UWMC vs. FI

In the year-to-date period, UWMC achieves a -31.22% return, which is significantly lower than FI's -21.03% return.

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This table presents a comparison of risk-adjusted performance metrics for UWM Holdings Corporation (UWMC) and Fiserv Inc. (FI). 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.

The current UWMC Sharpe Ratio is -0.91, which is lower than the FI Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of UWMC and FI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

UWMC's dividend yield for the trailing twelve months is around 10.08%, while FI has not paid dividends to shareholders.

The maximum UWMC drawdown since its inception was -76.27%, which is greater than FI's maximum drawdown of -37.85%. Use the drawdown chart below to compare losses from any high point for UWMC and FI. For additional features, visit the drawdowns tool.

The current volatility for UWM Holdings Corporation (UWMC) is 19.77%, while Fiserv Inc. (FI) has a volatility of 28.22%. This indicates that UWMC experiences smaller price fluctuations and is considered to be less risky than FI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between UWM Holdings Corporation and Fiserv 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.