W vs. SHOP

Last updated Apr 1, 2026

Compare and contrast key facts about Wayfair Inc. (W) and Shopify Inc. (SHOP).

Performance

W vs. SHOP - Performance Comparison

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

W vs. SHOP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
W Wayfair Inc.	-25.10%	126.56%	-28.17%	87.60%	-82.69%	-15.87%	149.87%	0.32%	12.22%	129.02%
SHOP Shopify Inc.	-26.31%	51.39%	36.50%	124.43%	-74.80%	21.68%	184.71%	187.17%	37.08%	135.60%

Fundamentals

EPS W : -$2.41 SHOP : $1.41
PS Ratio W : 0.78 SHOP : 13.15
Total Revenue (TTM) W : $12.46B SHOP : $7.88B
Gross Profit (TTM) W : $3.77B SHOP : $5.56B
EBITDA (TTM) W : $282.00M SHOP : $1.61B

Returns By Period

The year-to-date returns for both stocks are quite close, with W having a -25.10% return and SHOP slightly lower at -26.31%. Over the past 10 years, W has underperformed SHOP with an annualized return of 5.52%, while SHOP has yielded a comparatively higher 45.21% annualized return.

W

• 1D: 8.14%
• 1M: -1.47%
• YTD: -25.10%
• 6M: -15.81%
• 1Y: 134.81%
• 3Y*: 29.86%
• 5Y*: -25.96%
• 10Y*: 5.52%

SHOP

• 1D: 6.13%
• 1M: -1.75%
• YTD: -26.31%
• 6M: -20.18%
• 1Y: 24.24%
• 3Y*: 35.25%
• 5Y*: 0.53%
• 10Y*: 45.21%

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

Return for Risk

W vs. SHOP — Risk / Return Rank

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

W

W Risk / Return Rank: 86
W Sharpe Ratio Rank: 89
W Sortino Ratio Rank: 85
W Omega Ratio Rank: 86
W Calmar Ratio Rank: 86
W Martin Ratio Rank: 85

SHOP

SHOP Risk / Return Rank: 57
SHOP Sharpe Ratio Rank: 57
SHOP Sortino Ratio Rank: 57
SHOP Omega Ratio Rank: 56
SHOP Calmar Ratio Rank: 56
SHOP Martin Ratio Rank: 58

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. SHOP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wayfair Inc. (W) and Shopify Inc. (SHOP). 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	SHOP	Difference
Sharpe ratio Return per unit of total volatility	1.78	0.40	+1.38
Sortino ratio Return per unit of downside risk	2.37	1.01	+1.35
Omega ratio Gain probability vs. loss probability	1.33	1.13	+0.21
Calmar ratio Return relative to maximum drawdown	2.94	0.59	+2.34
Martin ratio Return relative to average drawdown	7.88	1.44	+6.45
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

W vs. SHOP - Sharpe Ratio Comparison

The current W Sharpe Ratio is 1.78, which is higher than the SHOP Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of W and SHOP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	W	SHOP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.78	0.40	+1.38
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.33	0.01	-0.34
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.07	0.77	-0.70
Sharpe Ratio (All Time) Calculated using the full available price history	0.08	0.72	-0.63

Correlation

The correlation between W and SHOP is 0.47, 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.

Dividends

W vs. SHOP - Dividend Comparison

Neither W nor SHOP has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

W vs. SHOP - Drawdown Comparison

The maximum W drawdown since its inception was -93.01%, which is greater than SHOP's maximum drawdown of -84.82%. Use the drawdown chart below to compare losses from any high point for W and SHOP.

Drawdown Indicators

	W	SHOP	Difference
Max Drawdown Largest peak-to-trough decline	-93.01%	-84.82%	-8.19%
Max Drawdown (1Y) Largest decline over 1 year	-41.58%	-38.18%	-3.40%
Max Drawdown (5Y) Largest decline over 5 years	-92.88%	-84.82%	-8.06%
Max Drawdown (10Y) Largest decline over 10 years	-93.01%	-84.82%	-8.19%
Current Drawdown Current decline from peak	-78.23%	-33.74%	-44.49%
Average Drawdown Average peak-to-trough decline	-43.83%	-28.09%	-15.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.50%	15.78%	-0.28%

Volatility

W vs. SHOP - Volatility Comparison

Wayfair Inc. (W) has a higher volatility of 18.17% compared to Shopify Inc. (SHOP) at 15.49%. This indicates that W's price experiences larger fluctuations and is considered to be riskier than SHOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	W	SHOP	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.17%	15.49%	+2.68%
Volatility (6M) Calculated over the trailing 6-month period	47.79%	38.93%	+8.86%
Volatility (1Y) Calculated over the trailing 1-year period	76.44%	60.86%	+15.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	79.56%	65.06%	+14.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	74.59%	58.59%	+16.00%

Financials