W vs. RDFN

Last updated Jun 4, 2026

W (Wayfair Inc.) and RDFN (Redfin Corporation) are both stocks. W operates in Internet Retail (Consumer Cyclical), while RDFN operates in Real Estate - Services (Real Estate). At a 0.41 correlation, their price movements are largely independent.

Performance

W vs. RDFN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wayfair Inc. (W) and Redfin Corporation (RDFN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

W

• 1D: -4.07%
• 1M: 6.99%
• YTD: -30.90%
• 6M: -27.12%
• 1Y: 61.42%
• 3Y*: 17.10%
• 5Y*: -26.39%
• 10Y*: 5.14%

RDFN

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

W vs. RDFN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
W Wayfair Inc.	-30.90%	126.56%	-28.17%	87.60%	-82.69%	-15.87%	149.87%	0.32%	12.22%	2.65%
RDFN Redfin Corporation	0.00%	42.19%	-23.74%	143.40%	-88.96%	-44.06%	224.65%	46.81%	-54.02%	44.33%

Correlation

The correlation between W and RDFN is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.03
Correlation (3Y) Calculated over the trailing 3-year period	0.36
Correlation (5Y) Calculated over the trailing 5-year period	0.50
Correlation (All Time) Calculated using the full available price history since Jul 31, 2017	0.41

Over the past year, the correlation between W and RDFN has dropped to 0.03 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.

Fundamentals

Total Revenue (TTM) W : $12.66B RDFN : $1.04B
Gross Profit (TTM) W : $3.81B RDFN : $364.02M
EBITDA (TTM) W : $115.00M RDFN : -$129.82M

Return for Risk

W vs. RDFN — Risk / Return Rank

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

W

W Risk / Return Rank: 67
W Sharpe Ratio Rank: 71
W Sortino Ratio Rank: 69
W Omega Ratio Rank: 67
W Calmar Ratio Rank: 64
W Martin Ratio Rank: 64

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.

W vs. RDFN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wayfair Inc. (W) and Redfin Corporation (RDFN). 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.

	W	RDFN	Difference
Sharpe ratio Return per unit of total volatility	0.99	—	—
Sortino ratio Return per unit of downside risk	1.68	—	—
Omega ratio Gain probability vs. loss probability	1.21	—	—
Calmar ratio Return relative to maximum drawdown	1.19	—	—
Martin ratio Return relative to average drawdown	2.73	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	W	RDFN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.99	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.33	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.07	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.07	—	—

Drawdowns

Drawdown Indicators

	W	RDFN	Difference
Max Drawdown Largest peak-to-trough decline	-93.01%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-51.78%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-71.49%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-92.75%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-93.01%	—	—
Current Drawdown Current decline from peak	-79.92%	—	—
Average Drawdown Average peak-to-trough decline	-44.37%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	22.56%	—	—

Volatility

Volatility by Period

	W	RDFN	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.61%	—	—
Volatility (6M) Calculated over the trailing 6-month period	46.02%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	62.45%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	79.89%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	74.87%	—	—

Dividends

W vs. RDFN - Dividend Comparison

Neither W nor RDFN has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both W and RDFN in my portfolio?

W and RDFN have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.