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WBD vs. BAP
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

WBD vs. BAP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Warner Bros. Discovery, Inc. (WBD) and Credicorp Ltd. (BAP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WBD achieves a -8.15% return, which is significantly lower than BAP's 11.98% return. Over the past 10 years, WBD has underperformed BAP with an annualized return of 0.12%, while BAP has yielded a comparatively higher 12.23% annualized return.


WBD

1D
0.88%
1M
-2.36%
YTD
-8.15%
6M
-2.79%
1Y
169.55%
3Y*
24.13%
5Y*
-2.83%
10Y*
0.12%

BAP

1D
-0.81%
1M
-2.76%
YTD
11.98%
6M
19.32%
1Y
47.72%
3Y*
37.39%
5Y*
26.07%
10Y*
12.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WBD vs. BAP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WBD
Warner Bros. Discovery, Inc.
-8.15%172.66%-7.12%20.04%-59.73%-21.77%-8.09%32.34%10.55%-18.35%
BAP
Credicorp Ltd.
11.98%65.23%31.35%16.29%14.47%-24.73%-17.56%-0.26%7.07%37.84%

Correlation

The correlation between WBD and BAP is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.28

Correlation (10Y)
Calculated over the trailing 10-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2005

0.31

Over the past year, the correlation between WBD and BAP has dropped to 0.08 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

WBD:

$65.96B

BAP:

$25.42B

EPS

WBD:

-$0.86

BAP:

$90.36

PS Ratio

WBD:

1.78

BAP:

0.89

PB Ratio

WBD:

2.02

BAP:

0.66

Total Revenue (TTM)

WBD:

$37.21B

BAP:

$28.76B

Gross Profit (TTM)

WBD:

$15.43B

BAP:

$22.06B

EBITDA (TTM)

WBD:

$9.00B

BAP:

$11.19B

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Return for Risk

WBD vs. BAP — Risk / Return Rank

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

WBD
WBD Risk / Return Rank: 9797
Overall Rank
WBD Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
WBD Sortino Ratio Rank: 9898
Sortino Ratio Rank
WBD Omega Ratio Rank: 9898
Omega Ratio Rank
WBD Calmar Ratio Rank: 9696
Calmar Ratio Rank
WBD Martin Ratio Rank: 9797
Martin Ratio Rank

BAP
BAP Risk / Return Rank: 8080
Overall Rank
BAP Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
BAP Sortino Ratio Rank: 7777
Sortino Ratio Rank
BAP Omega Ratio Rank: 8080
Omega Ratio Rank
BAP Calmar Ratio Rank: 8181
Calmar Ratio Rank
BAP Martin Ratio Rank: 8181
Martin Ratio Rank
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.

WBD vs. BAP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Warner Bros. Discovery, Inc. (WBD) and Credicorp Ltd. (BAP). 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.


WBDBAPDifference
Sharpe ratioReturn per unit of total volatility

+2.07

Sortino ratioReturn per unit of downside risk

+3.42

Omega ratioGain probability vs. loss probability

1.74

1.29

+0.45

Calmar ratioReturn relative to maximum drawdown

8.01

2.57

+5.43

Martin ratioReturn relative to average drawdown

23.15

6.50

+16.65

WBD vs. BAP - Sharpe Ratio Comparison

The current WBD Sharpe Ratio is 3.61, which is higher than the BAP Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of WBD and BAP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


WBDBAPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.61

1.53

+2.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

0.84

-0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.00

0.40

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.44

-0.28

Drawdowns

WBD vs. BAP - Drawdown Comparison

The maximum WBD drawdown since its inception was -91.32%, which is greater than BAP's maximum drawdown of -75.92%. Use the drawdown chart below to compare losses from any high point for WBD and BAP.


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Drawdown Indicators


WBDBAPDifference

Max Drawdown

Largest peak-to-trough decline

-91.32%

-75.92%

-15.40%

Max Drawdown (1Y)

Largest decline over 1 year

-21.31%

-18.65%

-2.66%

Max Drawdown (3Y)

Largest decline over 3 years

-53.63%

-26.53%

-27.10%

Max Drawdown (5Y)

Largest decline over 5 years

-78.49%

-33.40%

-45.09%

Max Drawdown (10Y)

Largest decline over 10 years

-91.32%

-59.09%

-32.23%

Current Drawdown

Current decline from peak

-65.74%

-14.36%

-51.38%

Average Drawdown

Average peak-to-trough decline

-37.12%

-23.96%

-13.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.36%

7.36%

0.00%

Volatility

WBD vs. BAP - Volatility Comparison

The current volatility for Warner Bros. Discovery, Inc. (WBD) is 3.87%, while Credicorp Ltd. (BAP) has a volatility of 13.46%. This indicates that WBD experiences smaller price fluctuations and is considered to be less risky than BAP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WBDBAPDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.87%

13.46%

-9.59%

Volatility (6M)

Calculated over the trailing 6-month period

14.61%

27.65%

-13.04%

Volatility (1Y)

Calculated over the trailing 1-year period

47.41%

31.35%

+16.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.74%

31.49%

+21.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.17%

31.10%

+16.07%

Dividends

WBD vs. BAP - Dividend Comparison

WBD has not paid dividends to shareholders, while BAP's dividend yield for the trailing twelve months is around 0.46%.


PositionTTM20252024202320222021202020192018201720162015
BAP
Credicorp Ltd.
0.46%3.78%6.65%4.52%2.84%0.99%5.37%3.95%0.20%4.16%1.47%2.25%
WBD
Warner Bros. Discovery, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

WBD vs. BAP - Financials Comparison

This section allows you to compare key financial metrics between Warner Bros. Discovery, Inc. and Credicorp Ltd.. 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


2.00B4.00B6.00B8.00B10.00B12.00B20222023202420252026
8.89B
7.74B
(WBD) Total Revenue
(BAP) Total Revenue
Values in USD except per share items

WBD vs. BAP - Profitability Comparison

The chart below illustrates the profitability comparison between Warner Bros. Discovery, Inc. and Credicorp Ltd. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%20222023202420252026
47.8%
77.7%
Portfolio components
WBD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Warner Bros. Discovery, Inc. reported a gross profit of 4.25B and revenue of 8.89B. Therefore, the gross margin over that period was 47.8%.

BAP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Credicorp Ltd. reported a gross profit of 6.01B and revenue of 7.74B. Therefore, the gross margin over that period was 77.7%.

WBD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Warner Bros. Discovery, Inc. reported an operating income of -2.47B and revenue of 8.89B, resulting in an operating margin of -27.8%.

BAP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Credicorp Ltd. reported an operating income of 2.91B and revenue of 7.74B, resulting in an operating margin of 37.7%.

WBD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Warner Bros. Discovery, Inc. reported a net income of -3.33B and revenue of 8.89B, resulting in a net margin of -37.5%.

BAP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Credicorp Ltd. reported a net income of 2.06B and revenue of 7.74B, resulting in a net margin of 26.6%.


Frequently Asked Questions


WBD and BAP have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BAP has higher volatility (13.46%) compared to WBD (3.87%). In terms of maximum drawdown, WBD dropped -91.32% vs BAP's -75.92%.

WBD currently has the higher Sharpe Ratio (3.61 vs 1.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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