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VOW.DE vs. PRCH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


VOW.DEPRCH
YTD Return-12.21%-55.19%
1Y Return-16.48%65.87%
3Y Return (Ann)-21.41%-58.57%
Sharpe Ratio-0.770.55
Daily Std Dev25.79%114.01%
Max Drawdown-93.35%-97.95%
Current Drawdown-81.37%-94.62%

Fundamentals


VOW.DEPRCH
Market Cap€47.54B$138.63M
EPS€29.76-$0.86
Total Revenue (TTM)€324.83B$470.46M
Gross Profit (TTM)€59.77B$192.13M
EBITDA (TTM)€56.06B-$6.31M

Correlation

-0.50.00.51.00.2

The correlation between VOW.DE and PRCH is 0.25, 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.

Performance

VOW.DE vs. PRCH - Performance Comparison

In the year-to-date period, VOW.DE achieves a -12.21% return, which is significantly higher than PRCH's -55.19% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-60.00%-40.00%-20.00%0.00%20.00%AprilMayJuneJulyAugustSeptember
-21.95%
-61.56%
VOW.DE
PRCH

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

VOW.DE vs. PRCH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Volkswagen AG (VOW.DE) and Porch Group, Inc. (PRCH). 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.


VOW.DE
Sharpe ratio
The chart of Sharpe ratio for VOW.DE, currently valued at -0.59, compared to the broader market-4.00-2.000.002.00-0.59
Sortino ratio
The chart of Sortino ratio for VOW.DE, currently valued at -0.70, compared to the broader market-6.00-4.00-2.000.002.004.00-0.70
Omega ratio
The chart of Omega ratio for VOW.DE, currently valued at 0.92, compared to the broader market0.501.001.502.000.92
Calmar ratio
The chart of Calmar ratio for VOW.DE, currently valued at -0.25, compared to the broader market0.001.002.003.004.005.00-0.25
Martin ratio
The chart of Martin ratio for VOW.DE, currently valued at -1.16, compared to the broader market-5.000.005.0010.0015.0020.00-1.16
PRCH
Sharpe ratio
The chart of Sharpe ratio for PRCH, currently valued at 0.74, compared to the broader market-4.00-2.000.002.000.74
Sortino ratio
The chart of Sortino ratio for PRCH, currently valued at 1.82, compared to the broader market-6.00-4.00-2.000.002.004.001.82
Omega ratio
The chart of Omega ratio for PRCH, currently valued at 1.22, compared to the broader market0.501.001.502.001.22
Calmar ratio
The chart of Calmar ratio for PRCH, currently valued at 0.86, compared to the broader market0.001.002.003.004.005.000.86
Martin ratio
The chart of Martin ratio for PRCH, currently valued at 2.08, compared to the broader market-5.000.005.0010.0015.0020.002.08

VOW.DE vs. PRCH - Sharpe Ratio Comparison

The current VOW.DE Sharpe Ratio is -0.77, which is lower than the PRCH Sharpe Ratio of 0.55. The chart below compares the 12-month rolling Sharpe Ratio of VOW.DE and PRCH.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AprilMayJuneJulyAugustSeptember
-0.59
0.74
VOW.DE
PRCH

Dividends

VOW.DE vs. PRCH - Dividend Comparison

VOW.DE's dividend yield for the trailing twelve months is around 9.25%, while PRCH has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
VOW.DE
Volkswagen AG
9.25%7.34%17.99%1.86%6.64%2.77%2.80%1.19%0.08%3.37%2.22%1.78%
PRCH
Porch Group, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VOW.DE vs. PRCH - Drawdown Comparison

The maximum VOW.DE drawdown since its inception was -93.35%, roughly equal to the maximum PRCH drawdown of -97.95%. Use the drawdown chart below to compare losses from any high point for VOW.DE and PRCH. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%AprilMayJuneJulyAugustSeptember
-62.57%
-94.62%
VOW.DE
PRCH

Volatility

VOW.DE vs. PRCH - Volatility Comparison

The current volatility for Volkswagen AG (VOW.DE) is 9.91%, while Porch Group, Inc. (PRCH) has a volatility of 32.78%. This indicates that VOW.DE experiences smaller price fluctuations and is considered to be less risky than PRCH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%AprilMayJuneJulyAugustSeptember
9.91%
32.78%
VOW.DE
PRCH

Financials

VOW.DE vs. PRCH - Financials Comparison

This section allows you to compare key financial metrics between Volkswagen AG and Porch Group, 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



Please note, different currencies. VOW.DE values in EUR, PRCH values in USD