 0.49, which is higher than the W Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of RH and W, 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-0.500.000.501.00AugustSeptemberOctoberNovemberDecember
0.49
-0.48
RH
W

Dividends

RH vs. W - Dividend Comparison

Neither RH nor W has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

RH vs. W - Drawdown Comparison

The maximum RH drawdown since its inception was -76.26%, smaller than the maximum W drawdown of -91.79%. Use the drawdown chart below to compare losses from any high point for RH and W. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%AugustSeptemberOctoberNovemberDecember
-46.66%
-87.08%
RH
W

Volatility

RH vs. W - Volatility Comparison

RH (RH) has a higher volatility of 20.86% compared to Wayfair Inc. (W) at 16.98%. This indicates that RH's price experiences larger fluctuations and is considered to be riskier than W based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember
20.86%
16.98%
RH
W

Financials

RH vs. W - Financials Comparison

This section allows you to compare key financial metrics between RH and Wayfair 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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