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

Correlation

The correlation between TW and EVR is 0.27, 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

TW vs. EVR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradeweb Markets Inc. (TW) and Evercore Inc. (EVR). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
23.41%
36.20%
TW
EVR

Key characteristics

Sharpe Ratio

TW:

2.12

EVR:

2.11

Sortino Ratio

TW:

2.95

EVR:

2.99

Omega Ratio

TW:

1.38

EVR:

1.38

Calmar Ratio

TW:

3.80

EVR:

5.00

Martin Ratio

TW:

12.81

EVR:

17.62

Ulcer Index

TW:

3.54%

EVR:

3.84%

Daily Std Dev

TW:

21.42%

EVR:

32.06%

Max Drawdown

TW:

-48.64%

EVR:

-81.49%

Current Drawdown

TW:

-4.24%

EVR:

-13.54%

Fundamentals

Market Cap

TW:

$29.14B

EVR:

$11.05B

EPS

TW:

$2.08

EVR:

$7.79

PE Ratio

TW:

64.20

EVR:

37.25

PEG Ratio

TW:

3.07

EVR:

1.13

Total Revenue (TTM)

TW:

$1.63B

EVR:

$2.81B

Gross Profit (TTM)

TW:

$1.25B

EVR:

$2.25B

EBITDA (TTM)

TW:

$893.81M

EVR:

$480.71M

Returns By Period

In the year-to-date period, TW achieves a 44.03% return, which is significantly lower than EVR's 61.57% return.


TW

YTD

44.03%

1M

-0.03%

6M

24.33%

1Y

44.77%

5Y*

23.40%

10Y*

N/A

EVR

YTD

61.57%

1M

-8.12%

6M

33.99%

1Y

65.29%

5Y*

32.06%

10Y*

20.80%

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

TW vs. EVR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradeweb Markets Inc. (TW) and Evercore Inc. (EVR). 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 TW, currently valued at 2.12, compared to the broader market-4.00-2.000.002.002.122.11
The chart of Sortino ratio for TW, currently valued at 2.95, compared to the broader market-4.00-2.000.002.004.002.952.99
The chart of Omega ratio for TW, currently valued at 1.38, compared to the broader market0.501.001.502.001.381.38
The chart of Calmar ratio for TW, currently valued at 3.79, compared to the broader market0.002.004.006.003.805.00
The chart of Martin ratio for TW, currently valued at 12.81, compared to the broader market0.0010.0020.0012.8117.62
TW
EVR

The current TW Sharpe Ratio is 2.12, which is comparable to the EVR Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of TW and EVR, 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 Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
2.12
2.11
TW
EVR

Dividends

TW vs. EVR - Dividend Comparison

TW's dividend yield for the trailing twelve months is around 0.31%, less than EVR's 1.16% yield.


TTM20232022202120202019201820172016201520142013
TW
Tradeweb Markets Inc.
0.31%0.40%0.49%0.32%0.51%0.52%0.00%0.00%0.00%0.00%0.00%0.00%
EVR
Evercore Inc.
1.16%1.75%2.60%1.95%2.14%3.00%2.66%1.58%1.85%2.13%1.97%1.52%

Drawdowns

TW vs. EVR - Drawdown Comparison

The maximum TW drawdown since its inception was -48.64%, smaller than the maximum EVR drawdown of -81.49%. Use the drawdown chart below to compare losses from any high point for TW and EVR. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.24%
-13.54%
TW
EVR

Volatility

TW vs. EVR - Volatility Comparison

The current volatility for Tradeweb Markets Inc. (TW) is 7.30%, while Evercore Inc. (EVR) has a volatility of 8.54%. This indicates that TW experiences smaller price fluctuations and is considered to be less risky than EVR 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
7.30%
8.54%
TW
EVR

Financials

TW vs. EVR - Financials Comparison

This section allows you to compare key financial metrics between Tradeweb Markets Inc. and Evercore 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 © 2024 PortfoliosLab