PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
THO vs. WGO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between THO and WGO 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.


-0.50.00.51.00.5

Performance

THO vs. WGO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thor Industries, Inc. (THO) and Winnebago Industries, Inc. (WGO). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
2.57%
-16.00%
THO
WGO

Key characteristics

Sharpe Ratio

THO:

-0.23

WGO:

-0.74

Sortino Ratio

THO:

-0.08

WGO:

-0.92

Omega Ratio

THO:

0.99

WGO:

0.89

Calmar Ratio

THO:

-0.21

WGO:

-0.60

Martin Ratio

THO:

-0.42

WGO:

-1.36

Ulcer Index

THO:

18.85%

WGO:

19.69%

Daily Std Dev

THO:

35.01%

WGO:

36.14%

Max Drawdown

THO:

-81.02%

WGO:

-91.48%

Current Drawdown

THO:

-27.82%

WGO:

-41.75%

Fundamentals

Market Cap

THO:

$5.53B

WGO:

$1.39B

EPS

THO:

$3.84

WGO:

-$0.60

PEG Ratio

THO:

0.90

WGO:

0.18

Total Revenue (TTM)

THO:

$9.69B

WGO:

$2.84B

Gross Profit (TTM)

THO:

$1.46B

WGO:

$383.20M

EBITDA (TTM)

THO:

$618.24M

WGO:

$65.00M

Returns By Period

In the year-to-date period, THO achieves a 6.84% return, which is significantly higher than WGO's 0.66% return. Over the past 10 years, THO has underperformed WGO with an annualized return of 8.56%, while WGO has yielded a comparatively higher 10.92% annualized return.


THO

YTD

6.84%

1M

5.60%

6M

6.90%

1Y

-8.38%

5Y*

6.55%

10Y*

8.56%

WGO

YTD

0.66%

1M

-6.98%

6M

-14.82%

1Y

-27.76%

5Y*

-1.53%

10Y*

10.92%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

THO vs. WGO — Risk-Adjusted Performance Rank

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

THO
The Risk-Adjusted Performance Rank of THO is 3333
Overall Rank
The Sharpe Ratio Rank of THO is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of THO is 3030
Sortino Ratio Rank
The Omega Ratio Rank of THO is 3030
Omega Ratio Rank
The Calmar Ratio Rank of THO is 3333
Calmar Ratio Rank
The Martin Ratio Rank of THO is 3838
Martin Ratio Rank

WGO
The Risk-Adjusted Performance Rank of WGO is 1111
Overall Rank
The Sharpe Ratio Rank of WGO is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of WGO is 1212
Sortino Ratio Rank
The Omega Ratio Rank of WGO is 1313
Omega Ratio Rank
The Calmar Ratio Rank of WGO is 1212
Calmar Ratio Rank
The Martin Ratio Rank of WGO is 99
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.

THO vs. WGO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Thor Industries, Inc. (THO) and Winnebago Industries, Inc. (WGO). 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 THO, currently valued at -0.23, compared to the broader market-2.000.002.004.00-0.23-0.74
The chart of Sortino ratio for THO, currently valued at -0.08, compared to the broader market-4.00-2.000.002.004.00-0.08-0.92
The chart of Omega ratio for THO, currently valued at 0.99, compared to the broader market0.501.001.502.000.990.89
The chart of Calmar ratio for THO, currently valued at -0.21, compared to the broader market0.002.004.006.00-0.21-0.60
The chart of Martin ratio for THO, currently valued at -0.42, compared to the broader market-10.000.0010.0020.0030.00-0.42-1.36
THO
WGO

The current THO Sharpe Ratio is -0.23, which is higher than the WGO Sharpe Ratio of -0.74. The chart below compares the historical Sharpe Ratios of THO and WGO, 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-1.00-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
-0.23
-0.74
THO
WGO

Dividends

THO vs. WGO - Dividend Comparison

THO's dividend yield for the trailing twelve months is around 1.93%, less than WGO's 2.72% yield.


TTM20242023202220212020201920182017201620152014
THO
Thor Industries, Inc.
1.93%1.53%1.57%2.33%1.62%1.74%2.13%2.92%0.93%1.26%2.03%1.79%
WGO
Winnebago Industries, Inc.
2.72%2.66%1.54%1.54%0.72%0.75%0.83%1.65%0.72%1.26%2.31%0.41%

Drawdowns

THO vs. WGO - Drawdown Comparison

The maximum THO drawdown since its inception was -81.02%, smaller than the maximum WGO drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for THO and WGO. For additional features, visit the drawdowns tool.


-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%AugustSeptemberOctoberNovemberDecember2025
-27.82%
-41.75%
THO
WGO

Volatility

THO vs. WGO - Volatility Comparison

The current volatility for Thor Industries, Inc. (THO) is 9.43%, while Winnebago Industries, Inc. (WGO) has a volatility of 12.40%. This indicates that THO experiences smaller price fluctuations and is considered to be less risky than WGO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%AugustSeptemberOctoberNovemberDecember2025
9.43%
12.40%
THO
WGO

Financials

THO vs. WGO - Financials Comparison

This section allows you to compare key financial metrics between Thor Industries, Inc. and Winnebago Industries, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab