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SPWH vs. VSTO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SPWH and VSTO is 0.30, 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.


-0.50.00.51.00.3

Performance

SPWH vs. VSTO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sportsman's Warehouse Holdings, Inc. (SPWH) and Vista Outdoor Inc. (VSTO). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-1.29%
32.12%
SPWH
VSTO

Key characteristics

Sharpe Ratio

SPWH:

-0.64

VSTO:

2.05

Sortino Ratio

SPWH:

-0.79

VSTO:

3.39

Omega Ratio

SPWH:

0.92

VSTO:

1.42

Calmar Ratio

SPWH:

-0.52

VSTO:

1.16

Martin Ratio

SPWH:

-1.25

VSTO:

18.35

Ulcer Index

SPWH:

37.20%

VSTO:

3.18%

Daily Std Dev

SPWH:

72.86%

VSTO:

28.90%

Max Drawdown

SPWH:

-89.86%

VSTO:

-91.66%

Current Drawdown

SPWH:

-86.96%

VSTO:

-15.59%

Fundamentals

Market Cap

SPWH:

$98.31M

VSTO:

$2.61B

EPS

SPWH:

-$0.88

VSTO:

-$0.19

PEG Ratio

SPWH:

0.68

VSTO:

0.73

Total Revenue (TTM)

SPWH:

$1.23B

VSTO:

$2.69B

Gross Profit (TTM)

SPWH:

$345.27M

VSTO:

$845.91M

EBITDA (TTM)

SPWH:

$924.00K

VSTO:

$130.03M

Returns By Period

In the year-to-date period, SPWH achieves a -45.07% return, which is significantly lower than VSTO's 50.93% return.


SPWH

YTD

-45.07%

1M

17.00%

6M

-2.90%

1Y

-45.96%

5Y*

-22.42%

10Y*

-10.57%

VSTO

YTD

50.93%

1M

0.47%

6M

28.54%

1Y

51.60%

5Y*

42.92%

10Y*

N/A

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Risk-Adjusted Performance

SPWH vs. VSTO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sportsman's Warehouse Holdings, Inc. (SPWH) and Vista Outdoor Inc. (VSTO). 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 SPWH, currently valued at -0.64, compared to the broader market-4.00-2.000.002.00-0.641.92
The chart of Sortino ratio for SPWH, currently valued at -0.79, compared to the broader market-4.00-2.000.002.004.00-0.793.33
The chart of Omega ratio for SPWH, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.43
The chart of Calmar ratio for SPWH, currently valued at -0.52, compared to the broader market0.002.004.006.00-0.521.11
The chart of Martin ratio for SPWH, currently valued at -1.25, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.2517.14
SPWH
VSTO

The current SPWH Sharpe Ratio is -0.64, which is lower than the VSTO Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of SPWH and VSTO, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.64
1.92
SPWH
VSTO

Dividends

SPWH vs. VSTO - Dividend Comparison

Neither SPWH nor VSTO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SPWH vs. VSTO - Drawdown Comparison

The maximum SPWH drawdown since its inception was -89.86%, roughly equal to the maximum VSTO drawdown of -91.66%. Use the drawdown chart below to compare losses from any high point for SPWH and VSTO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-86.96%
-15.59%
SPWH
VSTO

Volatility

SPWH vs. VSTO - Volatility Comparison

Sportsman's Warehouse Holdings, Inc. (SPWH) has a higher volatility of 29.97% compared to Vista Outdoor Inc. (VSTO) at 0.65%. This indicates that SPWH's price experiences larger fluctuations and is considered to be riskier than VSTO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
29.97%
0.65%
SPWH
VSTO

Financials

SPWH vs. VSTO - Financials Comparison

This section allows you to compare key financial metrics between Sportsman's Warehouse Holdings, Inc. and Vista Outdoor 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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