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

Performance

WDH vs. REAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Waterdrop Inc. (WDH) and The RealReal, Inc. (REAL). 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 -24.98% return, which is significantly higher than REAL's -34.85% return.


WDH

1D
-0.71%
1M
-11.39%
YTD
-24.98%
6M
-20.37%
1Y
4.96%
3Y*
-14.35%
5Y*
-27.99%
10Y*

REAL

1D
4.47%
1M
9.25%
YTD
-34.85%
6M
-28.31%
1Y
92.87%
3Y*
81.13%
5Y*
-12.76%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WDH vs. REAL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
WDH
Waterdrop Inc.
-24.98%66.25%19.17%-68.77%141.30%-86.54%
REAL
The RealReal, Inc.
-34.85%44.37%443.78%60.80%-89.23%-49.59%

Correlation

The correlation between WDH and REAL 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

0.17

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

0.18

Correlation (All Time)
Calculated using the full available price history since May 7, 2021

0.19

Fundamentals

Market Cap

WDH:

$51.89M

REAL:

$3.23B

EPS

WDH:

CN¥2.18

REAL:

-$0.22

PS Ratio

WDH:

0.62

REAL:

4.26

Total Revenue (TTM)

WDH:

CN¥3.96B

REAL:

$722.53M

Gross Profit (TTM)

WDH:

CN¥2.02B

REAL:

$529.97M

EBITDA (TTM)

WDH:

CN¥369.70M

REAL:

-$60.20M

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Return for Risk

WDH vs. REAL — Risk / Return Rank

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

WDH
WDH Risk / Return Rank: 4545
Overall Rank
WDH Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
WDH Sortino Ratio Rank: 4545
Sortino Ratio Rank
WDH Omega Ratio Rank: 4343
Omega Ratio Rank
WDH Calmar Ratio Rank: 4747
Calmar Ratio Rank
WDH Martin Ratio Rank: 4646
Martin Ratio Rank

REAL
REAL Risk / Return Rank: 7676
Overall Rank
REAL Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
REAL Sortino Ratio Rank: 8181
Sortino Ratio Rank
REAL Omega Ratio Rank: 7676
Omega Ratio Rank
REAL Calmar Ratio Rank: 7474
Calmar Ratio Rank
REAL Martin Ratio Rank: 7373
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. REAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Waterdrop Inc. (WDH) and The RealReal, Inc. (REAL). 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.


WDHREALDifference
Sharpe ratioReturn per unit of total volatility

-1.09

Sortino ratioReturn per unit of downside risk

-1.69

Omega ratioGain probability vs. loss probability

1.06

1.25

-0.19

Calmar ratioReturn relative to maximum drawdown

0.17

1.80

-1.63

Martin ratioReturn relative to average drawdown

0.36

3.95

-3.59

WDH vs. REAL - Sharpe Ratio Comparison

The current WDH Sharpe Ratio is 0.11, which is lower than the REAL Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of WDH and REAL, 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

WDH vs. REAL - Drawdown Comparison

The maximum WDH drawdown since its inception was -91.12%, smaller than the maximum REAL drawdown of -96.44%. Use the drawdown chart below to compare losses from any high point for WDH and REAL.


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Drawdown Indicators


WDHREALDifference

Max Drawdown

Largest peak-to-trough decline

-91.12%

-96.44%

+5.32%

Max Drawdown (1Y)

Largest decline over 1 year

-29.00%

-51.95%

+22.95%

Max Drawdown (3Y)

Largest decline over 3 years

-62.60%

-57.16%

-5.44%

Max Drawdown (5Y)

Largest decline over 5 years

-88.67%

-95.42%

+6.75%

Current Drawdown

Current decline from peak

-84.92%

-64.43%

-20.49%

Average Drawdown

Average peak-to-trough decline

-81.15%

-67.33%

-13.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.81%

23.62%

-9.81%

Volatility

WDH vs. REAL - Volatility Comparison

The current volatility for Waterdrop Inc. (WDH) is 13.33%, while The RealReal, Inc. (REAL) has a volatility of 17.24%. This indicates that WDH experiences smaller price fluctuations and is considered to be less risky than REAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WDHREALDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.33%

17.24%

-3.91%

Volatility (6M)

Calculated over the trailing 6-month period

24.40%

48.58%

-24.18%

Volatility (1Y)

Calculated over the trailing 1-year period

44.58%

77.43%

-32.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.87%

97.37%

-35.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.73%

93.85%

-31.12%

Dividends

WDH vs. REAL - Dividend Comparison

WDH's dividend yield for the trailing twelve months is around 4.29%, while REAL has not paid dividends to shareholders.


PositionTTM20252024
REAL
The RealReal, Inc.
0.00%0.00%0.00%
WDH
Waterdrop Inc.
4.29%2.63%5.08%

Financials

WDH vs. REAL - Financials Comparison

This section allows you to compare key financial metrics between Waterdrop Inc. and The RealReal, 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


0.00200.00M400.00M600.00M800.00M1.00B1.20B1.40B20222023202420252026
1.39B
189.72M
(WDH) Total Revenue
(REAL) Total Revenue
Please note, different currencies. WDH values in CNY, REAL values in USD

WDH vs. REAL - Profitability Comparison

The chart below illustrates the profitability comparison between Waterdrop Inc. and The RealReal, 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%
74.5%
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%.

REAL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The RealReal, Inc. reported a gross profit of 141.33M and revenue of 189.72M. Therefore, the gross margin over that period was 74.5%.

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%.

REAL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The RealReal, Inc. reported an operating income of -2.27M and revenue of 189.72M, resulting in an operating margin of -1.2%.

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%.

REAL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The RealReal, Inc. reported a net income of 38.94M and revenue of 189.72M, resulting in a net margin of 20.5%.


Frequently Asked Questions


WDH and REAL 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.

REAL has higher volatility (17.24%) compared to WDH (13.33%). In terms of maximum drawdown, WDH dropped -91.12% vs REAL's -96.44%.

REAL currently has the higher Sharpe Ratio (1.21 vs 0.11), 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

Find the right allocation for WDH and REAL

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