PortfoliosLab logo
WBA vs. VZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WBA and VZ 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.


Performance

WBA vs. VZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Walgreens Boots Alliance, Inc. (WBA) and Verizon Communications Inc. (VZ). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

WBA:

-0.48

VZ:

0.77

Sortino Ratio

WBA:

-0.43

VZ:

1.17

Omega Ratio

WBA:

0.94

VZ:

1.17

Calmar Ratio

WBA:

-0.35

VZ:

0.82

Martin Ratio

WBA:

-0.79

VZ:

3.35

Ulcer Index

WBA:

39.06%

VZ:

5.52%

Daily Std Dev

WBA:

63.07%

VZ:

22.42%

Max Drawdown

WBA:

-87.93%

VZ:

-50.61%

Current Drawdown

WBA:

-83.09%

VZ:

-7.76%

Fundamentals

Market Cap

WBA:

$9.70B

VZ:

$183.87B

EPS

WBA:

-$6.69

VZ:

$4.20

PEG Ratio

WBA:

3.55

VZ:

2.18

PS Ratio

WBA:

0.06

VZ:

1.36

PB Ratio

WBA:

1.34

VZ:

1.84

Total Revenue (TTM)

WBA:

$151.95B

VZ:

$135.29B

Gross Profit (TTM)

WBA:

$26.43B

VZ:

$81.01B

EBITDA (TTM)

WBA:

-$3.02B

VZ:

$48.05B

Returns By Period

In the year-to-date period, WBA achieves a 20.26% return, which is significantly higher than VZ's 12.82% return. Over the past 10 years, WBA has underperformed VZ with an annualized return of -15.11%, while VZ has yielded a comparatively higher 3.91% annualized return.


WBA

YTD

20.26%

1M

4.96%

6M

27.46%

1Y

-30.18%

5Y*

-18.94%

10Y*

-15.11%

VZ

YTD

12.82%

1M

1.61%

6M

11.46%

1Y

15.28%

5Y*

0.63%

10Y*

3.91%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

WBA vs. VZ — Risk-Adjusted Performance Rank

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

WBA
The Risk-Adjusted Performance Rank of WBA is 2828
Overall Rank
The Sharpe Ratio Rank of WBA is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of WBA is 2525
Sortino Ratio Rank
The Omega Ratio Rank of WBA is 2525
Omega Ratio Rank
The Calmar Ratio Rank of WBA is 2929
Calmar Ratio Rank
The Martin Ratio Rank of WBA is 3434
Martin Ratio Rank

VZ
The Risk-Adjusted Performance Rank of VZ is 7777
Overall Rank
The Sharpe Ratio Rank of VZ is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VZ is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VZ is 7272
Omega Ratio Rank
The Calmar Ratio Rank of VZ is 8181
Calmar Ratio Rank
The Martin Ratio Rank of VZ is 8181
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.

WBA vs. VZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Walgreens Boots Alliance, Inc. (WBA) and Verizon Communications Inc. (VZ). 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 WBA Sharpe Ratio is -0.48, which is lower than the VZ Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of WBA and VZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

WBA vs. VZ - Dividend Comparison

WBA's dividend yield for the trailing twelve months is around 6.68%, more than VZ's 6.19% yield.


TTM20242023202220212020201920182017201620152014
WBA
Walgreens Boots Alliance, Inc.
6.68%10.72%7.35%5.13%3.63%4.64%3.05%2.46%2.13%1.78%1.64%1.71%
VZ
Verizon Communications Inc.
6.19%6.68%6.96%6.53%4.86%4.21%3.95%4.22%4.39%4.26%4.79%4.57%

Drawdowns

WBA vs. VZ - Drawdown Comparison

The maximum WBA drawdown since its inception was -87.93%, which is greater than VZ's maximum drawdown of -50.61%. Use the drawdown chart below to compare losses from any high point for WBA and VZ. For additional features, visit the drawdowns tool.


Loading data...

Volatility

WBA vs. VZ - Volatility Comparison

The current volatility for Walgreens Boots Alliance, Inc. (WBA) is 2.72%, while Verizon Communications Inc. (VZ) has a volatility of 6.62%. This indicates that WBA experiences smaller price fluctuations and is considered to be less risky than VZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

WBA vs. VZ - Financials Comparison

This section allows you to compare key financial metrics between Walgreens Boots Alliance, Inc. and Verizon Communications 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


30.00B32.00B34.00B36.00B38.00B40.00B20212022202320242025
38.59B
33.49B
(WBA) Total Revenue
(VZ) Total Revenue
Values in USD except per share items

WBA vs. VZ - Profitability Comparison

The chart below illustrates the profitability comparison between Walgreens Boots Alliance, Inc. and Verizon Communications 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
18.0%
61.0%
(WBA) Gross Margin
(VZ) Gross Margin
WBA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Walgreens Boots Alliance, Inc. reported a gross profit of 6.93B and revenue of 38.59B. Therefore, the gross margin over that period was 18.0%.

VZ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Verizon Communications Inc. reported a gross profit of 20.43B and revenue of 33.49B. Therefore, the gross margin over that period was 61.0%.

WBA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Walgreens Boots Alliance, Inc. reported an operating income of -1.96B and revenue of 38.59B, resulting in an operating margin of -5.1%.

VZ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Verizon Communications Inc. reported an operating income of 7.98B and revenue of 33.49B, resulting in an operating margin of 23.8%.

WBA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Walgreens Boots Alliance, Inc. reported a net income of -2.85B and revenue of 38.59B, resulting in a net margin of -7.4%.

VZ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Verizon Communications Inc. reported a net income of 4.88B and revenue of 33.49B, resulting in a net margin of 14.6%.