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

Key characteristics


RWTVZ
YTD Return-8.26%10.98%
1Y Return30.15%20.66%
3Y Return (Ann)-6.15%-6.19%
5Y Return (Ann)-8.60%-1.91%
10Y Return (Ann)-2.56%3.06%
Sharpe Ratio0.820.78
Daily Std Dev33.64%23.51%
Max Drawdown-88.91%-56.77%
Current Drawdown-58.68%-19.80%

Fundamentals


RWTVZ
Market Cap$852.39M$170.05B
EPS$0.08$2.67
PE Ratio80.6315.13
PEG Ratio1.391.09
Revenue (TTM)$186.20M$134.04B
Gross Profit (TTM)-$27.55M$77.70B
EBITDA (TTM)-$161.61M$48.03B

Correlation

-0.50.00.51.00.2

The correlation between RWT and VZ is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

RWT vs. VZ - Performance Comparison

In the year-to-date period, RWT achieves a -8.26% return, which is significantly lower than VZ's 10.98% return. Over the past 10 years, RWT has underperformed VZ with an annualized return of -2.56%, while VZ has yielded a comparatively higher 3.06% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


300.00%350.00%400.00%450.00%500.00%December2024FebruaryMarchAprilMay
347.39%
488.04%
RWT
VZ

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Redwood Trust, Inc.

Verizon Communications Inc.

Risk-Adjusted Performance

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.


RWT
Sharpe ratio
The chart of Sharpe ratio for RWT, currently valued at 0.82, compared to the broader market-2.00-1.000.001.002.003.004.000.82
Sortino ratio
The chart of Sortino ratio for RWT, currently valued at 1.39, compared to the broader market-4.00-2.000.002.004.006.001.39
Omega ratio
The chart of Omega ratio for RWT, currently valued at 1.17, compared to the broader market0.501.001.502.001.17
Calmar ratio
The chart of Calmar ratio for RWT, currently valued at 0.40, compared to the broader market0.002.004.006.000.40
Martin ratio
The chart of Martin ratio for RWT, currently valued at 2.02, compared to the broader market-10.000.0010.0020.0030.002.02
VZ
Sharpe ratio
The chart of Sharpe ratio for VZ, currently valued at 0.78, compared to the broader market-2.00-1.000.001.002.003.004.000.78
Sortino ratio
The chart of Sortino ratio for VZ, currently valued at 1.30, compared to the broader market-4.00-2.000.002.004.006.001.30
Omega ratio
The chart of Omega ratio for VZ, currently valued at 1.17, compared to the broader market0.501.001.502.001.17
Calmar ratio
The chart of Calmar ratio for VZ, currently valued at 0.44, compared to the broader market0.002.004.006.000.44
Martin ratio
The chart of Martin ratio for VZ, currently valued at 2.88, compared to the broader market-10.000.0010.0020.0030.002.88

RWT vs. VZ - Sharpe Ratio Comparison

The current RWT Sharpe Ratio is 0.82, which roughly equals the VZ Sharpe Ratio of 0.78. The chart below compares the 12-month rolling Sharpe Ratio of RWT and VZ.


Rolling 12-month Sharpe Ratio-0.500.000.501.00December2024FebruaryMarchAprilMay
0.82
0.78
RWT
VZ

Dividends

RWT vs. VZ - Dividend Comparison

RWT's dividend yield for the trailing twelve months is around 9.67%, more than VZ's 6.54% yield.


TTM20232022202120202019201820172016201520142013
RWT
Redwood Trust, Inc.
9.67%9.58%13.61%5.91%8.26%7.26%7.83%7.56%7.36%8.48%5.69%5.78%
VZ
Verizon Communications Inc.
6.54%6.96%6.53%4.85%4.21%3.95%4.22%4.39%4.26%4.79%4.57%4.22%

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 -56.77%. 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%December2024FebruaryMarchAprilMay
-58.68%
-19.80%
RWT
VZ

Volatility

RWT vs. VZ - Volatility Comparison

Redwood Trust, Inc. (RWT) has a higher volatility of 12.95% compared to Verizon Communications Inc. (VZ) at 6.73%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2024FebruaryMarchAprilMay
12.95%
6.73%
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