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WDH vs. AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

WDH vs. AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Waterdrop Inc. (WDH) and Amer Sports, Inc (AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WDH achieves a -19.09% return, which is significantly lower than AS's -5.19% return.


WDH

1D
2.03%
1M
-6.79%
YTD
-19.09%
6M
-17.79%
1Y
4.15%
3Y*
-10.69%
5Y*
-27.58%
10Y*

AS

1D
-1.14%
1M
0.45%
YTD
-5.19%
6M
-4.35%
1Y
-3.80%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WDH vs. AS - Yearly Performance Comparison


2026 (YTD)20252024
WDH
Waterdrop Inc.
-19.09%66.25%27.77%
AS
Amer Sports, Inc
-5.19%33.58%108.66%

Correlation

The correlation between WDH and AS is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2024

0.17

Fundamentals

Market Cap

WDH:

$55.97M

AS:

$20.26B

EPS

WDH:

$2.18

AS:

$0.81

PE Ratio

WDH:

0.69

AS:

43.74

PEG Ratio

WDH:

0.00

AS:

0.11

PS Ratio

WDH:

0.10

AS:

2.84

PB Ratio

WDH:

0.01

AS:

3.00

Total Revenue (TTM)

WDH:

$3.96B

AS:

$7.04B

Gross Profit (TTM)

WDH:

$2.02B

AS:

$4.10B

EBITDA (TTM)

WDH:

$369.70M

AS:

$1.02B

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Return for Risk

WDH vs. AS — Risk / Return Rank

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

WDH
WDH Risk / Return Rank: 4444
Overall Rank
WDH Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
WDH Sortino Ratio Rank: 4141
Sortino Ratio Rank
WDH Omega Ratio Rank: 4040
Omega Ratio Rank
WDH Calmar Ratio Rank: 4747
Calmar Ratio Rank
WDH Martin Ratio Rank: 4747
Martin Ratio Rank

AS
AS Risk / Return Rank: 3535
Overall Rank
AS Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
AS Sortino Ratio Rank: 3333
Sortino Ratio Rank
AS Omega Ratio Rank: 3333
Omega Ratio Rank
AS Calmar Ratio Rank: 3737
Calmar Ratio Rank
AS Martin Ratio Rank: 3636
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.

WDH vs. AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Waterdrop Inc. (WDH) and Amer Sports, Inc (AS). 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.


WDHASDifference

Sharpe ratio

Return per unit of total volatility

0.09

-0.09

+0.19

Sortino ratio

Return per unit of downside risk

0.50

0.16

+0.34

Omega ratio

Gain probability vs. loss probability

1.06

1.02

+0.04

Calmar ratio

Return relative to maximum drawdown

0.29

-0.09

+0.38

Martin ratio

Return relative to average drawdown

0.59

-0.19

+0.78

WDH vs. AS - Sharpe Ratio Comparison

The current WDH Sharpe Ratio is 0.09, which is higher than the AS Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of WDH and AS, 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


WDHASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.09

-0.09

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.47

1.05

-1.52

Drawdowns

WDH vs. AS - Drawdown Comparison

The maximum WDH drawdown since its inception was -90.62%, which is greater than AS's maximum drawdown of -40.71%. Use the drawdown chart below to compare losses from any high point for WDH and AS.


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Drawdown Indicators


WDHASDifference

Max Drawdown

Largest peak-to-trough decline

-90.62%

-40.71%

-49.91%

Max Drawdown (1Y)

Largest decline over 1 year

-26.97%

-28.78%

+1.81%

Max Drawdown (3Y)

Largest decline over 3 years

-62.60%

Max Drawdown (5Y)

Largest decline over 5 years

-89.26%

Current Drawdown

Current decline from peak

-82.81%

-15.61%

-67.20%

Average Drawdown

Average peak-to-trough decline

-80.12%

-13.26%

-66.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.05%

14.22%

-1.17%

Volatility

WDH vs. AS - Volatility Comparison

Waterdrop Inc. (WDH) has a higher volatility of 13.58% compared to Amer Sports, Inc (AS) at 12.57%. This indicates that WDH's price experiences larger fluctuations and is considered to be riskier than AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WDHASDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.58%

12.57%

+1.01%

Volatility (6M)

Calculated over the trailing 6-month period

25.20%

28.90%

-3.70%

Volatility (1Y)

Calculated over the trailing 1-year period

44.82%

40.70%

+4.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.94%

49.69%

+12.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.88%

49.69%

+13.19%

Dividends

WDH vs. AS - Dividend Comparison

WDH's dividend yield for the trailing twelve months is around 3.97%, while AS has not paid dividends to shareholders.


PositionTTM20252024
AS
Amer Sports, Inc
0.00%0.00%0.00%
WDH
Waterdrop Inc.
3.97%2.63%5.08%

Financials

WDH vs. AS - Financials Comparison

This section allows you to compare key financial metrics between Waterdrop Inc. and Amer Sports, Inc. 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


1.00B1.50B2.00B20222023202420252026
1.39B
1.95B
(WDH) Total Revenue
(AS) Total Revenue
Values in USD except per share items

WDH vs. AS - Profitability Comparison

The chart below illustrates the profitability comparison between Waterdrop Inc. and Amer Sports, Inc 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%20.0%40.0%60.0%80.0%20222023202420252026
52.0%
59.9%
Portfolio components
WDH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Waterdrop Inc. reported a gross profit of 723.78M and revenue of 1.39B. Therefore, the gross margin over that period was 52.0%.

AS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Amer Sports, Inc reported a gross profit of 1.17B and revenue of 1.95B. Therefore, the gross margin over that period was 59.9%.

WDH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Waterdrop Inc. reported an operating income of 82.71M and revenue of 1.39B, resulting in an operating margin of 5.9%.

AS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Amer Sports, Inc reported an operating income of 313.30M and revenue of 1.95B, resulting in an operating margin of 16.1%.

WDH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Waterdrop Inc. reported a net income of 159.88M and revenue of 1.39B, resulting in a net margin of 11.5%.

AS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Amer Sports, Inc reported a net income of 164.60M and revenue of 1.95B, resulting in a net margin of 8.5%.


Frequently Asked Questions


WDH and AS have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WDH has higher volatility (13.58%) compared to AS (12.57%). In terms of maximum drawdown, WDH dropped -90.62% vs AS's -40.71%.

WDH currently has the higher Sharpe Ratio (0.09 vs -0.09), 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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