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UAA vs. WMG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between UAA and WMG is 0.31, 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

UAA vs. WMG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Under Armour, Inc. (UAA) and Warner Music Group Corp. (WMG). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember2025
25.00%
-4.46%
UAA
WMG

Key characteristics

Sharpe Ratio

UAA:

0.20

WMG:

-0.50

Sortino Ratio

UAA:

0.74

WMG:

-0.53

Omega Ratio

UAA:

1.10

WMG:

0.93

Calmar Ratio

UAA:

0.12

WMG:

-0.33

Martin Ratio

UAA:

0.57

WMG:

-0.94

Ulcer Index

UAA:

18.35%

WMG:

14.49%

Daily Std Dev

UAA:

53.43%

WMG:

27.18%

Max Drawdown

UAA:

-88.15%

WMG:

-54.04%

Current Drawdown

UAA:

-84.75%

WMG:

-34.68%

Fundamentals

Market Cap

UAA:

$3.31B

WMG:

$15.56B

EPS

UAA:

-$0.04

WMG:

$0.83

PEG Ratio

UAA:

2.02

WMG:

1.20

Total Revenue (TTM)

UAA:

$3.91B

WMG:

$4.68B

Gross Profit (TTM)

UAA:

$1.86B

WMG:

$2.12B

EBITDA (TTM)

UAA:

-$43.34M

WMG:

$750.00M

Returns By Period

In the year-to-date period, UAA achieves a -0.97% return, which is significantly higher than WMG's -2.45% return.


UAA

YTD

-0.97%

1M

-4.87%

6M

22.57%

1Y

9.19%

5Y*

-16.82%

10Y*

-13.81%

WMG

YTD

-2.45%

1M

-2.95%

6M

-4.67%

1Y

-15.10%

5Y*

N/A

10Y*

N/A

*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

UAA vs. WMG — Risk-Adjusted Performance Rank

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

UAA
The Risk-Adjusted Performance Rank of UAA is 5252
Overall Rank
The Sharpe Ratio Rank of UAA is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of UAA is 5252
Sortino Ratio Rank
The Omega Ratio Rank of UAA is 5252
Omega Ratio Rank
The Calmar Ratio Rank of UAA is 5151
Calmar Ratio Rank
The Martin Ratio Rank of UAA is 5252
Martin Ratio Rank

WMG
The Risk-Adjusted Performance Rank of WMG is 2222
Overall Rank
The Sharpe Ratio Rank of WMG is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of WMG is 1919
Sortino Ratio Rank
The Omega Ratio Rank of WMG is 1919
Omega Ratio Rank
The Calmar Ratio Rank of WMG is 2626
Calmar Ratio Rank
The Martin Ratio Rank of WMG is 2525
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.

UAA vs. WMG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Under Armour, Inc. (UAA) and Warner Music Group Corp. (WMG). 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 UAA, currently valued at 0.20, compared to the broader market-2.000.002.004.000.20-0.50
The chart of Sortino ratio for UAA, currently valued at 0.74, compared to the broader market-4.00-2.000.002.004.006.000.74-0.53
The chart of Omega ratio for UAA, currently valued at 1.10, compared to the broader market0.501.001.502.001.100.93
The chart of Calmar ratio for UAA, currently valued at 0.14, compared to the broader market0.002.004.006.000.14-0.33
The chart of Martin ratio for UAA, currently valued at 0.57, compared to the broader market-10.000.0010.0020.0030.000.57-0.94
UAA
WMG

The current UAA Sharpe Ratio is 0.20, which is higher than the WMG Sharpe Ratio of -0.50. The chart below compares the historical Sharpe Ratios of UAA and WMG, 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-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
0.20
-0.50
UAA
WMG

Dividends

UAA vs. WMG - Dividend Comparison

UAA has not paid dividends to shareholders, while WMG's dividend yield for the trailing twelve months is around 2.31%.


TTM20242023202220212020
UAA
Under Armour, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%
WMG
Warner Music Group Corp.
2.31%2.26%1.84%1.77%1.25%0.63%

Drawdowns

UAA vs. WMG - Drawdown Comparison

The maximum UAA drawdown since its inception was -88.15%, which is greater than WMG's maximum drawdown of -54.04%. Use the drawdown chart below to compare losses from any high point for UAA and WMG. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%AugustSeptemberOctoberNovemberDecember2025
-69.58%
-34.68%
UAA
WMG

Volatility

UAA vs. WMG - Volatility Comparison

Under Armour, Inc. (UAA) has a higher volatility of 8.89% compared to Warner Music Group Corp. (WMG) at 7.44%. This indicates that UAA's price experiences larger fluctuations and is considered to be riskier than WMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%AugustSeptemberOctoberNovemberDecember2025
8.89%
7.44%
UAA
WMG

Financials

UAA vs. WMG - Financials Comparison

This section allows you to compare key financial metrics between Under Armour, Inc. and Warner Music Group Corp.. 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
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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.

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