WEX vs. HYDB

In the year-to-date period, WEX achieves a -25.58% return, which is significantly lower than HYDB's 0.61% return.

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This table presents a comparison of risk-adjusted performance metrics for WEX Inc. (WEX) and iShares High Yield Bond Factor ETF (HYDB). 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 current WEX Sharpe Ratio is -1.00, which is lower than the HYDB Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of WEX and HYDB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

WEX has not paid dividends to shareholders, while HYDB's dividend yield for the trailing twelve months is around 7.02%.

The maximum WEX drawdown since its inception was -78.96%, which is greater than HYDB's maximum drawdown of -21.58%. Use the drawdown chart below to compare losses from any high point for WEX and HYDB. For additional features, visit the drawdowns tool.

WEX Inc. (WEX) has a higher volatility of 27.00% compared to iShares High Yield Bond Factor ETF (HYDB) at 4.59%. This indicates that WEX's price experiences larger fluctuations and is considered to be riskier than HYDB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.