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WEBNF vs. CHGCY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

WEBNF vs. CHGCY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Westpac Banking Corp (WEBNF) and Chugai Pharmaceutical Co Ltd ADR (CHGCY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WEBNF achieves a 0.20% return, which is significantly higher than CHGCY's -9.40% return. Over the past 10 years, WEBNF has underperformed CHGCY with an annualized return of 14.12%, while CHGCY has yielded a comparatively higher 15.87% annualized return.


WEBNF

1D
-0.21%
1M
-4.68%
YTD
0.20%
6M
7.01%
1Y
24.75%
3Y*
29.50%
5Y*
11.82%
10Y*
14.12%

CHGCY

1D
-0.63%
1M
-9.64%
YTD
-9.40%
6M
-8.99%
1Y
-10.93%
3Y*
20.51%
5Y*
5.43%
10Y*
15.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WEBNF vs. CHGCY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WEBNF
Westpac Banking Corp
0.20%39.75%34.48%5.37%10.13%52.61%-8.36%6.69%-16.10%23.08%
CHGCY
Chugai Pharmaceutical Co Ltd ADR
-9.40%21.53%17.55%48.78%-21.63%-38.50%72.01%59.87%13.53%72.59%

Correlation

The correlation between WEBNF and CHGCY is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

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

0.14

Correlation (10Y)
Calculated over the trailing 10-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2010

0.08

Fundamentals

Market Cap

WEBNF:

$62.48B

CHGCY:

$78.34B

EPS

WEBNF:

$5.69

CHGCY:

$144.42

PE Ratio

WEBNF:

4.43

CHGCY:

0.16

PEG Ratio

WEBNF:

0.54

CHGCY:

0.01

PS Ratio

WEBNF:

0.80

CHGCY:

0.06

PB Ratio

WEBNF:

0.88

CHGCY:

0.04

Total Revenue (TTM)

WEBNF:

$77.68B

CHGCY:

$1.36T

Gross Profit (TTM)

WEBNF:

$43.56B

CHGCY:

$970.13B

EBITDA (TTM)

WEBNF:

$10.94B

CHGCY:

$699.55B

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Westpac Banking Corp

Chugai Pharmaceutical Co Ltd ADR

Often compared with CHGCY:
CHGCY vs. GSK

Return for Risk

WEBNF vs. CHGCY — Risk / Return Rank

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

WEBNF
WEBNF Risk / Return Rank: 6060
Overall Rank
WEBNF Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
WEBNF Sortino Ratio Rank: 5555
Sortino Ratio Rank
WEBNF Omega Ratio Rank: 5757
Omega Ratio Rank
WEBNF Calmar Ratio Rank: 6464
Calmar Ratio Rank
WEBNF Martin Ratio Rank: 6767
Martin Ratio Rank

CHGCY
CHGCY Risk / Return Rank: 3030
Overall Rank
CHGCY Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
CHGCY Sortino Ratio Rank: 2929
Sortino Ratio Rank
CHGCY Omega Ratio Rank: 2929
Omega Ratio Rank
CHGCY Calmar Ratio Rank: 3333
Calmar Ratio Rank
CHGCY Martin Ratio Rank: 3131
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.

WEBNF vs. CHGCY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Westpac Banking Corp (WEBNF) and Chugai Pharmaceutical Co Ltd ADR (CHGCY). 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.


WEBNFCHGCYDifference

Sharpe ratio

Return per unit of total volatility

0.51

-0.25

+0.75

Sortino ratio

Return per unit of downside risk

1.06

-0.04

+1.09

Omega ratio

Gain probability vs. loss probability

1.15

0.99

+0.16

Calmar ratio

Return relative to maximum drawdown

1.20

-0.24

+1.44

Martin ratio

Return relative to average drawdown

3.36

-0.52

+3.87

WEBNF vs. CHGCY - Sharpe Ratio Comparison

The current WEBNF Sharpe Ratio is 0.51, which is higher than the CHGCY Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of WEBNF and CHGCY, 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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Sharpe Ratios by Period


WEBNFCHGCYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

-0.25

+0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.16

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.48

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.51

-0.33

Drawdowns

WEBNF vs. CHGCY - Drawdown Comparison

The maximum WEBNF drawdown since its inception was -66.96%, which is greater than CHGCY's maximum drawdown of -59.68%. Use the drawdown chart below to compare losses from any high point for WEBNF and CHGCY.


