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WE vs. VTSAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WE and VTSAX is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

WE vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WeWork Inc. (WE) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


WE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VTSAX

YTD

-3.66%

1M

8.09%

6M

-5.58%

1Y

9.22%

5Y*

15.28%

10Y*

11.77%

*Annualized

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Risk-Adjusted Performance

WE vs. VTSAX — Risk-Adjusted Performance Rank

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

WE

VTSAX
The Risk-Adjusted Performance Rank of VTSAX is 6161
Overall Rank
The Sharpe Ratio Rank of VTSAX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VTSAX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VTSAX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VTSAX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VTSAX is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WE vs. VTSAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WeWork Inc. (WE) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.



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Dividends

WE vs. VTSAX - Dividend Comparison

WE has not paid dividends to shareholders, while VTSAX's dividend yield for the trailing twelve months is around 1.34%.


TTM20242023202220212020201920182017201620152014
WE
WeWork Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.34%1.26%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%

Drawdowns

WE vs. VTSAX - Drawdown Comparison


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Volatility

WE vs. VTSAX - Volatility Comparison


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