WEN vs. USD
WEN (The Wendy's Company) is a stock, while USD (ProShares Ultra Semiconductors) is Leveraged Equities fund tracking the Dow Jones U.S. Semiconductors Index (200%). Over the past 10 years, WEN returned -0.57%/yr vs 62.16%/yr for USD. At a 0.31 correlation, their price movements are largely independent.
Performance
WEN vs. USD - Performance Comparison
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Returns By Period
In the year-to-date period, WEN achieves a -14.68% return, which is significantly lower than USD's 114.00% return. Over the past 10 years, WEN has underperformed USD with an annualized return of -0.57%, while USD has yielded a comparatively higher 62.16% annualized return.
WEN
- 1D
- -4.99%
- 1M
- 6.68%
- YTD
- -14.68%
- 6M
- -16.98%
- 1Y
- -36.76%
- 3Y*
- -28.88%
- 5Y*
- -17.62%
- 10Y*
- -0.57%
USD
- 1D
- -1.14%
- 1M
- 44.53%
- YTD
- 114.00%
- 6M
- 111.06%
- 1Y
- 274.62%
- 3Y*
- 127.67%
- 5Y*
- 69.52%
- 10Y*
- 62.16%
WEN vs. USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WEN The Wendy's Company | -14.68% | -45.81% | -11.45% | -9.65% | -2.77% | 10.98% | 0.07% | 45.34% | -3.02% | 23.78% |
USD ProShares Ultra Semiconductors | 114.00% | 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 tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 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
WEN
USD
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.
| WEN | USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.35 | ||
| Sortino ratioReturn per unit of downside risk | -5.03 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.51 | -0.65 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | 8.70 | -9.53 |
| Martin ratioReturn relative to average drawdown | -1.25 | 25.16 | -26.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WEN | USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.81 | 4.53 | -5.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.53 | 0.91 | -1.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.02 | 0.90 | -0.92 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.49 | -0.35 |
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
| WEN | USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.54% | -88.63% | +4.09% |
Max Drawdown (1Y)Largest decline over 1 year | -44.55% | -31.80% | -12.75% |
Max Drawdown (3Y)Largest decline over 3 years | -65.88% | -64.46% | -1.42% |
Max Drawdown (5Y)Largest decline over 5 years | -71.84% | -77.85% | +6.01% |
Max Drawdown (10Y)Largest decline over 10 years | -71.84% | -77.85% | +6.01% |
Current DrawdownCurrent decline from peak | -69.96% | -1.14% | -68.82% |
Average DrawdownAverage peak-to-trough decline | -34.32% | -32.35% | -1.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.50% | 10.97% | +18.53% |
Volatility
WEN vs. USD - Volatility Comparison
The Wendy's Company (WEN) has a higher volatility of 24.39% compared to ProShares Ultra Semiconductors (USD) at 20.36%. This indicates that WEN's price experiences larger fluctuations and is considered to be riskier 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
| WEN | USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.39% | 20.36% | +4.03% |
Volatility (6M)Calculated over the trailing 6-month period | 36.94% | 46.39% | -9.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.31% | 61.22% | -15.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.64% | 76.55% | -42.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.34% | 69.23% | -31.89% |
Dividends
WEN vs. USD - Dividend Comparison
WEN's dividend yield for the trailing twelve months is around 8.18%, more than USD's 0.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USD ProShares Ultra Semiconductors | 0.21% | 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 | 8.18% | 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.
WEN has higher volatility (24.39%) compared to USD (20.36%). In terms of maximum drawdown, WEN dropped -84.54% vs USD's -88.63%.
USD currently has the higher Sharpe Ratio (4.53 vs -0.81), 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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