WDH vs. DDS
WDH (Waterdrop Inc.) and DDS (Dillard's, Inc.) are both stocks. WDH operates in Insurance - Diversified (Financial Services), while DDS operates in Department Stores (Consumer Cyclical). Over the past 5 years, WDH returned -27.58%/yr vs 37.33%/yr for DDS. At a 0.14 correlation, their price movements are largely independent.
Performance
WDH vs. DDS - Performance Comparison
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Returns By Period
In the year-to-date period, WDH achieves a -19.09% return, which is significantly lower than DDS's -2.21% return.
WDH
- 1D
- 2.03%
- 1M
- -6.79%
- YTD
- -19.09%
- 6M
- -17.79%
- 1Y
- 4.15%
- 3Y*
- -10.69%
- 5Y*
- -27.58%
- 10Y*
- —
DDS
- 1D
- 0.76%
- 1M
- 4.80%
- YTD
- -2.21%
- 6M
- -8.92%
- 1Y
- 58.20%
- 3Y*
- 30.63%
- 5Y*
- 37.33%
- 10Y*
- 29.16%
WDH vs. DDS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
WDH Waterdrop Inc. | -19.09% | 66.25% | 19.17% | -68.77% | 141.30% | -85.77% |
DDS Dillard's, Inc. | -2.21% | 46.81% | 13.47% | 32.05% | 38.66% | 140.81% |
Correlation
The correlation between WDH and DDS is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since May 10, 2021 | 0.14 |
Fundamentals
WDH:
$55.97M
DDS:
$9.25B
WDH:
$2.18
DDS:
$42.07
WDH:
0.69
DDS:
14.09
WDH:
0.10
DDS:
1.41
WDH:
0.01
DDS:
3.56
WDH:
$3.96B
DDS:
$6.58B
WDH:
$2.02B
DDS:
$1.82B
WDH:
$369.70M
DDS:
$985.80M
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Return for Risk
WDH vs. DDS — Risk / Return Rank
WDH
DDS
WDH vs. DDS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Waterdrop Inc. (WDH) and Dillard's, Inc. (DDS). 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.
| WDH | DDS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.09 | 1.50 | -1.41 |
Sortino ratioReturn per unit of downside risk | 0.50 | 2.09 | -1.58 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.27 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 0.29 | 2.32 | -2.04 |
Martin ratioReturn relative to average drawdown | 0.59 | 5.53 | -4.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WDH | DDS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.09 | 1.50 | -1.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.45 | 0.74 | -1.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.47 | 0.23 | -0.70 |
Drawdowns
WDH vs. DDS - Drawdown Comparison
The maximum WDH drawdown since its inception was -90.62%, roughly equal to the maximum DDS drawdown of -93.62%. Use the drawdown chart below to compare losses from any high point for WDH and DDS.
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Drawdown Indicators
| WDH | DDS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.62% | -93.62% | +3.00% |
Max Drawdown (1Y)Largest decline over 1 year | -26.97% | -24.27% | -2.70% |
Max Drawdown (3Y)Largest decline over 3 years | -62.60% | -42.02% | -20.58% |
Max Drawdown (5Y)Largest decline over 5 years | -89.26% | -49.71% | -39.55% |
Max Drawdown (10Y)Largest decline over 10 years | — | -76.57% | — |
Current DrawdownCurrent decline from peak | -82.81% | -15.33% | -67.48% |
Average DrawdownAverage peak-to-trough decline | -80.12% | -35.63% | -44.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.05% | 10.20% | +2.85% |
Volatility
WDH vs. DDS - Volatility Comparison
Waterdrop Inc. (WDH) has a higher volatility of 13.58% compared to Dillard's, Inc. (DDS) at 9.70%. This indicates that WDH's price experiences larger fluctuations and is considered to be riskier than DDS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WDH | DDS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.58% | 9.70% | +3.88% |
Volatility (6M)Calculated over the trailing 6-month period | 25.20% | 27.34% | -2.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.82% | 38.91% | +5.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.94% | 50.43% | +11.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 62.88% | 59.52% | +3.36% |
Dividends
WDH vs. DDS - Dividend Comparison
WDH's dividend yield for the trailing twelve months is around 3.97%, less than DDS's 5.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DDS Dillard's, Inc. | 5.26% | 5.13% | 6.02% | 5.18% | 4.89% | 6.41% | 0.95% | 0.68% | 0.66% | 0.57% | 0.45% | 0.40% |
WDH Waterdrop Inc. | 3.97% | 2.63% | 5.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
WDH vs. DDS - Financials Comparison
This section allows you to compare key financial metrics between Waterdrop Inc. and Dillard's, 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.
Total Revenue: Total amount of money received from sales and other business activities
WDH vs. DDS - Profitability Comparison
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%.
DDS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Dillard's, Inc. reported a gross profit of 0.00 and revenue of 1.57B. Therefore, the gross margin over that period was 0.0%.
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%.
DDS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Dillard's, Inc. reported an operating income of 0.00 and revenue of 1.57B, resulting in an operating margin of 0.0%.
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%.
DDS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Dillard's, Inc. reported a net income of 250.60M and revenue of 1.57B, resulting in a net margin of 16.0%.
Frequently Asked Questions
WDH and DDS have a correlation of 0.17, 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 DDS (9.70%). In terms of maximum drawdown, WDH dropped -90.62% vs DDS's -93.62%.
DDS currently has the higher Sharpe Ratio (1.50 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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