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TRUP vs. CHWY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TRUP vs. CHWY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Trupanion, Inc. (TRUP) and Chewy, Inc. (CHWY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TRUP achieves a -30.88% return, which is significantly higher than CHWY's -36.82% return.


TRUP

1D
-0.04%
1M
9.22%
6M
-28.17%
YTD
-30.88%
1Y
-48.09%
3Y*
-3.63%
5Y*
-25.56%
10Y*
6.16%

CHWY

1D
1.02%
1M
8.13%
6M
-35.09%
YTD
-36.82%
1Y
-45.04%
3Y*
-18.50%
5Y*
-24.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRUP vs. CHWY - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TRUP
Trupanion, Inc.
-30.88%-22.47%57.98%-35.81%-64.00%10.29%219.57%10.80%
CHWY
Chewy, Inc.
-36.82%-1.31%41.73%-36.27%-37.12%-34.40%209.97%-19.44%

Correlation

The correlation between TRUP and CHWY is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.28

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Jun 14, 2019

0.35

The correlation between TRUP and CHWY shifts across timeframes, from 0.18 (1 year) to 0.39 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

TRUP:

$1.13B

CHWY:

$8.65B

EPS

TRUP:

$0.59

CHWY:

$0.47

PE Ratio

TRUP:

43.66

CHWY:

44.51

PS Ratio

TRUP:

0.76

CHWY:

0.70

PB Ratio

TRUP:

2.86

CHWY:

20.88

Total Revenue (TTM)

TRUP:

$1.48B

CHWY:

$12.75B

Gross Profit (TTM)

TRUP:

$571.84M

CHWY:

$3.79B

EBITDA (TTM)

TRUP:

$57.57M

CHWY:

$330.60M

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Return for Risk

TRUP vs. CHWY — Risk / Return Rank

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

TRUP
TRUP Risk / Return Rank: 66
Overall Rank
TRUP Sharpe Ratio Rank: 22
Sharpe Ratio Rank
TRUP Sortino Ratio Rank: 33
Sortino Ratio Rank
TRUP Omega Ratio Rank: 44
Omega Ratio Rank
TRUP Calmar Ratio Rank: 1010
Calmar Ratio Rank
TRUP Martin Ratio Rank: 1111
Martin Ratio Rank

CHWY
CHWY Risk / Return Rank: 99
Overall Rank
CHWY Sharpe Ratio Rank: 66
Sharpe Ratio Rank
CHWY Sortino Ratio Rank: 77
Sortino Ratio Rank
CHWY Omega Ratio Rank: 99
Omega Ratio Rank
CHWY Calmar Ratio Rank: 1313
Calmar Ratio Rank
CHWY Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TRUP vs. CHWY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Trupanion, Inc. (TRUP) and Chewy, Inc. (CHWY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TRUPCHWYDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.48

Omega ratioGain probability vs. loss probability

0.77

0.83

-0.06

Calmar ratioReturn relative to maximum drawdown

-0.85

-0.79

-0.06

Martin ratioReturn relative to average drawdown

-1.34

-1.45

+0.11

TRUP vs. CHWY - Sharpe Ratio Comparison

The current TRUP Sharpe Ratio is -1.25, which is comparable to the CHWY Sharpe Ratio of -0.98. The chart below compares the historical Sharpe Ratios of TRUP and CHWY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TRUP vs. CHWY - Drawdown Comparison

The maximum TRUP drawdown since its inception was -87.34%, roughly equal to the maximum CHWY drawdown of -87.37%. Use the drawdown chart below to compare losses from any high point for TRUP and CHWY.


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Drawdown Indicators


TRUPCHWYDifference

Max Drawdown

Largest peak-to-trough decline

-87.34%

-87.37%

+0.03%

Max Drawdown (1Y)

Largest decline over 1 year

-58.05%

-58.63%

+0.58%

Max Drawdown (3Y)

Largest decline over 3 years

-61.98%

-63.68%

+1.70%

Max Drawdown (5Y)

Largest decline over 5 years

-87.34%

-84.34%

-3.00%

Max Drawdown (10Y)

Largest decline over 10 years

-87.34%

Current Drawdown

Current decline from peak

-83.38%

-82.41%

-0.97%

Average Drawdown

Average peak-to-trough decline

-40.39%

-54.47%

+14.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.67%

31.80%

+4.87%

Volatility

TRUP vs. CHWY - Volatility Comparison

The current volatility for Trupanion, Inc. (TRUP) is 11.76%, while Chewy, Inc. (CHWY) has a volatility of 16.02%. This indicates that TRUP experiences smaller price fluctuations and is considered to be less risky than CHWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRUPCHWYDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.76%

16.02%

-4.26%

Volatility (6M)

Calculated over the trailing 6-month period

32.87%

36.52%

-3.65%

Volatility (1Y)

Calculated over the trailing 1-year period

39.47%

47.11%

-7.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

71.46%

60.70%

+10.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.38%

61.07%

+1.31%

Dividends

TRUP vs. CHWY - Dividend Comparison

Neither TRUP nor CHWY has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

TRUP vs. CHWY - Financials Comparison

This section allows you to compare key financial metrics between Trupanion, Inc. and Chewy, 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


0.00500.00M1.00B1.50B2.00B2.50B3.00B3.50BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026April
384.05M
3.26B
(TRUP) Total Revenue
(CHWY) Total Revenue
Values in USD except per share items

TRUP vs. CHWY - Profitability Comparison

The chart below illustrates the profitability comparison between Trupanion, Inc. and Chewy, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026April
89.3%
29.4%
Portfolio components
TRUP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Trupanion, Inc. reported a gross profit of 342.93M and revenue of 384.05M. Therefore, the gross margin over that period was 89.3%.

CHWY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Chewy, Inc. reported a gross profit of 959.70M and revenue of 3.26B. Therefore, the gross margin over that period was 29.4%.

TRUP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Trupanion, Inc. reported an operating income of 4.78M and revenue of 384.05M, resulting in an operating margin of 1.2%.

CHWY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Chewy, Inc. reported an operating income of 42.50M and revenue of 3.26B, resulting in an operating margin of 1.3%.

TRUP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Trupanion, Inc. reported a net income of 4.88M and revenue of 384.05M, resulting in a net margin of 1.3%.

CHWY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Chewy, Inc. reported a net income of 39.20M and revenue of 3.26B, resulting in a net margin of 1.2%.


Frequently Asked Questions


TRUP and CHWY have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CHWY has higher volatility (16.02%) compared to TRUP (11.76%). In terms of maximum drawdown, TRUP dropped -87.34% vs CHWY's -87.37%.

CHWY currently has the higher Sharpe Ratio (-0.98 vs -1.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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