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

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.

-40.00%-20.00%0.00%20.00%JuneJulyAugustSeptemberOctoberNovember
18.11%
-36.57%
RH
W

Returns By Period

In the year-to-date period, RH achieves a 11.05% return, which is significantly higher than W's -33.95% return. Over the past 10 years, RH has outperformed W with an annualized return of 14.38%, while W has yielded a comparatively lower 6.24% annualized return.


RH

YTD

11.05%

1M

-8.70%

6M

18.11%

1Y

20.58%

5Y (annualized)

10.69%

10Y (annualized)

14.38%

W

YTD

-33.95%

1M

-21.95%

6M

-36.57%

1Y

-17.63%

5Y (annualized)

-13.16%

10Y (annualized)

6.24%

Fundamentals


RHW
Market Cap$6.16B$4.91B
EPS$2.08-$4.46
PEG Ratio1.1723.50
Total Revenue (TTM)$3.05B$11.84B
Gross Profit (TTM)$1.35B$3.48B
EBITDA (TTM)$396.78M-$128.00M

Key characteristics


RHW
Sharpe Ratio0.39-0.21
Sortino Ratio1.070.14
Omega Ratio1.131.02
Calmar Ratio0.35-0.15
Martin Ratio1.30-0.52
Ulcer Index19.02%25.98%
Daily Std Dev62.80%64.83%
Max Drawdown-76.26%-91.79%
Current Drawdown-56.17%-88.20%

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Correlation

-0.50.00.51.00.4

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.

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 0.39, compared to the broader market-4.00-2.000.002.004.000.39-0.21
The chart of Sortino ratio for RH, currently valued at 1.07, compared to the broader market-4.00-2.000.002.004.001.070.14
The chart of Omega ratio for RH, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.02
The chart of Calmar ratio for RH, currently valued at 0.35, compared to the broader market0.002.004.006.000.35-0.15
The chart of Martin ratio for RH, currently valued at 1.30, compared to the broader market-10.000.0010.0020.0030.001.30-0.52
RH
W

The current RH Sharpe Ratio is 0.39, which is higher than the W Sharpe Ratio of -0.21. 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-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.39
-0.21
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%JuneJulyAugustSeptemberOctoberNovember
-56.17%
-88.20%
RH
W

Volatility

RH vs. W - Volatility Comparison

The current volatility for RH (RH) is 9.28%, while Wayfair Inc. (W) has a volatility of 16.61%. This indicates that RH experiences smaller price fluctuations and is considered to be less risky 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%JuneJulyAugustSeptemberOctoberNovember
9.28%
16.61%
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