WDC vs. AU

Last updated Jun 9, 2026

WDC (Western Digital Corporation) and AU (AngloGold Ashanti Limited) are both stocks. WDC operates in Computer Hardware (Technology), while AU operates in Gold (Basic Materials). Over the past 10 years, WDC returned 32.86%/yr vs 19.78%/yr for AU. At a 0.10 correlation, their price movements are largely independent.

Performance

WDC vs. AU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Western Digital Corporation (WDC) and AngloGold Ashanti Limited (AU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WDC achieves a 206.10% return, which is significantly higher than AU's 1.94% return. Over the past 10 years, WDC has outperformed AU with an annualized return of 32.86%, while AU has yielded a comparatively lower 19.78% annualized return.

WDC

• 1D: 2.97%
• 1M: 9.81%
• YTD: 206.10%
• 6M: 210.59%
• 1Y: 852.85%
• 3Y*: 160.14%
• 5Y*: 56.39%
• 10Y*: 32.86%

AU

• 1D: 0.42%
• 1M: -20.12%
• YTD: 1.94%
• 6M: 10.31%
• 1Y: 93.94%
• 3Y*: 56.64%
• 5Y*: 34.89%
• 10Y*: 19.78%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WDC vs. AU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WDC Western Digital Corporation	206.10%	283.68%	13.86%	65.99%	-51.62%	17.73%	-10.89%	77.14%	-51.90%	19.83%
AU AngloGold Ashanti Limited	1.94%	288.18%	25.43%	-2.68%	-5.09%	-4.87%	1.90%	78.89%	23.96%	-2.23%

Correlation

The correlation between WDC and AU is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.21
Correlation (3Y) Calculated over the trailing 3-year period	0.16
Correlation (5Y) Calculated over the trailing 5-year period	0.15
Correlation (10Y) Calculated over the trailing 10-year period	0.08
Correlation (All Time) Calculated using the full available price history since Aug 6, 1998	0.10

The correlation between WDC and AU shifts across timeframes, from 0.08 (10 years) to 0.21 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

EPS WDC : $23.29 AU : $6.85
PE Ratio WDC : 22.63 AU : 12.32
PEG Ratio WDC : 0.53 AU : 0.14
PS Ratio WDC : 12.46 AU : 3.83
Total Revenue (TTM) WDC : $11.78B AU : $11.17B
Gross Profit (TTM) WDC : $5.35B AU : $5.82B
EBITDA (TTM) WDC : $10.88B AU : $5.58B

Return for Risk

WDC vs. AU — Risk / Return Rank

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

WDC

WDC Risk / Return Rank: 99
WDC Sharpe Ratio Rank: 100
WDC Sortino Ratio Rank: 99
WDC Omega Ratio Rank: 99
WDC Calmar Ratio Rank: 100
WDC Martin Ratio Rank: 100

AU

AU Risk / Return Rank: 80
AU Sharpe Ratio Rank: 85
AU Sortino Ratio Rank: 78
AU Omega Ratio Rank: 77
AU Calmar Ratio Rank: 81
AU Martin Ratio Rank: 82

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.

WDC vs. AU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Digital Corporation (WDC) and AngloGold Ashanti Limited (AU). 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.

	WDC	AU	Difference
Sharpe ratio: Return per unit of total volatility	13.33	1.64	+11.70
Sortino ratio: Return per unit of downside risk	6.78	2.07	+4.71
Omega ratio: Gain probability vs. loss probability	1.94	1.27	+0.67
Calmar ratio: Return relative to maximum drawdown	41.84	2.58	+39.25
Martin ratio: Return relative to average drawdown	146.77	7.04	+139.73
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WDC vs. AU - Sharpe Ratio Comparison

The current WDC Sharpe Ratio is 13.33, which is higher than the AU Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of WDC and AU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	WDC	AU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	13.33	1.64	+11.70
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.17	0.72	+0.45
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.68	0.40	+0.28
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	0.14	+0.06

Drawdowns

WDC vs. AU - Drawdown Comparison

The maximum WDC drawdown since its inception was -96.20%, which is greater than AU's maximum drawdown of -90.12%. Use the drawdown chart below to compare losses from any high point for WDC and AU.

Drawdown Indicators

	WDC	AU	Difference
Max Drawdown Largest peak-to-trough decline	-96.20%	-90.12%	-6.08%
Max Drawdown (1Y) Largest decline over 1 year	-20.59%	-36.59%	+16.00%
Max Drawdown (3Y) Largest decline over 3 years	-49.65%	-38.71%	-10.94%
Max Drawdown (5Y) Largest decline over 5 years	-59.68%	-51.75%	-7.93%
Max Drawdown (10Y) Largest decline over 10 years	-70.49%	-67.91%	-2.58%
Current Drawdown Current decline from peak	-11.28%	-32.22%	+20.94%
Average Drawdown Average peak-to-trough decline	-52.09%	-46.08%	-6.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.86%	13.40%	-7.54%

Volatility

WDC vs. AU - Volatility Comparison

Western Digital Corporation (WDC) and AngloGold Ashanti Limited (AU) have volatilities of 20.86% and 20.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WDC	AU	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.86%	20.03%	+0.83%
Volatility (6M) Calculated over the trailing 6-month period	52.91%	45.74%	+7.17%
Volatility (1Y) Calculated over the trailing 1-year period	64.74%	57.81%	+6.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	48.62%	48.98%	-0.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	48.52%	49.72%	-1.20%

Dividends

WDC vs. AU - Dividend Comparison

WDC's dividend yield for the trailing twelve months is around 0.09%, less than AU's 5.45% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AU AngloGold Ashanti Limited	5.45%	2.96%	1.78%	1.14%	2.26%	2.58%	0.49%	0.30%	0.48%	0.93%	0.00%	0.00%
WDC Western Digital Corporation	0.09%	0.19%	0.00%	0.00%	0.00%	0.00%	1.81%	2.36%	5.41%	2.51%	2.94%	3.33%

Financials

WDC vs. AU - Profitability Comparison

The chart below illustrates the profitability comparison between Western Digital Corporation and AngloGold Ashanti Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

WDC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Western Digital Corporation reported a gross profit of 1.68B and revenue of 3.34B. Therefore, the gross margin over that period was 50.2%.

AU - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, AngloGold Ashanti Limited reported a gross profit of 1.88B and revenue of 3.24B. Therefore, the gross margin over that period was 58.2%.

WDC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Western Digital Corporation reported an operating income of 1.14B and revenue of 3.34B, resulting in an operating margin of 34.0%.

AU - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, AngloGold Ashanti Limited reported an operating income of 1.84B and revenue of 3.24B, resulting in an operating margin of 56.8%.

WDC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Western Digital Corporation reported a net income of 3.21B and revenue of 3.34B, resulting in a net margin of 96.0%.

AU - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, AngloGold Ashanti Limited reported a net income of 1.28B and revenue of 3.24B, resulting in a net margin of 39.6%.

Frequently Asked Questions

Can I hold both WDC and AU in my portfolio?

WDC and AU have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WDC or AU?

WDC has higher volatility (20.86%) compared to AU (20.03%). In terms of maximum drawdown, WDC dropped -96.20% vs AU's -90.12%.

Which has better risk-adjusted returns?

WDC currently has the higher Sharpe Ratio (13.33 vs 1.64), 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.