WBA vs. CVS
Compare and contrast key facts about Walgreens Boots Alliance, Inc. (WBA) and CVS Health Corporation (CVS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WBA or CVS.
Key characteristics
| WBA | CVS | |
|---|---|---|
| YTD Return | -63.69% | -28.39% |
| 1Y Return | -55.05% | -17.46% |
| 3Y Return (Ann) | -40.18% | -14.09% |
| 5Y Return (Ann) | -28.66% | -3.21% |
| 10Y Return (Ann) | -15.23% | -2.24% |
| Sharpe Ratio | -1.08 | -0.49 |
| Sortino Ratio | -1.65 | -0.46 |
| Omega Ratio | 0.79 | 0.93 |
| Calmar Ratio | -0.60 | -0.34 |
| Martin Ratio | -1.24 | -0.83 |
| Ulcer Index | 42.58% | 19.93% |
| Daily Std Dev | 49.29% | 33.98% |
| Max Drawdown | -87.93% | -64.07% |
| Current Drawdown | -86.79% | -46.44% |
Fundamentals
| WBA | CVS | |
|---|---|---|
| Market Cap | $7.79B | $67.99B |
| EPS | -$10.01 | $3.94 |
| PEG Ratio | 3.55 | 1.79 |
| Total Revenue (TTM) | $147.66B | $368.28B |
| Gross Profit (TTM) | $26.52B | -$12.93B |
| EBITDA (TTM) | $2.27B | $12.81B |
Correlation
The correlation between WBA and CVS is 0.46, 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
WBA vs. CVS - Performance Comparison
In the year-to-date period, WBA achieves a -63.69% return, which is significantly lower than CVS's -28.39% return. Over the past 10 years, WBA has underperformed CVS with an annualized return of -15.23%, while CVS has yielded a comparatively higher -2.24% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
WBA vs. CVS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Walgreens Boots Alliance, Inc. (WBA) and CVS Health Corporation (CVS). 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
WBA vs. CVS - Dividend Comparison
WBA's dividend yield for the trailing twelve months is around 8.31%, more than CVS's 4.90% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WBA Walgreens Boots Alliance, Inc. | 8.31% | 7.35% | 5.13% | 3.63% | 4.64% | 3.05% | 2.46% | 2.13% | 1.78% | 1.64% | 1.71% | 2.05% |
CVS CVS Health Corporation | 4.90% | 3.06% | 2.36% | 1.94% | 2.93% | 2.69% | 3.05% | 2.76% | 2.15% | 1.43% | 1.14% | 1.26% |
Drawdowns
WBA vs. CVS - Drawdown Comparison
The maximum WBA drawdown since its inception was -87.93%, which is greater than CVS's maximum drawdown of -64.07%. Use the drawdown chart below to compare losses from any high point for WBA and CVS. For additional features, visit the drawdowns tool.
Volatility
WBA vs. CVS - Volatility Comparison
The current volatility for Walgreens Boots Alliance, Inc. (WBA) is 14.29%, while CVS Health Corporation (CVS) has a volatility of 15.84%. This indicates that WBA experiences smaller price fluctuations and is considered to be less risky than CVS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
WBA vs. CVS - Financials Comparison
This section allows you to compare key financial metrics between Walgreens Boots Alliance, Inc. and CVS Health Corporation. 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