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WEYS vs. WWW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WEYS and WWW is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

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.

-20.00%0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
28.30%
68.03%
WEYS
WWW

Key characteristics

Sharpe Ratio

WEYS:

0.53

WWW:

2.73

Sortino Ratio

WEYS:

1.09

WWW:

4.01

Omega Ratio

WEYS:

1.13

WWW:

1.47

Calmar Ratio

WEYS:

1.11

WWW:

2.04

Martin Ratio

WEYS:

2.48

WWW:

21.84

Ulcer Index

WEYS:

8.00%

WWW:

7.60%

Daily Std Dev

WEYS:

37.57%

WWW:

60.81%

Max Drawdown

WEYS:

-57.92%

WWW:

-82.56%

Current Drawdown

WEYS:

-9.39%

WWW:

-42.73%

Fundamentals

Market Cap

WEYS:

$348.53M

WWW:

$1.85B

EPS

WEYS:

$3.02

WWW:

-$0.87

PEG Ratio

WEYS:

0.00

WWW:

1.72

Total Revenue (TTM)

WEYS:

$290.41M

WWW:

$1.79B

Gross Profit (TTM)

WEYS:

$133.56M

WWW:

$744.40M

EBITDA (TTM)

WEYS:

$41.83M

WWW:

-$63.00M

Returns By Period

In the year-to-date period, WEYS achieves a 21.59% return, which is significantly lower than WWW's 164.50% return. Over the past 10 years, WEYS has outperformed WWW with an annualized return of 6.24%, while WWW has yielded a comparatively lower -0.87% annualized return.


WEYS

YTD

21.59%

1M

4.46%

6M

28.08%

1Y

19.80%

5Y*

11.37%

10Y*

6.24%

WWW

YTD

164.50%

1M

2.91%

6M

67.66%

1Y

165.94%

5Y*

-5.49%

10Y*

-0.87%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

WEYS vs. WWW - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for WEYS, currently valued at 0.53, compared to the broader market-4.00-2.000.002.000.532.73
The chart of Sortino ratio for WEYS, currently valued at 1.09, compared to the broader market-4.00-2.000.002.004.001.094.01
The chart of Omega ratio for WEYS, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.47
The chart of Calmar ratio for WEYS, currently valued at 1.11, compared to the broader market0.002.004.006.001.112.04
The chart of Martin ratio for WEYS, currently valued at 2.48, compared to the broader market0.0010.0020.002.4821.84
WEYS
WWW

The current WEYS Sharpe Ratio is 0.53, which is lower than the WWW Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of WEYS and WWW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.53
2.73
WEYS
WWW

Dividends

WEYS vs. WWW - Dividend Comparison

WEYS's dividend yield for the trailing twelve months is around 2.79%, more than WWW's 1.74% yield.


TTM20232022202120202019201820172016201520142013
WEYS
Weyco Group, Inc.
2.79%3.16%4.54%4.01%6.06%3.59%3.12%2.93%2.65%2.95%2.53%1.83%
WWW
Wolverine World Wide, Inc.
1.74%4.50%3.66%1.39%1.28%1.19%1.00%0.75%1.09%1.44%0.81%0.71%

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. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.39%
-42.73%
WEYS
WWW

Volatility

WEYS vs. WWW - Volatility Comparison

The current volatility for Weyco Group, Inc. (WEYS) is 10.28%, while Wolverine World Wide, Inc. (WWW) has a volatility of 11.93%. 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.


10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
10.28%
11.93%
WEYS
WWW

Financials

WEYS vs. WWW - Financials Comparison

This section allows you to compare key financial metrics between Weyco Group, Inc. and Wolverine World Wide, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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