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

Correlation

The correlation between RH and W is 0.41, 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.


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.

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Key characteristics

Sharpe Ratio

RH:

-0.38

W:

-0.39

Sortino Ratio

RH:

0.07

W:

-0.12

Omega Ratio

RH:

1.01

W:

0.99

Calmar Ratio

RH:

-0.35

W:

-0.33

Martin Ratio

RH:

-0.95

W:

-1.05

Ulcer Index

RH:

29.13%

W:

29.19%

Daily Std Dev

RH:

83.54%

W:

78.17%

Max Drawdown

RH:

-80.28%

W:

-93.01%

Current Drawdown

RH:

-75.48%

W:

-88.06%

Fundamentals

Market Cap

RH:

$3.45B

W:

$5.29B

EPS

RH:

$3.57

W:

-$2.84

PEG Ratio

RH:

0.45

W:

23.50

PS Ratio

RH:

1.08

W:

0.45

PB Ratio

RH:

4.81

W:

0.00

Total Revenue (TTM)

RH:

$2.45B

W:

$11.85B

Gross Profit (TTM)

RH:

$1.10B

W:

$3.49B

EBITDA (TTM)

RH:

$367.89M

W:

-$53.00M

Returns By Period

In the year-to-date period, RH achieves a -53.99% return, which is significantly lower than W's -6.95% return. Over the past 10 years, RH has outperformed W with an annualized return of 7.04%, while W has yielded a comparatively lower 3.49% annualized return.


RH

YTD

-53.99%

1M

-1.98%

6M

-52.98%

1Y

-33.40%

3Y*

-14.53%

5Y*

-3.54%

10Y*

7.04%

W

YTD

-6.95%

1M

32.05%

6M

-10.81%

1Y

-30.68%

3Y*

-11.45%

5Y*

-24.81%

10Y*

3.49%

*Annualized

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RH

Wayfair Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

RH vs. W — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RH
The Risk-Adjusted Performance Rank of RH is 3232
Overall Rank
The Sharpe Ratio Rank of RH is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of RH is 3838
Sortino Ratio Rank
The Omega Ratio Rank of RH is 3838
Omega Ratio Rank
The Calmar Ratio Rank of RH is 2828
Calmar Ratio Rank
The Martin Ratio Rank of RH is 2727
Martin Ratio Rank

W
The Risk-Adjusted Performance Rank of W is 2929
Overall Rank
The Sharpe Ratio Rank of W is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of W is 3232
Sortino Ratio Rank
The Omega Ratio Rank of W is 3232
Omega Ratio Rank
The Calmar Ratio Rank of W is 3030
Calmar Ratio Rank
The Martin Ratio Rank of W is 2424
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current RH Sharpe Ratio is -0.38, which is comparable to the W Sharpe Ratio of -0.39. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 -80.28%, smaller than the maximum W drawdown of -93.01%. Use the drawdown chart below to compare losses from any high point for RH and W.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

RH vs. W - Volatility Comparison

The current volatility for RH (RH) is 21.76%, while Wayfair Inc. (W) has a volatility of 28.59%. 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.


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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


0.001.00B2.00B3.00B4.00BJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
812.41M
2.73B
(RH) Total Revenue
(W) Total Revenue
Values in USD except per share items

RH vs. W - Profitability Comparison

The chart below illustrates the profitability comparison between RH and Wayfair Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%35.0%40.0%45.0%50.0%JulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
44.7%
30.7%
(RH) Gross Margin
(W) Gross Margin
RH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, RH reported a gross profit of 362.80M and revenue of 812.41M. Therefore, the gross margin over that period was 44.7%.

W - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, Wayfair Inc. reported a gross profit of 837.00M and revenue of 2.73B. Therefore, the gross margin over that period was 30.7%.

RH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, RH reported an operating income of 70.33M and revenue of 812.41M, resulting in an operating margin of 8.7%.

W - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, Wayfair Inc. reported an operating income of -122.00M and revenue of 2.73B, resulting in an operating margin of -4.5%.

RH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, RH reported a net income of 13.92M and revenue of 812.41M, resulting in a net margin of 1.7%.

W - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, Wayfair Inc. reported a net income of -113.00M and revenue of 2.73B, resulting in a net margin of -4.1%.