WDH vs. GREK
WDH (Waterdrop Inc.) is a stock, while GREK (Global X MSCI Greece ETF) is Emerging Markets Equities fund tracking the MSCI All Greece Select 25/50 Index. Over the past 5 years, WDH returned -21.77%/yr vs 27.82%/yr for GREK. Their 0.15 correlation means their historical movements had little consistent relationship.
Performance
WDH vs. GREK - Performance Comparison
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Returns By Period
In the year-to-date period, WDH achieves a -39.99% return, which is significantly lower than GREK's 22.60% return.
WDH
- 1D
- -1.75%
- 1M
- -6.67%
- 6M
- -30.89%
- YTD
- -39.99%
- 1Y
- -30.20%
- 3Y*
- -12.25%
- 5Y*
- -21.77%
- 10Y*
- —
- ALL TIME*
- -33.25%
GREK
- 1D
- -0.62%
- 1M
- 5.48%
- 6M
- 9.57%
- YTD
- 22.60%
- 1Y
- 36.74%
- 3Y*
- 32.40%
- 5Y*
- 27.82%
- 10Y*
- 17.36%
- ALL TIME*
- 6.26%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $9.46M | $9.35M | $7.83M | |
| $149.01K | $155.59K | $241.67K |
WDH vs. GREK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
WDH Waterdrop Inc. | -39.99% | 66.25% | 19.17% | -68.77% | 141.30% | -86.54% |
GREK Global X MSCI Greece ETF | 22.60% | 76.11% | 9.53% | 42.72% | 3.64% | -6.53% |
Correlation
The correlation between WDH and GREK is 0.24, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.24 |
Correlation (3Y) Balances recent behavior with more history. | 0.16 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.14 |
Correlation (All Time) Calculated using the full available price history since May 7, 2021 | 0.15 |
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Return for Risk
WDH vs. GREK — Risk / Return Rank
WDH
GREK
WDH vs. GREK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Waterdrop Inc. (WDH) and Global X MSCI Greece ETF (GREK). 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.
| WDH | GREK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.21 | ||
| Sortino ratioReturn per unit of downside risk | -3.18 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.27 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.66 | 1.71 | -2.37 |
| Martin ratioReturn relative to average drawdown | -1.56 | 5.27 | -6.82 |
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Drawdowns
WDH vs. GREK - Drawdown Comparison
The maximum WDH drawdown since its inception was -91.12%, which is greater than GREK's maximum drawdown of -79.50%. Use the drawdown chart below to compare losses from any high point for WDH and GREK.
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Drawdown Indicators
| WDH | GREK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.12% | -79.50% | -11.62% |
Max Drawdown (1Y)Largest decline over 1 year | -42.81% | -21.32% | -21.49% |
Max Drawdown (3Y)Largest decline over 3 years | -46.42% | -21.32% | -25.10% |
Max Drawdown (5Y)Largest decline over 5 years | -77.02% | -30.46% | -46.56% |
Max Drawdown (10Y)Largest decline over 10 years | — | -57.04% | — |
Current DrawdownCurrent decline from peak | -87.94% | -0.62% | -87.32% |
Average DrawdownAverage peak-to-trough decline | -81.30% | -44.86% | -36.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.05% | 6.92% | +11.13% |
Volatility
WDH vs. GREK - Volatility Comparison
Waterdrop Inc. (WDH) has a higher volatility of 10.63% compared to Global X MSCI Greece ETF (GREK) at 7.63%. This indicates that WDH's price experiences larger fluctuations and is considered to be riskier than GREK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WDH | GREK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.63% | 7.63% | +3.00% |
Volatility (6M)Calculated over the trailing 6-month period | 26.48% | 21.24% | +5.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.89% | 24.67% | +14.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.53% | 24.49% | +36.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 62.35% | 28.85% | +33.50% |
Dividends
WDH vs. GREK - Dividend Comparison
WDH's dividend yield for the trailing twelve months is around 5.36%, more than GREK's 2.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GREK Global X MSCI Greece ETF | 2.43% | 3.46% | 4.63% | 2.61% | 2.82% | 2.16% | 2.62% | 2.25% | 2.41% | 2.13% | 1.95% | 1.52% |
WDH Waterdrop Inc. | 5.36% | 2.63% | 5.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WDH and GREK have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WDH has higher volatility (10.63%) compared to GREK (7.63%). In terms of maximum drawdown, WDH dropped -91.12% vs GREK's -79.50%.
GREK currently has the higher Sharpe Ratio (1.48 vs -0.73), 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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