W vs. SHOP
Compare and contrast key facts about Wayfair Inc. (W) and Shopify Inc. (SHOP).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: W or SHOP.
Performance
W vs. SHOP - Performance Comparison
Returns By Period
In the year-to-date period, W achieves a -28.64% return, which is significantly lower than SHOP's 37.30% return.
W
-28.64%
-5.17%
-28.03%
-9.90%
-12.29%
6.60%
SHOP
37.30%
34.27%
87.75%
50.73%
27.79%
N/A
Fundamentals
| W | SHOP | |
|---|---|---|
| Market Cap | $5.31B | $141.30B |
| EPS | -$4.46 | $0.99 |
| PEG Ratio | 23.50 | 1.12 |
| Total Revenue (TTM) | $11.84B | $8.21B |
| Gross Profit (TTM) | $3.48B | $4.18B |
| EBITDA (TTM) | -$108.00M | $1.22B |
Key characteristics
| W | SHOP | |
|---|---|---|
| Sharpe Ratio | -0.15 | 0.97 |
| Sortino Ratio | 0.24 | 1.61 |
| Omega Ratio | 1.03 | 1.23 |
| Calmar Ratio | -0.11 | 0.73 |
| Martin Ratio | -0.38 | 2.55 |
| Ulcer Index | 26.37% | 19.92% |
| Daily Std Dev | 64.79% | 52.47% |
| Max Drawdown | -91.79% | -84.82% |
| Current Drawdown | -87.26% | -36.73% |
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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.
Risk-Adjusted Performance
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.
Dividends
W vs. SHOP - Dividend Comparison
Neither W nor SHOP has paid dividends to shareholders.
Drawdowns
W vs. SHOP - Drawdown Comparison
The maximum W drawdown since its inception was -91.79%, 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.
Volatility
W vs. SHOP - Volatility Comparison
The current volatility for Wayfair Inc. (W) is 17.24%, while Shopify Inc. (SHOP) has a volatility of 21.72%. This indicates that W experiences smaller price fluctuations and is considered to be less risky than SHOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities