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

Correlation

The correlation between W and SHOP is 0.43, 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.


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.

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Key characteristics

Sharpe Ratio

W:

-0.74

SHOP:

0.80

Sortino Ratio

W:

-0.87

SHOP:

0.89

Omega Ratio

W:

0.89

SHOP:

1.12

Calmar Ratio

W:

-0.57

SHOP:

0.28

Martin Ratio

W:

-1.34

SHOP:

1.38

Ulcer Index

W:

39.49%

SHOP:

13.81%

Daily Std Dev

W:

74.49%

SHOP:

58.89%

Max Drawdown

W:

-93.01%

SHOP:

-84.82%

Current Drawdown

W:

-90.51%

SHOP:

-45.72%

Fundamentals

Market Cap

W:

$4.21B

SHOP:

$122.73B

EPS

W:

-$2.84

SHOP:

$1.23

PEG Ratio

W:

23.50

SHOP:

1.12

PS Ratio

W:

0.36

SHOP:

13.82

PB Ratio

W:

0.00

SHOP:

10.77

Total Revenue (TTM)

W:

$11.85B

SHOP:

$9.83B

Gross Profit (TTM)

W:

$3.49B

SHOP:

$4.87B

EBITDA (TTM)

W:

-$53.00M

SHOP:

$1.49B

Returns By Period

In the year-to-date period, W achieves a -26.02% return, which is significantly lower than SHOP's -13.69% return.


W

YTD

-26.02%

1M

24.72%

6M

-15.60%

1Y

-53.63%

5Y*

-29.73%

10Y*

1.31%

SHOP

YTD

-13.69%

1M

8.44%

6M

5.34%

1Y

55.70%

5Y*

4.13%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

W vs. SHOP — Risk-Adjusted Performance Rank

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

W
The Risk-Adjusted Performance Rank of W is 1515
Overall Rank
The Sharpe Ratio Rank of W is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of W is 1515
Sortino Ratio Rank
The Omega Ratio Rank of W is 1717
Omega Ratio Rank
The Calmar Ratio Rank of W is 1515
Calmar Ratio Rank
The Martin Ratio Rank of W is 1313
Martin Ratio Rank

SHOP
The Risk-Adjusted Performance Rank of SHOP is 6868
Overall Rank
The Sharpe Ratio Rank of SHOP is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of SHOP is 6363
Sortino Ratio Rank
The Omega Ratio Rank of SHOP is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SHOP is 6565
Calmar Ratio Rank
The Martin Ratio Rank of SHOP is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

W vs. SHOP - Risk-Adjusted Performance 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.


The current W Sharpe Ratio is -0.74, which is lower than the SHOP Sharpe Ratio of 0.80. 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.


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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. For additional features, visit the drawdowns tool.


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Volatility

W vs. SHOP - Volatility Comparison

Wayfair Inc. (W) has a higher volatility of 24.83% compared to Shopify Inc. (SHOP) at 14.88%. 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.


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Financials

W vs. SHOP - Financials Comparison

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


0.001.00B2.00B3.00B4.00B20212022202320242025
2.73B
2.81B
(W) Total Revenue
(SHOP) Total Revenue
Values in USD except per share items

W vs. SHOP - Profitability Comparison

The chart below illustrates the profitability comparison between Wayfair Inc. and Shopify Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%20212022202320242025
30.7%
48.1%
(W) Gross Margin
(SHOP) Gross Margin
W - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Wayfair Inc. reported a gross profit of 837.00M and revenue of 2.73B. Therefore, the gross margin over that period was 30.7%.

SHOP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Shopify Inc. reported a gross profit of 1.35B and revenue of 2.81B. Therefore, the gross margin over that period was 48.1%.

W - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Wayfair Inc. reported an operating income of -122.00M and revenue of 2.73B, resulting in an operating margin of -4.5%.

SHOP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Shopify Inc. reported an operating income of 465.00M and revenue of 2.81B, resulting in an operating margin of 16.5%.

W - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Wayfair Inc. reported a net income of -113.00M and revenue of 2.73B, resulting in a net margin of -4.1%.

SHOP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Shopify Inc. reported a net income of 1.29B and revenue of 2.81B, resulting in a net margin of 46.0%.