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W vs. RH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

W vs. RH - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-28.03%
44.48%
W
RH

Returns By Period

In the year-to-date period, W achieves a -28.64% return, which is significantly lower than RH's 26.26% return. Over the past 10 years, W has underperformed RH with an annualized return of 6.60%, while RH has yielded a comparatively higher 15.88% annualized return.


W

YTD

-28.64%

1M

-5.17%

6M

-28.03%

1Y

-9.90%

5Y (annualized)

-12.29%

10Y (annualized)

6.60%

RH

YTD

26.26%

1M

12.91%

6M

44.48%

1Y

36.30%

5Y (annualized)

13.50%

10Y (annualized)

15.88%

Fundamentals


WRH
Market Cap$5.31B$6.22B
EPS-$4.46$2.09
PEG Ratio23.501.19
Total Revenue (TTM)$11.84B$3.05B
Gross Profit (TTM)$3.48B$1.35B
EBITDA (TTM)-$108.00M$404.19M

Key characteristics


WRH
Sharpe Ratio-0.150.57
Sortino Ratio0.241.30
Omega Ratio1.031.16
Calmar Ratio-0.110.51
Martin Ratio-0.381.91
Ulcer Index26.37%19.02%
Daily Std Dev64.79%63.21%
Max Drawdown-91.79%-76.26%
Current Drawdown-87.26%-50.17%

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Correlation

-0.50.00.51.00.4

The correlation between W and RH is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

W vs. RH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wayfair Inc. (W) and RH (RH). 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 -0.15, compared to the broader market-4.00-2.000.002.004.00-0.150.57
The chart of Sortino ratio for W, currently valued at 0.24, compared to the broader market-4.00-2.000.002.004.000.241.30
The chart of Omega ratio for W, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.16
The chart of Calmar ratio for W, currently valued at -0.11, compared to the broader market0.002.004.006.00-0.110.51
The chart of Martin ratio for W, currently valued at -0.38, compared to the broader market0.0010.0020.0030.00-0.381.91
W
RH

The current W Sharpe Ratio is -0.15, which is lower than the RH Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of W and RH, 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
-0.15
0.57
W
RH

Dividends

W vs. RH - Dividend Comparison

Neither W nor RH has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

W vs. RH - Drawdown Comparison

The maximum W drawdown since its inception was -91.79%, which is greater than RH's maximum drawdown of -76.26%. Use the drawdown chart below to compare losses from any high point for W and RH. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%JuneJulyAugustSeptemberOctoberNovember
-87.26%
-50.17%
W
RH

Volatility

W vs. RH - Volatility Comparison

Wayfair Inc. (W) has a higher volatility of 17.24% compared to RH (RH) at 11.31%. This indicates that W's price experiences larger fluctuations and is considered to be riskier than RH 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%
11.31%
W
RH

Financials

W vs. RH - Financials Comparison

This section allows you to compare key financial metrics between Wayfair Inc. and RH. 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