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RWT vs. VZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RWT and VZ is 0.47, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

RWT vs. VZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Redwood Trust, Inc. (RWT) and Verizon Communications Inc. (VZ). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
337.54%
214.99%
RWT
VZ

Key characteristics

Sharpe Ratio

RWT:

0.42

VZ:

0.57

Sortino Ratio

RWT:

0.88

VZ:

0.87

Omega Ratio

RWT:

1.11

VZ:

1.13

Calmar Ratio

RWT:

0.21

VZ:

0.55

Martin Ratio

RWT:

1.14

VZ:

2.34

Ulcer Index

RWT:

12.00%

VZ:

5.44%

Daily Std Dev

RWT:

32.25%

VZ:

22.23%

Max Drawdown

RWT:

-88.91%

VZ:

-50.61%

Current Drawdown

RWT:

-58.44%

VZ:

-11.35%

Fundamentals

Market Cap

RWT:

$799.23M

VZ:

$180.49B

EPS

RWT:

$0.32

VZ:

$4.20

PE Ratio

RWT:

18.78

VZ:

10.19

PEG Ratio

RWT:

1.39

VZ:

2.12

PS Ratio

RWT:

3.30

VZ:

1.33

PB Ratio

RWT:

0.70

VZ:

1.79

Total Revenue (TTM)

RWT:

$328.12M

VZ:

$101.81B

Gross Profit (TTM)

RWT:

$340.02M

VZ:

$60.58B

EBITDA (TTM)

RWT:

$253.65M

VZ:

$35.37B

Returns By Period

In the year-to-date period, RWT achieves a -5.26% return, which is significantly lower than VZ's 8.43% return. Over the past 10 years, RWT has underperformed VZ with an annualized return of -2.41%, while VZ has yielded a comparatively higher 3.32% annualized return.


RWT

YTD

-5.26%

1M

-1.96%

6M

-15.48%

1Y

17.44%

5Y*

25.01%

10Y*

-2.41%

VZ

YTD

8.43%

1M

-3.62%

6M

4.78%

1Y

14.12%

5Y*

-0.70%

10Y*

3.32%

*Annualized

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Risk-Adjusted Performance

RWT vs. VZ — Risk-Adjusted Performance Rank

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

RWT
The Risk-Adjusted Performance Rank of RWT is 6464
Overall Rank
The Sharpe Ratio Rank of RWT is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of RWT is 6363
Sortino Ratio Rank
The Omega Ratio Rank of RWT is 6161
Omega Ratio Rank
The Calmar Ratio Rank of RWT is 6363
Calmar Ratio Rank
The Martin Ratio Rank of RWT is 6666
Martin Ratio Rank

VZ
The Risk-Adjusted Performance Rank of VZ is 7070
Overall Rank
The Sharpe Ratio Rank of VZ is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of VZ is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VZ is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VZ is 7575
Calmar Ratio Rank
The Martin Ratio Rank of VZ is 7676
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.

RWT vs. VZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Redwood Trust, Inc. (RWT) and Verizon Communications Inc. (VZ). 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 chart of Sharpe ratio for RWT, currently valued at 0.42, compared to the broader market-2.00-1.000.001.002.003.00
RWT: 0.42
VZ: 0.57
The chart of Sortino ratio for RWT, currently valued at 0.88, compared to the broader market-6.00-4.00-2.000.002.004.00
RWT: 0.88
VZ: 0.87
The chart of Omega ratio for RWT, currently valued at 1.11, compared to the broader market0.501.001.502.00
RWT: 1.11
VZ: 1.13
The chart of Calmar ratio for RWT, currently valued at 0.21, compared to the broader market0.001.002.003.004.005.00
RWT: 0.21
VZ: 0.55
The chart of Martin ratio for RWT, currently valued at 1.14, compared to the broader market-5.000.005.0010.0015.0020.00
RWT: 1.14
VZ: 2.34

The current RWT Sharpe Ratio is 0.42, which is comparable to the VZ Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of RWT and VZ, 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 Ratio0.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.42
0.57
RWT
VZ

Dividends

RWT vs. VZ - Dividend Comparison

RWT's dividend yield for the trailing twelve months is around 11.48%, more than VZ's 6.44% yield.


TTM20242023202220212020201920182017201620152014
RWT
Redwood Trust, Inc.
11.48%10.26%9.58%13.61%5.91%8.26%7.26%7.83%7.56%7.36%8.48%5.69%
VZ
Verizon Communications Inc.
6.44%6.68%6.96%6.53%4.86%4.21%3.95%4.22%4.39%4.26%4.79%4.57%

Drawdowns

RWT vs. VZ - Drawdown Comparison

The maximum RWT drawdown since its inception was -88.91%, which is greater than VZ's maximum drawdown of -50.61%. Use the drawdown chart below to compare losses from any high point for RWT and VZ. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-58.44%
-11.35%
RWT
VZ

Volatility

RWT vs. VZ - Volatility Comparison

Redwood Trust, Inc. (RWT) has a higher volatility of 18.73% compared to Verizon Communications Inc. (VZ) at 8.81%. This indicates that RWT's price experiences larger fluctuations and is considered to be riskier than VZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
18.73%
8.81%
RWT
VZ

Financials

RWT vs. VZ - Financials Comparison

This section allows you to compare key financial metrics between Redwood Trust, Inc. and Verizon Communications 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