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WEN vs. AMZN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

WEN vs. AMZN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Wendy's Company (WEN) and Amazon.com, Inc. (AMZN). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
3.31%
10.78%
WEN
AMZN

Returns By Period

In the year-to-date period, WEN achieves a -3.93% return, which is significantly lower than AMZN's 33.53% return. Over the past 10 years, WEN has underperformed AMZN with an annualized return of 10.55%, while AMZN has yielded a comparatively higher 28.48% annualized return.


WEN

YTD

-3.93%

1M

-6.96%

6M

3.30%

1Y

0.78%

5Y (annualized)

0.01%

10Y (annualized)

10.55%

AMZN

YTD

33.53%

1M

7.30%

6M

10.78%

1Y

40.99%

5Y (annualized)

18.44%

10Y (annualized)

28.48%

Fundamentals


WENAMZN
Market Cap$3.65B$2.15T
EPS$0.94$4.65
PE Ratio19.0643.63
PEG Ratio1.811.69
Total Revenue (TTM)$2.21B$620.13B
Gross Profit (TTM)$615.98M$300.18B
EBITDA (TTM)$552.54M$111.68B

Key characteristics


WENAMZN
Sharpe Ratio-0.011.43
Sortino Ratio0.172.03
Omega Ratio1.021.26
Calmar Ratio-0.011.70
Martin Ratio-0.026.57
Ulcer Index10.18%5.91%
Daily Std Dev25.81%27.21%
Max Drawdown-86.07%-94.40%
Current Drawdown-29.51%-5.24%

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Correlation

-0.50.00.51.00.2

The correlation between WEN and AMZN is 0.23, 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.

Risk-Adjusted Performance

WEN vs. AMZN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Wendy's Company (WEN) and Amazon.com, Inc. (AMZN). 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.


Sharpe ratio
The chart of Sharpe ratio for WEN, currently valued at -0.01, compared to the broader market-4.00-2.000.002.004.00-0.011.43
The chart of Sortino ratio for WEN, currently valued at 0.17, compared to the broader market-4.00-2.000.002.004.000.172.03
The chart of Omega ratio for WEN, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.26
The chart of Calmar ratio for WEN, currently valued at -0.01, compared to the broader market0.002.004.006.00-0.011.70
The chart of Martin ratio for WEN, currently valued at -0.02, compared to the broader market-10.000.0010.0020.0030.00-0.026.57
WEN
AMZN

The current WEN Sharpe Ratio is -0.01, which is lower than the AMZN Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of WEN and AMZN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-1.000.001.002.00JuneJulyAugustSeptemberOctoberNovember
-0.01
1.43
WEN
AMZN

Dividends

WEN vs. AMZN - Dividend Comparison

WEN's dividend yield for the trailing twelve months is around 5.58%, while AMZN has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
WEN
The Wendy's Company
5.58%5.13%2.21%1.80%1.32%1.89%2.18%1.71%1.81%2.09%2.27%2.06%
AMZN
Amazon.com, 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%

Drawdowns

WEN vs. AMZN - Drawdown Comparison

The maximum WEN drawdown since its inception was -86.07%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for WEN and AMZN. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-29.51%
-5.24%
WEN
AMZN

Volatility

WEN vs. AMZN - Volatility Comparison

The Wendy's Company (WEN) and Amazon.com, Inc. (AMZN) have volatilities of 10.73% and 10.65%, 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.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
10.73%
10.65%
WEN
AMZN

Financials

WEN vs. AMZN - Financials Comparison

This section allows you to compare key financial metrics between The Wendy's Company and Amazon.com, 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


Values in USD except per share items