TWCUX vs. WWD

Last updated Apr 1, 2026

Compare and contrast key facts about American Century Ultra Fund (TWCUX) and Woodward, Inc. (WWD).

TWCUX is managed by American Century. It was launched on Nov 2, 1981.

Performance

TWCUX vs. WWD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Ultra Fund (TWCUX) and Woodward, Inc. (WWD). The values are adjusted to include any dividend payments, if applicable.

TWCUX vs. WWD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TWCUX American Century Ultra Fund	-12.28%	12.66%	29.54%	43.36%	-32.38%	23.47%	49.79%	34.60%	0.70%	31.65%
WWD Woodward, Inc.	18.49%	82.58%	23.01%	41.97%	-11.09%	-9.43%	3.18%	60.42%	-2.23%	11.63%

Returns By Period

In the year-to-date period, TWCUX achieves a -12.28% return, which is significantly lower than WWD's 18.49% return. Over the past 10 years, TWCUX has underperformed WWD with an annualized return of 15.69%, while WWD has yielded a comparatively higher 21.97% annualized return.

TWCUX

• 1D: -0.65%
• 1M: -8.79%
• YTD: -12.28%
• 6M: -10.88%
• 1Y: 11.48%
• 3Y*: 16.46%
• 5Y*: 8.90%
• 10Y*: 15.69%

WWD

• 1D: 4.80%
• 1M: -7.46%
• YTD: 18.49%
• 6M: 41.90%
• 1Y: 96.99%
• 3Y*: 55.23%
• 5Y*: 24.56%
• 10Y*: 21.97%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

TWCUX vs. WWD — Risk / Return Rank

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

TWCUX

TWCUX Risk / Return Rank: 20
TWCUX Sharpe Ratio Rank: 20
TWCUX Sortino Ratio Rank: 23
TWCUX Omega Ratio Rank: 22
TWCUX Calmar Ratio Rank: 18
TWCUX Martin Ratio Rank: 18

WWD

WWD Risk / Return Rank: 95
WWD Sharpe Ratio Rank: 95
WWD Sortino Ratio Rank: 95
WWD Omega Ratio Rank: 94
WWD Calmar Ratio Rank: 95
WWD Martin Ratio Rank: 96

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.

TWCUX vs. WWD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Ultra Fund (TWCUX) and Woodward, Inc. (WWD). 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.

	TWCUX	WWD	Difference
Sharpe ratio Return per unit of total volatility	0.50	2.62	-2.13
Sortino ratio Return per unit of downside risk	0.88	3.42	-2.54
Omega ratio Gain probability vs. loss probability	1.12	1.48	-0.36
Calmar ratio Return relative to maximum drawdown	0.53	5.56	-5.04
Martin ratio Return relative to average drawdown	1.87	17.60	-15.72
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TWCUX vs. WWD - Sharpe Ratio Comparison

The current TWCUX Sharpe Ratio is 0.50, which is lower than the WWD Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of TWCUX and WWD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TWCUX	WWD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.50	2.62	-2.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.40	0.79	-0.39
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.72	0.63	+0.09
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.46	+0.05

Correlation

The correlation between TWCUX and WWD 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.

Dividends

TWCUX vs. WWD - Dividend Comparison

TWCUX's dividend yield for the trailing twelve months is around 13.19%, more than WWD's 0.32% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TWCUX American Century Ultra Fund	13.19%	11.57%	3.58%	6.09%	7.42%	6.78%	2.80%	4.27%	8.24%	5.85%	4.58%	5.21%
WWD Woodward, Inc.	0.32%	0.37%	0.60%	0.65%	0.79%	0.59%	0.43%	0.55%	0.77%	0.65%	0.64%	0.81%

Drawdowns

TWCUX vs. WWD - Drawdown Comparison

The maximum TWCUX drawdown since its inception was -62.11%, smaller than the maximum WWD drawdown of -83.18%. Use the drawdown chart below to compare losses from any high point for TWCUX and WWD.

Drawdown Indicators

	TWCUX	WWD	Difference
Max Drawdown Largest peak-to-trough decline	-62.11%	-83.18%	+21.07%
Max Drawdown (1Y) Largest decline over 1 year	-15.72%	-17.28%	+1.56%
Max Drawdown (5Y) Largest decline over 5 years	-35.23%	-37.64%	+2.41%
Max Drawdown (10Y) Largest decline over 10 years	-35.23%	-60.61%	+25.38%
Current Drawdown Current decline from peak	-15.72%	-11.09%	-4.63%
Average Drawdown Average peak-to-trough decline	-16.86%	-17.94%	+1.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.42%	5.46%	-1.04%

Volatility

TWCUX vs. WWD - Volatility Comparison

The current volatility for American Century Ultra Fund (TWCUX) is 5.77%, while Woodward, Inc. (WWD) has a volatility of 13.20%. This indicates that TWCUX experiences smaller price fluctuations and is considered to be less risky than WWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TWCUX	WWD	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.77%	13.20%	-7.43%
Volatility (6M) Calculated over the trailing 6-month period	12.65%	27.81%	-15.16%
Volatility (1Y) Calculated over the trailing 1-year period	23.09%	37.20%	-14.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.53%	31.46%	-8.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.00%	35.02%	-13.02%