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WDC vs. CIEN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

WDC vs. CIEN - Performance Comparison

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

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Returns By Period

In the year-to-date period, WDC achieves a 227.01% return, which is significantly higher than CIEN's 90.70% return. Over the past 10 years, WDC has underperformed CIEN with an annualized return of 33.87%, while CIEN has yielded a comparatively higher 35.80% annualized return.


WDC

1D
6.35%
1M
13.96%
YTD
227.01%
6M
219.46%
1Y
911.92%
3Y*
164.18%
5Y*
58.50%
10Y*
33.87%

CIEN

1D
0.17%
1M
-22.83%
YTD
90.70%
6M
104.17%
1Y
501.62%
3Y*
119.10%
5Y*
49.92%
10Y*
35.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WDC vs. CIEN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WDC
Western Digital Corporation
227.01%283.68%13.86%65.99%-51.62%17.73%-10.89%77.14%-51.90%19.83%
CIEN
Ciena Corporation
90.70%175.76%88.42%-11.71%-33.77%45.64%23.80%25.89%62.02%-14.26%

Correlation

The correlation between WDC and CIEN is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.54

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

0.46

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

0.50

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

0.44

Correlation (All Time)
Calculated using the full available price history since Feb 7, 1997

0.36

The correlation between WDC and CIEN shifts across timeframes, from 0.36 (all time) to 0.54 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

EPS

WDC:

$23.29

CIEN:

$3.01

PE Ratio

WDC:

24.17

CIEN:

148.07

PS Ratio

WDC:

13.31

CIEN:

11.65

Total Revenue (TTM)

WDC:

$11.78B

CIEN:

$5.57B

Gross Profit (TTM)

WDC:

$5.35B

CIEN:

$2.40B

EBITDA (TTM)

WDC:

$10.88B

CIEN:

$670.55M

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Return for Risk

WDC vs. CIEN — Risk / Return Rank

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

WDC
WDC Risk / Return Rank: 100100
Overall Rank
WDC Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
WDC Sortino Ratio Rank: 9999
Sortino Ratio Rank
WDC Omega Ratio Rank: 9999
Omega Ratio Rank
WDC Calmar Ratio Rank: 100100
Calmar Ratio Rank
WDC Martin Ratio Rank: 100100
Martin Ratio Rank

CIEN
CIEN Risk / Return Rank: 9999
Overall Rank
CIEN Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
CIEN Sortino Ratio Rank: 9898
Sortino Ratio Rank
CIEN Omega Ratio Rank: 9898
Omega Ratio Rank
CIEN Calmar Ratio Rank: 9999
Calmar Ratio Rank
CIEN Martin Ratio Rank: 100100
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.

WDC vs. CIEN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Digital Corporation (WDC) and Ciena Corporation (CIEN). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


WDCCIENDifference
Sharpe ratioReturn per unit of total volatility

+6.49

Sortino ratioReturn per unit of downside risk

+2.00

Omega ratioGain probability vs. loss probability

1.95

1.72

+0.22

Calmar ratioReturn relative to maximum drawdown

44.74

16.49

+28.25

Martin ratioReturn relative to average drawdown

151.81

76.44

+75.37

WDC vs. CIEN - Sharpe Ratio Comparison

The current WDC Sharpe Ratio is 14.07, which is higher than the CIEN Sharpe Ratio of 7.58. The chart below compares the historical Sharpe Ratios of WDC and CIEN, 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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Drawdowns

WDC vs. CIEN - Drawdown Comparison

The maximum WDC drawdown since its inception was -96.20%, roughly equal to the maximum CIEN drawdown of -99.51%. Use the drawdown chart below to compare losses from any high point for WDC and CIEN.


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Drawdown Indicators


WDCCIENDifference

Max Drawdown

Largest peak-to-trough decline

-96.20%

-99.51%

+3.31%

Max Drawdown (1Y)

Largest decline over 1 year

-20.59%

-30.68%

+10.09%

Max Drawdown (3Y)

Largest decline over 3 years

-49.65%

-45.51%

-4.14%

Max Drawdown (5Y)

Largest decline over 5 years

-59.68%

-49.54%

-10.14%

Max Drawdown (10Y)

Largest decline over 10 years

-70.49%

-49.54%

-20.95%

Current Drawdown

Current decline from peak

-5.22%

-57.38%

+52.16%

Average Drawdown

Average peak-to-trough decline

-52.07%

-87.08%

+35.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.06%

6.61%

-0.55%

Volatility

WDC vs. CIEN - Volatility Comparison

The current volatility for Western Digital Corporation (WDC) is 21.76%, while Ciena Corporation (CIEN) has a volatility of 24.81%. This indicates that WDC experiences smaller price fluctuations and is considered to be less risky than CIEN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WDCCIENDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.76%

24.81%

-3.05%

Volatility (6M)

Calculated over the trailing 6-month period

53.55%

56.12%

-2.57%

Volatility (1Y)

Calculated over the trailing 1-year period

65.47%

66.74%

-1.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.86%

48.55%

+0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.62%

44.35%

+4.27%

Dividends

WDC vs. CIEN - Dividend Comparison

WDC's dividend yield for the trailing twelve months is around 0.09%, while CIEN has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CIEN
Ciena Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%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. CIEN - Financials Comparison

This section allows you to compare key financial metrics between Western Digital Corporation and Ciena 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


1.00B2.00B3.00B4.00B5.00B20222023202420252026
3.34B
1.57B
(WDC) Total Revenue
(CIEN) Total Revenue
Values in USD except per share items

WDC vs. CIEN - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%20222023202420252026
50.2%
44.0%
Portfolio components
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%.

CIEN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ciena Corporation reported a gross profit of 691.55M and revenue of 1.57B. Therefore, the gross margin over that period was 44.0%.

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%.

CIEN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ciena Corporation reported an operating income of 237.87M and revenue of 1.57B, resulting in an operating margin of 15.1%.

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%.

CIEN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ciena Corporation reported a net income of 218.22M and revenue of 1.57B, resulting in a net margin of 13.9%.


Frequently Asked Questions


WDC and CIEN have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CIEN has higher volatility (24.81%) compared to WDC (21.76%). In terms of maximum drawdown, WDC dropped -96.20% vs CIEN's -99.51%.

WDC currently has the higher Sharpe Ratio (14.07 vs 7.58), 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.

Portfolio Optimizer

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