PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
WDC vs. STX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WDC and STX is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

WDC vs. STX - Performance Comparison

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

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-10.86%
-5.93%
WDC
STX

Key characteristics

Sharpe Ratio

WDC:

0.63

STX:

0.68

Sortino Ratio

WDC:

1.11

STX:

1.10

Omega Ratio

WDC:

1.13

STX:

1.14

Calmar Ratio

WDC:

0.54

STX:

0.91

Martin Ratio

WDC:

1.75

STX:

2.19

Ulcer Index

WDC:

13.86%

STX:

9.43%

Daily Std Dev

WDC:

38.82%

STX:

30.56%

Max Drawdown

WDC:

-96.20%

STX:

-88.74%

Current Drawdown

WDC:

-33.39%

STX:

-12.65%

Fundamentals

Market Cap

WDC:

$22.48B

STX:

$20.66B

EPS

WDC:

$0.92

STX:

$3.87

PE Ratio

WDC:

70.70

STX:

25.24

PEG Ratio

WDC:

490.33

STX:

0.31

Total Revenue (TTM)

WDC:

$11.32B

STX:

$5.71B

Gross Profit (TTM)

WDC:

$4.30B

STX:

$1.74B

EBITDA (TTM)

WDC:

$2.11B

STX:

$1.33B

Returns By Period

In the year-to-date period, WDC achieves a 9.07% return, which is significantly lower than STX's 13.16% return. Over the past 10 years, WDC has underperformed STX with an annualized return of -3.07%, while STX has yielded a comparatively higher 9.60% annualized return.


WDC

YTD

9.07%

1M

7.97%

6M

-10.98%

1Y

18.75%

5Y*

-0.82%

10Y*

-3.07%

STX

YTD

13.16%

1M

11.87%

6M

-6.71%

1Y

17.71%

5Y*

14.26%

10Y*

9.60%

*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

WDC vs. STX — Risk-Adjusted Performance Rank

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

WDC
The Risk-Adjusted Performance Rank of WDC is 6464
Overall Rank
The Sharpe Ratio Rank of WDC is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of WDC is 6161
Sortino Ratio Rank
The Omega Ratio Rank of WDC is 5959
Omega Ratio Rank
The Calmar Ratio Rank of WDC is 6868
Calmar Ratio Rank
The Martin Ratio Rank of WDC is 6464
Martin Ratio Rank

STX
The Risk-Adjusted Performance Rank of STX is 6767
Overall Rank
The Sharpe Ratio Rank of STX is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of STX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of STX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of STX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of STX is 6868
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.

WDC vs. STX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Digital Corporation (WDC) and Seagate Technology plc (STX). 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.


Sharpe ratio
The chart of Sharpe ratio for WDC, currently valued at 0.63, compared to the broader market-2.000.002.004.000.630.68
The chart of Sortino ratio for WDC, currently valued at 1.11, compared to the broader market-4.00-2.000.002.004.001.111.10
The chart of Omega ratio for WDC, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.14
The chart of Calmar ratio for WDC, currently valued at 0.54, compared to the broader market0.002.004.006.000.540.91
The chart of Martin ratio for WDC, currently valued at 1.75, compared to the broader market-10.000.0010.0020.0030.001.752.19
WDC
STX

The current WDC Sharpe Ratio is 0.63, which is comparable to the STX Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of WDC and STX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.63
0.68
WDC
STX

Dividends

WDC vs. STX - Dividend Comparison

WDC has not paid dividends to shareholders, while STX's dividend yield for the trailing twelve months is around 2.89%.


TTM20242023202220212020201920182017201620152014
WDC
Western Digital Corporation
0.00%0.00%0.00%0.00%0.00%1.81%2.36%5.41%2.51%2.94%4.00%1.36%
STX
Seagate Technology plc
2.89%3.27%3.28%5.32%2.40%4.21%4.27%6.53%6.02%6.60%6.14%2.75%

Drawdowns

WDC vs. STX - Drawdown Comparison

The maximum WDC drawdown since its inception was -96.20%, which is greater than STX's maximum drawdown of -88.74%. Use the drawdown chart below to compare losses from any high point for WDC and STX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-33.39%
-12.65%
WDC
STX

Volatility

WDC vs. STX - Volatility Comparison

Western Digital Corporation (WDC) has a higher volatility of 10.67% compared to Seagate Technology plc (STX) at 8.73%. This indicates that WDC's price experiences larger fluctuations and is considered to be riskier than STX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
10.67%
8.73%
WDC
STX

Financials

WDC vs. STX - Financials Comparison

This section allows you to compare key financial metrics between Western Digital Corporation and Seagate Technology plc. 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab