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WEN vs. USD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WEN vs. USD - Performance Comparison

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

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Returns By Period

In the year-to-date period, WEN achieves a -8.33% return, which is significantly lower than USD's 50.25% return. Over the past 10 years, WEN has underperformed USD with an annualized return of 0.80%, while USD has yielded a comparatively higher 54.19% annualized return.


WEN

1D
0.00%
1M
-14.42%
6M
-1.98%
YTD
-8.33%
1Y
-21.00%
3Y*
-25.65%
5Y*
-16.68%
10Y*
0.80%
ALL TIME*
5.52%

USD

1D
1.44%
1M
-10.08%
6M
34.80%
YTD
50.25%
1Y
92.29%
3Y*
87.71%
5Y*
55.02%
10Y*
54.19%
ALL TIME*
28.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$68.86M$72.62M$95.81M
$48.19M$76.34M$136.50M

WEN vs. USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WEN
The Wendy's Company
-8.33%-45.81%-11.45%-9.65%-2.77%10.98%0.07%45.34%-3.02%23.78%
USD
ProShares Ultra Semiconductors
50.25%62.08%139.64%228.79%-68.57%104.27%68.16%110.37%-26.88%81.72%

Correlation

The correlation between WEN and USD is -0.15, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.15

Correlation (3Y)
Balances recent behavior with more history.

-0.04

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.13

Correlation (10Y)
Provides a long-term view across more market conditions.

0.19

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2007

0.31

The correlation between WEN and USD shifts across timeframes, from -0.15 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

WEN vs. USD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WEN
WEN Risk / Return Rank: 2727
Overall Rank
WEN Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
WEN Sortino Ratio Rank: 2727
Sortino Ratio Rank
WEN Omega Ratio Rank: 2828
Omega Ratio Rank
WEN Calmar Ratio Rank: 2525
Calmar Ratio Rank
WEN Martin Ratio Rank: 2626
Martin Ratio Rank

USD
USD Risk / Return Rank: 5252
Overall Rank
USD Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
USD Sortino Ratio Rank: 4949
Sortino Ratio Rank
USD Omega Ratio Rank: 4949
Omega Ratio Rank
USD Calmar Ratio Rank: 6262
Calmar Ratio Rank
USD Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

WEN vs. USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Wendy's Company (WEN) and ProShares Ultra Semiconductors (USD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


WENUSDDifference
Sharpe ratioReturn per unit of total volatility

-1.52

Sortino ratioReturn per unit of downside risk

-1.98

Omega ratioGain probability vs. loss probability

0.97

1.22

-0.25

Calmar ratioReturn relative to maximum drawdown

-0.53

2.16

-2.68

Martin ratioReturn relative to average drawdown

-0.89

6.21

-7.10

WEN vs. USD - Sharpe Ratio Comparison

The current WEN Sharpe Ratio is -0.37, which is lower than the USD Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of WEN and USD, 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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Drawdowns

WEN vs. USD - Drawdown Comparison

The maximum WEN drawdown since its inception was -84.54%, roughly equal to the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for WEN and USD.


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Drawdown Indicators


WENUSDDifference

Max Drawdown

Largest peak-to-trough decline

-84.54%

-88.63%

+4.09%

Max Drawdown (1Y)

Largest decline over 1 year

-38.24%

-39.33%

+1.09%

Max Drawdown (3Y)

Largest decline over 3 years

-66.27%

-64.46%

-1.81%

Max Drawdown (5Y)

Largest decline over 5 years

-68.72%

-77.85%

+9.13%

Max Drawdown (10Y)

Largest decline over 10 years

-72.94%

-77.85%

+4.91%

Current Drawdown

Current decline from peak

-67.73%

-30.59%

-37.14%

Average Drawdown

Average peak-to-trough decline

-34.47%

-32.23%

-2.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.74%

13.62%

+9.12%

Volatility

WEN vs. USD - Volatility Comparison

The current volatility for The Wendy's Company (WEN) is 15.01%, while ProShares Ultra Semiconductors (USD) has a volatility of 28.19%. This indicates that WEN experiences smaller price fluctuations and is considered to be less risky than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WENUSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.01%

28.19%

-13.18%

Volatility (6M)

Calculated over the trailing 6-month period

47.68%

61.13%

-13.45%

Volatility (1Y)

Calculated over the trailing 1-year period

54.83%

73.80%

-18.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.50%

78.73%

-44.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.78%

70.38%

-31.60%

Dividends

WEN vs. USD - Dividend Comparison

WEN's dividend yield for the trailing twelve months is around 7.61%, more than USD's 0.39% yield.


PositionTTM20252024202320222021202020192018201720162015
USD
ProShares Ultra Semiconductors
0.39%0.39%0.10%0.05%0.30%0.00%0.14%0.72%0.93%0.32%0.46%0.39%
WEN
The Wendy's Company
7.61%8.04%6.13%5.13%2.21%1.80%1.32%1.89%2.18%1.71%1.81%2.09%

Frequently Asked Questions


WEN and USD have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USD has higher volatility (28.19%) compared to WEN (15.01%). In terms of maximum drawdown, WEN dropped -84.54% vs USD's -88.63%.

USD currently has the higher Sharpe Ratio (1.15 vs -0.37), 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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