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 0.80%/yr vs 54.19%/yr for USD. Their 0.31 correlation means their historical movements had little consistent relationship.
Performance
WEN vs. USD - Performance Comparison
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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%
Liquidity Comparison
| Position | Avg. 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) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
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.
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.
| WEN | USD | Difference | |
|---|---|---|---|
| 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 |
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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
| WEN | USD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -67.73% | -30.59% | -37.14% |
Average DrawdownAverage peak-to-trough decline | -34.47% | -32.23% | -2.24% |
Ulcer IndexDepth 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
| WEN | USD | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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