WEYS vs. WWW

Last updated Jun 4, 2026

WEYS (Weyco Group, Inc.) and WWW (Wolverine World Wide, Inc.) are both stocks. Both operate in the Footwear & Accessories industry within the Consumer Cyclical sector. Over the past 10 years, WEYS returned 7.08%/yr vs 0.21%/yr for WWW. At a 0.24 correlation, their price movements are largely independent.

Performance

WEYS vs. WWW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Weyco Group, Inc. (WEYS) and Wolverine World Wide, Inc. (WWW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WEYS achieves a 13.93% return, which is significantly higher than WWW's -10.81% return. Over the past 10 years, WEYS has outperformed WWW with an annualized return of 7.08%, while WWW has yielded a comparatively lower 0.21% annualized return.

WEYS

• 1D: -3.90%
• 1M: 8.67%
• YTD: 13.93%
• 6M: 9.63%
• 1Y: 18.71%
• 3Y*: 15.55%
• 5Y*: 16.56%
• 10Y*: 7.08%

WWW

• 1D: -5.66%
• 1M: -2.56%
• YTD: -10.81%
• 6M: -7.29%
• 1Y: -2.70%
• 3Y*: 7.25%
• 5Y*: -12.24%
• 10Y*: 0.21%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WEYS vs. WWW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WEYS Weyco Group, Inc.	13.93%	-10.53%	30.36%	53.99%	-8.27%	57.52%	-36.88%	-5.99%	0.80%	-1.96%
WWW Wolverine World Wide, Inc.	-10.81%	-16.51%	155.30%	-15.58%	-61.09%	-6.69%	-5.72%	7.18%	0.99%	46.48%

Correlation

The correlation between WEYS and WWW is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.42
Correlation (3Y) Calculated over the trailing 3-year period	0.30
Correlation (5Y) Calculated over the trailing 5-year period	0.29
Correlation (10Y) Calculated over the trailing 10-year period	0.31
Correlation (All Time) Calculated using the full available price history since Mar 27, 1990	0.24

The correlation between WEYS and WWW shifts across timeframes, from 0.24 (all time) to 0.42 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap WEYS : $326.06M WWW : $1.31B
EPS WEYS : $2.48 WWW : $1.27
PE Ratio WEYS : 13.83 WWW : 12.56
PS Ratio WEYS : 1.18 WWW : 0.68
PB Ratio WEYS : 1.34 WWW : 2.41
Total Revenue (TTM) WEYS : $276.14M WWW : $1.92B
Gross Profit (TTM) WEYS : $88.85M WWW : $904.90M
EBITDA (TTM) WEYS : $32.84M WWW : $186.40M

Return for Risk

WEYS vs. WWW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WEYS

WEYS Risk / Return Rank: 58
WEYS Sharpe Ratio Rank: 58
WEYS Sortino Ratio Rank: 54
WEYS Omega Ratio Rank: 51
WEYS Calmar Ratio Rank: 63
WEYS Martin Ratio Rank: 62

WWW

WWW Risk / Return Rank: 38
WWW Sharpe Ratio Rank: 39
WWW Sortino Ratio Rank: 37
WWW Omega Ratio Rank: 37
WWW Calmar Ratio Rank: 39
WWW Martin Ratio Rank: 38

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WEYS vs. WWW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Weyco Group, Inc. (WEYS) and Wolverine World Wide, Inc. (WWW). 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.

	WEYS	WWW	Difference
Sharpe ratio Return per unit of total volatility	0.49	-0.05	+0.55
Sortino ratio Return per unit of downside risk	0.99	0.30	+0.68
Omega ratio Gain probability vs. loss probability	1.12	1.04	+0.07
Calmar ratio Return relative to maximum drawdown	1.11	-0.05	+1.16
Martin ratio Return relative to average drawdown	2.29	-0.08	+2.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WEYS vs. WWW - Sharpe Ratio Comparison

The current WEYS Sharpe Ratio is 0.49, which is higher than the WWW Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of WEYS and WWW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	WEYS	WWW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.49	-0.05	+0.55
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.46	-0.21	+0.67
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.18	0.00	+0.18
Sharpe Ratio (All Time) Calculated using the full available price history	0.25	0.22	+0.03

Drawdowns

WEYS vs. WWW - Drawdown Comparison

The maximum WEYS drawdown since its inception was -57.92%, smaller than the maximum WWW drawdown of -82.56%. Use the drawdown chart below to compare losses from any high point for WEYS and WWW.