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Drawdown Indicators


WEBNFCHGCYDifference

Max Drawdown

Largest peak-to-trough decline

-66.96%

-59.68%

-7.28%

Max Drawdown (1Y)

Largest decline over 1 year

-20.54%

-30.79%

+10.25%

Max Drawdown (3Y)

Largest decline over 3 years

-23.44%

-33.18%

+9.74%

Max Drawdown (5Y)

Largest decline over 5 years

-31.14%

-45.45%

+14.31%

Max Drawdown (10Y)

Largest decline over 10 years

-61.21%

-59.68%

-1.53%

Current Drawdown

Current decline from peak

-17.57%

-29.19%

+11.62%

Average Drawdown

Average peak-to-trough decline

-21.03%

-16.07%

-4.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.37%

14.06%

-6.69%

Volatility

WEBNF vs. CHGCY - Volatility Comparison

Westpac Banking Corp (WEBNF) has a higher volatility of 11.84% compared to Chugai Pharmaceutical Co Ltd ADR (CHGCY) at 10.86%. This indicates that WEBNF's price experiences larger fluctuations and is considered to be riskier than CHGCY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WEBNFCHGCYDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.84%

10.86%

+0.98%

Volatility (6M)

Calculated over the trailing 6-month period

32.54%

31.78%

+0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

48.91%

44.89%

+4.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.25%

34.58%

+6.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.33%

33.01%

+6.32%

Dividends

WEBNF vs. CHGCY - Dividend Comparison

WEBNF has not paid dividends to shareholders, while CHGCY's dividend yield for the trailing twelve months is around 1.79%.


PositionTTM20252024202320222021202020192018201720162015
CHGCY
Chugai Pharmaceutical Co Ltd ADR
1.79%1.62%0.86%0.00%1.19%0.00%0.00%0.00%0.00%0.00%1.64%1.41%
WEBNF
Westpac Banking Corp
0.00%2.78%8.39%8.91%7.82%42.62%3.83%14.51%19.31%16.01%0.00%0.00%

Financials

WEBNF vs. CHGCY - Financials Comparison

This section allows you to compare key financial metrics between Westpac Banking Corp and Chugai Pharmaceutical Co Ltd ADR. 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


0.00100.00B200.00B300.00B400.00B20222023202420252026
28.03B
327.66B
(WEBNF) Total Revenue
(CHGCY) Total Revenue
Values in USD except per share items

WEBNF vs. CHGCY - Profitability Comparison

The chart below illustrates the profitability comparison between Westpac Banking Corp and Chugai Pharmaceutical Co Ltd ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%90.0%100.0%20222023202420252026
39.3%
71.2%
Portfolio components
WEBNF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Westpac Banking Corp reported a gross profit of 11.02B and revenue of 28.03B. Therefore, the gross margin over that period was 39.3%.

CHGCY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Chugai Pharmaceutical Co Ltd ADR reported a gross profit of 233.16B and revenue of 327.66B. Therefore, the gross margin over that period was 71.2%.

WEBNF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Westpac Banking Corp reported an operating income of 4.92B and revenue of 28.03B, resulting in an operating margin of 17.6%.

CHGCY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Chugai Pharmaceutical Co Ltd ADR reported an operating income of 165.66B and revenue of 327.66B, resulting in an operating margin of 50.6%.

WEBNF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Westpac Banking Corp reported a net income of 3.42B and revenue of 28.03B, resulting in a net margin of 12.2%.

CHGCY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Chugai Pharmaceutical Co Ltd ADR reported a net income of 117.54B and revenue of 327.66B, resulting in a net margin of 35.9%.


Frequently Asked Questions


WEBNF and CHGCY have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WEBNF has higher volatility (11.84%) compared to CHGCY (10.86%). In terms of maximum drawdown, WEBNF dropped -66.96% vs CHGCY's -59.68%.

WEBNF currently has the higher Sharpe Ratio (0.51 vs -0.25), 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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