WDH vs. TRVI
WDH (Waterdrop Inc.) and TRVI (Trevi Therapeutics, Inc.) are both stocks. WDH operates in Insurance - Diversified (Financial Services), while TRVI operates in Biotechnology (Healthcare). Over the past 5 years, WDH returned -27.99%/yr vs 44.83%/yr for TRVI. At a 0.09 correlation, their price movements are largely independent.
Performance
WDH vs. TRVI - Performance Comparison
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Returns By Period
In the year-to-date period, WDH achieves a -24.98% return, which is significantly lower than TRVI's 13.50% return.
WDH
- 1D
- -0.71%
- 1M
- -11.39%
- YTD
- -24.98%
- 6M
- -20.37%
- 1Y
- 4.96%
- 3Y*
- -14.35%
- 5Y*
- -27.99%
- 10Y*
- —
TRVI
- 1D
- 5.57%
- 1M
- -6.94%
- YTD
- 13.50%
- 6M
- 11.28%
- 1Y
- 130.31%
- 3Y*
- 75.70%
- 5Y*
- 44.83%
- 10Y*
- —
WDH vs. TRVI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
WDH Waterdrop Inc. | -24.98% | 66.25% | 19.17% | -68.77% | 141.30% | -86.54% |
TRVI Trevi Therapeutics, Inc. | 13.50% | 203.88% | 207.46% | -30.57% | 146.74% | -61.84% |
Correlation
The correlation between WDH and TRVI is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since May 7, 2021 | 0.09 |
The correlation between WDH and TRVI shifts across timeframes, from 0.05 (3 years) to 0.20 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
WDH:
CN¥2.18
TRVI:
-$0.43
WDH:
CN¥3.96B
TRVI:
$0.00
WDH:
CN¥2.02B
TRVI:
-$31.00K
WDH:
CN¥369.70M
TRVI:
-$49.16M
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Return for Risk
WDH vs. TRVI — Risk / Return Rank
WDH
TRVI
WDH vs. TRVI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Waterdrop Inc. (WDH) and Trevi Therapeutics, Inc. (TRVI). 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 | TRVI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.06 | ||
| Sortino ratioReturn per unit of downside risk | -2.19 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.35 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.17 | 4.44 | -4.27 |
| Martin ratioReturn relative to average drawdown | 0.36 | 10.40 | -10.04 |
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Drawdowns
WDH vs. TRVI - Drawdown Comparison
The maximum WDH drawdown since its inception was -91.12%, roughly equal to the maximum TRVI drawdown of -95.45%. Use the drawdown chart below to compare losses from any high point for WDH and TRVI.
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Drawdown Indicators
| WDH | TRVI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.12% | -95.45% | +4.33% |
Max Drawdown (1Y)Largest decline over 1 year | -29.00% | -29.50% | +0.50% |
Max Drawdown (3Y)Largest decline over 3 years | -62.60% | -61.96% | -0.64% |
Max Drawdown (5Y)Largest decline over 5 years | -88.67% | -80.26% | -8.41% |
Current DrawdownCurrent decline from peak | -84.92% | -7.73% | -77.19% |
Average DrawdownAverage peak-to-trough decline | -81.15% | -61.49% | -19.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.81% | 12.58% | +1.23% |
Volatility
WDH vs. TRVI - Volatility Comparison
Waterdrop Inc. (WDH) and Trevi Therapeutics, Inc. (TRVI) have volatilities of 13.33% and 13.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WDH | TRVI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.33% | 13.78% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 24.40% | 39.38% | -14.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.58% | 60.39% | -15.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.87% | 88.26% | -26.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 62.73% | 99.35% | -36.62% |
Dividends
WDH vs. TRVI - Dividend Comparison
WDH's dividend yield for the trailing twelve months is around 4.29%, while TRVI has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
TRVI Trevi Therapeutics, Inc. | 0.00% | 0.00% | 0.00% |
WDH Waterdrop Inc. | 4.29% | 2.63% | 5.08% |
Financials
WDH vs. TRVI - Financials Comparison
This section allows you to compare key financial metrics between Waterdrop Inc. and Trevi Therapeutics, 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
Frequently Asked Questions
WDH and TRVI have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TRVI has higher volatility (13.78%) compared to WDH (13.33%). In terms of maximum drawdown, WDH dropped -91.12% vs TRVI's -95.45%.
TRVI currently has the higher Sharpe Ratio (2.17 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.
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