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STX vs. WDC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between STX and WDC is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

STX vs. WDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Seagate Technology plc (STX) and Western Digital Corporation (WDC). The values are adjusted to include any dividend payments, if applicable.

800.00%1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,521.63%
926.37%
STX
WDC

Key characteristics

Sharpe Ratio

STX:

0.32

WDC:

0.56

Sortino Ratio

STX:

0.65

WDC:

1.03

Omega Ratio

STX:

1.08

WDC:

1.13

Calmar Ratio

STX:

0.39

WDC:

0.44

Martin Ratio

STX:

1.23

WDC:

1.73

Ulcer Index

STX:

7.98%

WDC:

12.68%

Daily Std Dev

STX:

30.95%

WDC:

38.99%

Max Drawdown

STX:

-88.74%

WDC:

-96.20%

Current Drawdown

STX:

-21.91%

WDC:

-38.31%

Fundamentals

Market Cap

STX:

$19.99B

WDC:

$22.35B

EPS

STX:

$3.87

WDC:

$0.91

PE Ratio

STX:

24.42

WDC:

71.03

PEG Ratio

STX:

0.30

WDC:

490.33

Total Revenue (TTM)

STX:

$7.27B

WDC:

$14.35B

Gross Profit (TTM)

STX:

$2.10B

WDC:

$4.79B

EBITDA (TTM)

STX:

$1.49B

WDC:

$2.10B

Returns By Period

In the year-to-date period, STX achieves a 5.29% return, which is significantly lower than WDC's 15.03% return. Over the past 10 years, STX has outperformed WDC with an annualized return of 7.58%, while WDC has yielded a comparatively lower -4.39% annualized return.


STX

YTD

5.29%

1M

-11.97%

6M

-14.10%

1Y

5.55%

5Y*

12.26%

10Y*

7.58%

WDC

YTD

15.03%

1M

-8.56%

6M

-20.50%

1Y

14.39%

5Y*

-0.38%

10Y*

-4.39%

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Risk-Adjusted Performance

STX vs. WDC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Seagate Technology plc (STX) and Western Digital Corporation (WDC). 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 STX, currently valued at 0.32, compared to the broader market-4.00-2.000.002.000.320.56
The chart of Sortino ratio for STX, currently valued at 0.65, compared to the broader market-4.00-2.000.002.004.000.651.03
The chart of Omega ratio for STX, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.13
The chart of Calmar ratio for STX, currently valued at 0.39, compared to the broader market0.002.004.006.000.390.44
The chart of Martin ratio for STX, currently valued at 1.23, compared to the broader market-5.000.005.0010.0015.0020.0025.001.231.73
STX
WDC

The current STX Sharpe Ratio is 0.32, which is lower than the WDC Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of STX and WDC, 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.32
0.56
STX
WDC

Dividends

STX vs. WDC - Dividend Comparison

STX's dividend yield for the trailing twelve months is around 3.23%, while WDC has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
STX
Seagate Technology plc
3.23%3.28%5.32%2.40%4.21%4.27%6.53%6.02%6.60%6.14%2.75%2.12%
WDC
Western Digital Corporation
0.00%0.00%0.00%0.00%1.81%2.36%5.41%2.51%2.94%4.00%1.36%1.25%

Drawdowns

STX vs. WDC - Drawdown Comparison

The maximum STX drawdown since its inception was -88.74%, smaller than the maximum WDC drawdown of -96.20%. Use the drawdown chart below to compare losses from any high point for STX and WDC. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-21.91%
-38.31%
STX
WDC

Volatility

STX vs. WDC - Volatility Comparison

The current volatility for Seagate Technology plc (STX) is 8.32%, while Western Digital Corporation (WDC) has a volatility of 13.06%. This indicates that STX experiences smaller price fluctuations and is considered to be less risky than WDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
8.32%
13.06%
STX
WDC

Financials

STX vs. WDC - Financials Comparison

This section allows you to compare key financial metrics between Seagate Technology plc and Western Digital Corporation. 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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