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

Correlation

The correlation between WEN and TGT is 0.25, 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.


-0.50.00.51.00.3

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.

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,035.82%
4,469.56%
WEN
TGT

Key characteristics

Sharpe Ratio

WEN:

-0.45

TGT:

-0.03

Sortino Ratio

WEN:

-0.50

TGT:

0.21

Omega Ratio

WEN:

0.94

TGT:

1.03

Calmar Ratio

WEN:

-0.29

TGT:

-0.02

Martin Ratio

WEN:

-1.08

TGT:

-0.08

Ulcer Index

WEN:

10.34%

TGT:

13.55%

Daily Std Dev

WEN:

25.07%

TGT:

37.04%

Max Drawdown

WEN:

-86.09%

TGT:

-62.96%

Current Drawdown

WEN:

-33.60%

TGT:

-46.43%

Fundamentals

Market Cap

WEN:

$3.48B

TGT:

$60.30B

EPS

WEN:

$0.94

TGT:

$9.43

PE Ratio

WEN:

18.15

TGT:

13.96

PEG Ratio

WEN:

1.72

TGT:

1.83

Total Revenue (TTM)

WEN:

$2.21B

TGT:

$107.57B

Gross Profit (TTM)

WEN:

$615.98M

TGT:

$29.92B

EBITDA (TTM)

WEN:

$552.54M

TGT:

$6.84B

Returns By Period

In the year-to-date period, WEN achieves a -9.51% return, which is significantly lower than TGT's -4.94% return. Both investments have delivered pretty close results over the past 10 years, with WEN having a 9.27% annualized return and TGT not far behind at 8.87%.


WEN

YTD

-9.51%

1M

-6.79%

6M

2.82%

1Y

-10.93%

5Y*

-2.30%

10Y*

9.27%

TGT

YTD

-4.94%

1M

8.13%

6M

-8.67%

1Y

-3.44%

5Y*

2.84%

10Y*

8.87%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for WEN, currently valued at -0.45, compared to the broader market-4.00-2.000.002.00-0.45-0.03
The chart of Sortino ratio for WEN, currently valued at -0.50, compared to the broader market-4.00-2.000.002.004.00-0.500.21
The chart of Omega ratio for WEN, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.03
The chart of Calmar ratio for WEN, currently valued at -0.29, compared to the broader market0.002.004.006.00-0.29-0.02
The chart of Martin ratio for WEN, currently valued at -1.08, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.08-0.08
WEN
TGT

The current WEN Sharpe Ratio is -0.45, which is lower than the TGT Sharpe Ratio of -0.03. 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-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.45
-0.03
WEN
TGT

Dividends

WEN vs. TGT - Dividend Comparison

WEN's dividend yield for the trailing twelve months is around 6.01%, more than TGT's 3.38% yield.


TTM20232022202120202019201820172016201520142013
WEN
The Wendy's Company
6.01%5.13%2.21%1.80%1.32%1.89%2.18%1.71%1.81%2.09%2.27%2.06%
TGT
Target Corporation
3.38%3.06%2.66%1.37%1.52%2.03%3.81%3.74%3.21%2.97%2.50%2.50%

Drawdowns

WEN vs. TGT - Drawdown Comparison

The maximum WEN drawdown since its inception was -86.09%, 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.


-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-33.60%
-46.43%
WEN
TGT

Volatility

WEN vs. TGT - Volatility Comparison

The current volatility for The Wendy's Company (WEN) is 5.58%, while Target Corporation (TGT) has a volatility of 8.12%. 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.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
5.58%
8.12%
WEN
TGT

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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