Drawdown Indicators

	WEYS	WWW	Difference
Max Drawdown Largest peak-to-trough decline	-57.92%	-82.56%	+24.64%
Max Drawdown (1Y) Largest decline over 1 year	-16.99%	-54.62%	+37.63%
Max Drawdown (3Y) Largest decline over 3 years	-29.01%	-57.98%	+28.97%
Max Drawdown (5Y) Largest decline over 5 years	-35.46%	-79.74%	+44.28%
Max Drawdown (10Y) Largest decline over 10 years	-57.92%	-82.56%	+24.64%
Current Drawdown Current decline from peak	-4.88%	-58.84%	+53.96%
Average Drawdown Average peak-to-trough decline	-17.54%	-25.32%	+7.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.19%	35.99%	-27.80%

Volatility

WEYS vs. WWW - Volatility Comparison

The current volatility for Weyco Group, Inc. (WEYS) is 10.76%, while Wolverine World Wide, Inc. (WWW) has a volatility of 14.14%. This indicates that WEYS experiences smaller price fluctuations and is considered to be less risky than WWW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WEYS	WWW	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.76%	14.14%	-3.38%
Volatility (6M) Calculated over the trailing 6-month period	25.14%	32.97%	-7.83%
Volatility (1Y) Calculated over the trailing 1-year period	38.00%	53.15%	-15.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.24%	57.97%	-21.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.41%	50.53%	-11.12%

Dividends

WEYS vs. WWW - Dividend Comparison

WEYS's dividend yield for the trailing twelve months is around 9.01%, more than WWW's 2.50% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
WEYS Weyco Group, Inc.	9.01%	10.04%	8.07%	3.16%	4.54%	4.01%	6.06%	3.59%	3.12%	2.93%	2.65%	2.95%
WWW Wolverine World Wide, Inc.	2.50%	2.20%	1.35%	4.50%	3.66%	1.39%	1.28%	1.19%	1.00%	0.75%	1.09%	2.81%

Financials

WEYS vs. WWW - Profitability Comparison

The chart below illustrates the profitability comparison between Weyco Group, Inc. and Wolverine World Wide, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

WEYS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Weyco Group, Inc. reported a gross profit of 0.00 and revenue of 68.01M. Therefore, the gross margin over that period was 0.0%.

WWW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Wolverine World Wide, Inc. reported a gross profit of 217.80M and revenue of 457.60M. Therefore, the gross margin over that period was 47.6%.

WEYS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Weyco Group, Inc. reported an operating income of 7.50M and revenue of 68.01M, resulting in an operating margin of 11.0%.

WWW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Wolverine World Wide, Inc. reported an operating income of 33.90M and revenue of 457.60M, resulting in an operating margin of 7.4%.

WEYS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Weyco Group, Inc. reported a net income of 6.12M and revenue of 68.01M, resulting in a net margin of 9.0%.

WWW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Wolverine World Wide, Inc. reported a net income of 20.20M and revenue of 457.60M, resulting in a net margin of 4.4%.

Frequently Asked Questions

Can I hold both WEYS and WWW in my portfolio?

WEYS and WWW have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WEYS or WWW?

WWW has higher volatility (14.14%) compared to WEYS (10.76%). In terms of maximum drawdown, WEYS dropped -57.92% vs WWW's -82.56%.

Which has better risk-adjusted returns?

WEYS currently has the higher Sharpe Ratio (0.49 vs -0.05), 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.