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W vs. GOOD.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

W vs. GOOD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wayfair Inc. (W) and Good Energy Group plc (GOOD.L). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-28.03%
32.57%
W
GOOD.L

Returns By Period

In the year-to-date period, W achieves a -28.64% return, which is significantly lower than GOOD.L's -2.67% return. Over the past 10 years, W has outperformed GOOD.L with an annualized return of 6.60%, while GOOD.L has yielded a comparatively lower 5.17% annualized return.


W

YTD

-28.64%

1M

-5.17%

6M

-28.03%

1Y

-9.90%

5Y (annualized)

-12.29%

10Y (annualized)

6.60%

GOOD.L

YTD

-2.67%

1M

23.68%

6M

34.80%

1Y

10.25%

5Y (annualized)

19.89%

10Y (annualized)

5.17%

Fundamentals


WGOOD.L
Market Cap$5.31B£66.62M
EPS-$4.46-£0.39
PEG Ratio23.500.00
Total Revenue (TTM)$11.84B£195.99M
Gross Profit (TTM)$3.48B£35.23M
EBITDA (TTM)-$108.00M-£1.75M

Key characteristics


WGOOD.L
Sharpe Ratio-0.150.16
Sortino Ratio0.240.69
Omega Ratio1.031.10
Calmar Ratio-0.110.25
Martin Ratio-0.380.33
Ulcer Index26.37%31.36%
Daily Std Dev64.79%64.66%
Max Drawdown-91.79%-67.88%
Current Drawdown-87.26%-13.30%

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Correlation

-0.50.00.51.00.1

The correlation between W and GOOD.L is 0.07, 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.

Risk-Adjusted Performance

W vs. GOOD.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wayfair Inc. (W) and Good Energy Group plc (GOOD.L). 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 W, currently valued at -0.33, compared to the broader market-4.00-2.000.002.004.00-0.33-0.09
The chart of Sortino ratio for W, currently valued at -0.09, compared to the broader market-4.00-2.000.002.004.00-0.090.34
The chart of Omega ratio for W, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.05
The chart of Calmar ratio for W, currently valued at -0.24, compared to the broader market0.002.004.006.00-0.24-0.13
The chart of Martin ratio for W, currently valued at -0.79, compared to the broader market0.0010.0020.0030.00-0.79-0.18
W
GOOD.L

The current W Sharpe Ratio is -0.15, which is lower than the GOOD.L Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of W and GOOD.L, 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-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.33
-0.09
W
GOOD.L

Dividends

W vs. GOOD.L - Dividend Comparison

W has not paid dividends to shareholders, while GOOD.L's dividend yield for the trailing twelve months is around 0.95%.


TTM20232022202120202019201820172016201520142013
W
Wayfair 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%
GOOD.L
Good Energy Group plc
0.95%0.82%1.42%0.31%0.00%1.71%3.53%1.81%1.20%2.73%1.56%1.31%

Drawdowns

W vs. GOOD.L - Drawdown Comparison

The maximum W drawdown since its inception was -91.79%, which is greater than GOOD.L's maximum drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for W and GOOD.L. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-87.26%
-14.21%
W
GOOD.L

Volatility

W vs. GOOD.L - Volatility Comparison

The current volatility for Wayfair Inc. (W) is 17.24%, while Good Energy Group plc (GOOD.L) has a volatility of 24.09%. This indicates that W experiences smaller price fluctuations and is considered to be less risky than GOOD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
17.24%
24.09%
W
GOOD.L

Financials

W vs. GOOD.L - Financials Comparison

This section allows you to compare key financial metrics between Wayfair Inc. and Good Energy Group plc. 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. W values in USD, GOOD.L values in GBp