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THO vs. WGO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


THOWGO
YTD Return-6.63%-14.43%
1Y Return23.33%4.15%
3Y Return (Ann)2.40%-3.25%
5Y Return (Ann)12.09%5.72%
10Y Return (Ann)9.15%11.79%
Sharpe Ratio0.580.05
Sortino Ratio0.980.32
Omega Ratio1.131.04
Calmar Ratio0.550.04
Martin Ratio1.230.10
Ulcer Index17.05%17.17%
Daily Std Dev35.85%35.28%
Max Drawdown-81.02%-91.48%
Current Drawdown-23.17%-25.99%

Fundamentals


THOWGO
Market Cap$5.78B$1.77B
EPS$4.94$0.44
PE Ratio22.03138.86
PEG Ratio0.901.81
Total Revenue (TTM)$7.54B$2.97B
Gross Profit (TTM)$1.18B$422.20M
EBITDA (TTM)$537.09M$156.20M

Correlation

-0.50.00.51.00.5

The correlation between THO and WGO is 0.46, 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.

Performance

THO vs. WGO - Performance Comparison

In the year-to-date period, THO achieves a -6.63% return, which is significantly higher than WGO's -14.43% return. Over the past 10 years, THO has underperformed WGO with an annualized return of 9.15%, while WGO has yielded a comparatively higher 11.79% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.10%
-3.59%
THO
WGO

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Risk-Adjusted Performance

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.


THO
Sharpe ratio
The chart of Sharpe ratio for THO, currently valued at 0.58, compared to the broader market-4.00-2.000.002.004.000.58
Sortino ratio
The chart of Sortino ratio for THO, currently valued at 0.98, compared to the broader market-4.00-2.000.002.004.006.000.98
Omega ratio
The chart of Omega ratio for THO, currently valued at 1.13, compared to the broader market0.501.001.502.001.13
Calmar ratio
The chart of Calmar ratio for THO, currently valued at 0.55, compared to the broader market0.002.004.006.000.55
Martin ratio
The chart of Martin ratio for THO, currently valued at 1.23, compared to the broader market0.0010.0020.0030.001.23
WGO
Sharpe ratio
The chart of Sharpe ratio for WGO, currently valued at 0.05, compared to the broader market-4.00-2.000.002.004.000.05
Sortino ratio
The chart of Sortino ratio for WGO, currently valued at 0.32, compared to the broader market-4.00-2.000.002.004.006.000.32
Omega ratio
The chart of Omega ratio for WGO, currently valued at 1.04, compared to the broader market0.501.001.502.001.04
Calmar ratio
The chart of Calmar ratio for WGO, currently valued at 0.04, compared to the broader market0.002.004.006.000.04
Martin ratio
The chart of Martin ratio for WGO, currently valued at 0.10, compared to the broader market0.0010.0020.0030.000.10

THO vs. WGO - Sharpe Ratio Comparison

The current THO Sharpe Ratio is 0.58, which is higher than the WGO Sharpe Ratio of 0.05. 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-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.58
0.05
THO
WGO

Dividends

THO vs. WGO - Dividend Comparison

THO's dividend yield for the trailing twelve months is around 1.78%, less than WGO's 2.08% yield.


TTM20232022202120202019201820172016201520142013
THO
Thor Industries, Inc.
1.78%1.57%2.33%1.62%1.74%2.13%2.92%0.93%1.26%2.03%1.79%3.30%
WGO
Winnebago Industries, Inc.
2.08%1.54%1.54%0.72%0.75%0.83%1.65%0.72%1.26%1.86%0.41%0.00%

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.


-40.00%-35.00%-30.00%-25.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-23.17%
-25.99%
THO
WGO

Volatility

THO vs. WGO - Volatility Comparison

The current volatility for Thor Industries, Inc. (THO) is 10.47%, while Winnebago Industries, Inc. (WGO) has a volatility of 16.11%. 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%JuneJulyAugustSeptemberOctoberNovember
10.47%
16.11%
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