RRGB vs. WEN
RRGB (Red Robin Gourmet Burgers, Inc.) and WEN (The Wendy's Company) are both stocks. Both operate in the Restaurants industry within the Consumer Cyclical sector. Over the past 10 years, RRGB returned -22.21%/yr vs -0.77%/yr for WEN. At a 0.33 correlation, their price movements are largely independent.
Performance
RRGB vs. WEN - Performance Comparison
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Returns By Period
In the year-to-date period, RRGB achieves a 9.38% return, which is significantly higher than WEN's -15.93% return. Over the past 10 years, RRGB has underperformed WEN with an annualized return of -22.21%, while WEN has yielded a comparatively higher -0.77% annualized return.
RRGB
- 1D
- 0.45%
- 1M
- 25.50%
- YTD
- 9.38%
- 6M
- 8.58%
- 1Y
- -31.85%
- 3Y*
- -28.95%
- 5Y*
- -32.42%
- 10Y*
- -22.21%
WEN
- 1D
- -1.46%
- 1M
- 4.01%
- YTD
- -15.93%
- 6M
- -18.00%
- 1Y
- -39.46%
- 3Y*
- -28.84%
- 5Y*
- -17.86%
- 10Y*
- -0.77%
RRGB vs. WEN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RRGB Red Robin Gourmet Burgers, Inc. | 9.38% | -26.23% | -55.97% | 123.48% | -66.24% | -14.04% | -41.76% | 23.58% | -52.62% | -0.00% |
WEN The Wendy's Company | -15.93% | -45.81% | -11.45% | -9.65% | -2.77% | 10.98% | 0.07% | 45.34% | -3.02% | 23.78% |
Correlation
The correlation between RRGB and WEN is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jul 22, 2002 | 0.33 |
Fundamentals
RRGB:
-$1.27
WEN:
$1.19
RRGB:
0.07
WEN:
0.52
RRGB:
$1.21B
WEN:
$1.88B
RRGB:
$323.96M
WEN:
$467.83M
RRGB:
$54.04M
WEN:
$438.11M
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Return for Risk
RRGB vs. WEN — Risk / Return Rank
RRGB
WEN
RRGB vs. WEN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Red Robin Gourmet Burgers, Inc. (RRGB) and The Wendy's Company (WEN). 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.
| RRGB | WEN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +1.07 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 0.85 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.49 | -0.89 | +0.40 |
| Martin ratioReturn relative to average drawdown | -0.85 | -1.33 | +0.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RRGB | WEN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.44 | -0.88 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.43 | -0.53 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.30 | -0.02 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.07 | 0.14 | -0.21 |
Drawdowns
RRGB vs. WEN - Drawdown Comparison
The maximum RRGB drawdown since its inception was -97.24%, which is greater than WEN's maximum drawdown of -84.54%. Use the drawdown chart below to compare losses from any high point for RRGB and WEN.
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Drawdown Indicators
| RRGB | WEN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.24% | -84.54% | -12.70% |
Max Drawdown (1Y)Largest decline over 1 year | -65.19% | -44.55% | -20.64% |
Max Drawdown (3Y)Largest decline over 3 years | -83.59% | -65.88% | -17.71% |
Max Drawdown (5Y)Largest decline over 5 years | -92.47% | -71.84% | -20.63% |
Max Drawdown (10Y)Largest decline over 10 years | -96.49% | -71.84% | -24.65% |
Current DrawdownCurrent decline from peak | -95.23% | -70.40% | -24.83% |
Average DrawdownAverage peak-to-trough decline | -50.20% | -34.32% | -15.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.66% | 29.62% | +8.04% |
Volatility
RRGB vs. WEN - Volatility Comparison
Red Robin Gourmet Burgers, Inc. (RRGB) and The Wendy's Company (WEN) have volatilities of 24.93% and 24.43%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RRGB | WEN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.93% | 24.43% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 52.90% | 36.82% | +16.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 73.85% | 45.33% | +28.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 75.59% | 33.64% | +41.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 73.59% | 37.34% | +36.25% |
Dividends
RRGB vs. WEN - Dividend Comparison
RRGB has not paid dividends to shareholders, while WEN's dividend yield for the trailing twelve months is around 8.30%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RRGB Red Robin Gourmet Burgers, 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% |
WEN The Wendy's Company | 8.30% | 8.04% | 6.13% | 5.13% | 2.21% | 1.80% | 1.32% | 1.89% | 2.18% | 1.71% | 1.81% | 2.09% |
Financials
RRGB vs. WEN - Financials Comparison
This section allows you to compare key financial metrics between Red Robin Gourmet Burgers, Inc. and The Wendy's Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
RRGB vs. WEN - Profitability Comparison
RRGB - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Red Robin Gourmet Burgers, Inc. reported a gross profit of 82.37M and revenue of 269.04M. Therefore, the gross margin over that period was 30.6%.
WEN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Wendy's Company reported a gross profit of 24.45M and revenue of 225.50M. Therefore, the gross margin over that period was 10.8%.
RRGB - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Red Robin Gourmet Burgers, Inc. reported an operating income of -3.97M and revenue of 269.04M, resulting in an operating margin of -1.5%.
WEN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Wendy's Company reported an operating income of -5.08M and revenue of 225.50M, resulting in an operating margin of -2.3%.
RRGB - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Red Robin Gourmet Burgers, Inc. reported a net income of -10.11M and revenue of 269.04M, resulting in a net margin of -3.8%.
WEN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Wendy's Company reported a net income of 45.62M and revenue of 225.50M, resulting in a net margin of 20.2%.
Frequently Asked Questions
RRGB and WEN have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RRGB has higher volatility (24.93%) compared to WEN (24.43%). In terms of maximum drawdown, RRGB dropped -97.24% vs WEN's -84.54%.
RRGB currently has the higher Sharpe Ratio (-0.44 vs -0.88), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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