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

Correlation

The correlation between WEN and TGT is 0.30, 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.


-0.50.00.51.0
Correlation: 0.3

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Performance

WEN vs. TGT - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%NovemberDecember2025FebruaryMarchApril
-21.63%
-28.04%
JD
CRSP

Key characteristics

Sharpe Ratio

WEN:

-0.83

TGT:

-1.16

Sortino Ratio

WEN:

-1.12

TGT:

-1.59

Omega Ratio

WEN:

0.87

TGT:

0.76

Calmar Ratio

WEN:

-0.50

TGT:

-0.71

Martin Ratio

WEN:

-1.41

TGT:

-2.40

Ulcer Index

WEN:

16.35%

TGT:

18.27%

Daily Std Dev

WEN:

27.53%

TGT:

37.70%

Max Drawdown

WEN:

-89.80%

TGT:

-62.96%

Current Drawdown

WEN:

-46.09%

TGT:

-60.66%

Fundamentals

Market Cap

WEN:

$2.61B

TGT:

$43.61B

EPS

WEN:

$0.95

TGT:

$8.86

PE Ratio

WEN:

14.00

TGT:

10.80

PEG Ratio

WEN:

1.39

TGT:

1.30

Total Revenue (TTM)

WEN:

$1.71B

TGT:

$106.57B

Gross Profit (TTM)

WEN:

$638.08M

TGT:

$30.06B

EBITDA (TTM)

WEN:

$427.18M

TGT:

$5.68B

Returns By Period

In the year-to-date period, WEN achieves a -17.07% return, which is significantly higher than TGT's -28.59% return. Over the past 10 years, WEN has outperformed TGT with an annualized return of 5.06%, while TGT has yielded a comparatively lower 4.41% annualized return.


WEN

YTD

-17.07%

1M

-11.04%

6M

-22.27%

1Y

-22.26%

5Y*

3.93%

10Y*

5.06%

TGT

YTD

-28.59%

1M

-17.88%

6M

-36.40%

1Y

-42.71%

5Y*

3.09%

10Y*

4.41%

*Annualized

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


The Wendy's Company

Target Corporation

Risk-Adjusted Performance

WEN vs. TGT — Risk-Adjusted Performance Rank

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

WEN
The Risk-Adjusted Performance Rank of WEN is 1717
Overall Rank
The Sharpe Ratio Rank of WEN is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of WEN is 1414
Sortino Ratio Rank
The Omega Ratio Rank of WEN is 1717
Omega Ratio Rank
The Calmar Ratio Rank of WEN is 2424
Calmar Ratio Rank
The Martin Ratio Rank of WEN is 1616
Martin Ratio Rank

TGT
The Risk-Adjusted Performance Rank of TGT is 55
Overall Rank
The Sharpe Ratio Rank of TGT is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of TGT is 77
Sortino Ratio Rank
The Omega Ratio Rank of TGT is 55
Omega Ratio Rank
The Calmar Ratio Rank of TGT is 1111
Calmar Ratio Rank
The Martin Ratio Rank of TGT is 11
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.

WEN vs. TGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Wendy's Company (WEN) and Target Corporation (TGT). 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.


The chart of Sharpe ratio for JD, currently valued at 0.73, compared to the broader market-2.00-1.000.001.002.00
JD: 0.73
CRSP: -0.96
The chart of Sortino ratio for JD, currently valued at 1.44, compared to the broader market-6.00-4.00-2.000.002.004.00
JD: 1.44
CRSP: -1.52
The chart of Omega ratio for JD, currently valued at 1.17, compared to the broader market0.501.001.502.00
JD: 1.17
CRSP: 0.84
The chart of Calmar ratio for JD, currently valued at 0.52, compared to the broader market0.001.002.003.004.00
JD: 0.52
CRSP: -0.59
The chart of Martin ratio for JD, currently valued at 2.13, compared to the broader market-10.000.0010.0020.00
JD: 2.13
CRSP: -1.85

The current WEN Sharpe Ratio is -0.83, which is comparable to the TGT Sharpe Ratio of -1.16. The chart below compares the historical Sharpe Ratios of WEN and TGT, 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-1.50-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.73
-0.96
JD
CRSP

Dividends

WEN vs. TGT - Dividend Comparison

WEN's dividend yield for the trailing twelve months is around 7.52%, more than TGT's 4.66% yield.


TTM202420232022

Drawdowns

WEN vs. TGT - Drawdown Comparison

The maximum WEN drawdown since its inception was -89.80%, which is greater than TGT's maximum drawdown of -62.96%. Use the drawdown chart below to compare losses from any high point for WEN and TGT. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%NovemberDecember2025FebruaryMarchApril
-63.19%
-84.46%
JD
CRSP

Volatility

WEN vs. TGT - Volatility Comparison

The current volatility for The Wendy's Company (WEN) is NaN%, while Target Corporation (TGT) has a volatility of NaN%. This indicates that WEN experiences smaller price fluctuations and is considered to be less risky than TGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
13.91%
15.78%
JD
CRSP

Financials

WEN vs. TGT - Financials Comparison

This section allows you to compare key financial metrics between The Wendy's Company and Target Corporation. 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


0.005.00B10.00B15.00B20.00B25.00B30.00B35.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
574.27M
30.92B
(WEN) Total Revenue
(TGT) Total Revenue
Values in USD except per share items

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