WD vs. HACAX

In the year-to-date period, WD achieves a -27.80% return, which is significantly lower than HACAX's 1.34% return. Over the past 10 years, WD has underperformed HACAX with an annualized return of 12.98%, while HACAX has yielded a comparatively higher 15.14% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Walker & Dunlop, Inc. (WD) and Harbor Capital Appreciation Fund Class I (HACAX). 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 WD Sharpe Ratio is -0.69, which is lower than the HACAX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of WD and HACAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

WD's dividend yield for the trailing twelve months is around 3.83%, less than HACAX's 10.73% yield.

The maximum WD drawdown since its inception was -68.49%, which is greater than HACAX's maximum drawdown of -63.00%. Use the drawdown chart below to compare losses from any high point for WD and HACAX.

Walker & Dunlop, Inc. (WD) has a higher volatility of 11.73% compared to Harbor Capital Appreciation Fund Class I (HACAX) at 5.37%. This indicates that WD's price experiences larger fluctuations and is considered to be riskier than HACAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.