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WFC vs. V
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WFC and V is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

WFC vs. V - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wells Fargo & Company (WFC) and Visa Inc. (V). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%2,000.00%2,500.00%JulyAugustSeptemberOctoberNovemberDecember
252.36%
2,367.34%
WFC
V

Key characteristics

Sharpe Ratio

WFC:

1.47

V:

1.24

Sortino Ratio

WFC:

2.26

V:

1.70

Omega Ratio

WFC:

1.29

V:

1.24

Calmar Ratio

WFC:

2.42

V:

1.67

Martin Ratio

WFC:

7.01

V:

4.24

Ulcer Index

WFC:

6.01%

V:

4.90%

Daily Std Dev

WFC:

28.70%

V:

16.79%

Max Drawdown

WFC:

-79.01%

V:

-51.90%

Current Drawdown

WFC:

-11.11%

V:

-2.68%

Fundamentals

Market Cap

WFC:

$235.76B

V:

$616.38B

EPS

WFC:

$4.81

V:

$9.74

PE Ratio

WFC:

14.72

V:

32.68

PEG Ratio

WFC:

3.30

V:

2.09

Total Revenue (TTM)

WFC:

$81.33B

V:

$35.93B

Gross Profit (TTM)

WFC:

$82.81B

V:

$28.64B

EBITDA (TTM)

WFC:

$50.48B

V:

$25.81B

Returns By Period

In the year-to-date period, WFC achieves a 43.39% return, which is significantly higher than V's 19.90% return. Over the past 10 years, WFC has underperformed V with an annualized return of 5.36%, while V has yielded a comparatively higher 17.68% annualized return.


WFC

YTD

43.39%

1M

-7.19%

6M

18.01%

1Y

40.90%

5Y*

8.08%

10Y*

5.36%

V

YTD

19.90%

1M

-0.76%

6M

13.66%

1Y

20.06%

5Y*

11.33%

10Y*

17.68%

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Risk-Adjusted Performance

WFC vs. V - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wells Fargo & Company (WFC) and Visa Inc. (V). 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 WFC, currently valued at 1.47, compared to the broader market-4.00-2.000.002.001.471.24
The chart of Sortino ratio for WFC, currently valued at 2.26, compared to the broader market-4.00-2.000.002.004.002.261.70
The chart of Omega ratio for WFC, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.24
The chart of Calmar ratio for WFC, currently valued at 2.42, compared to the broader market0.002.004.006.002.421.67
The chart of Martin ratio for WFC, currently valued at 7.01, compared to the broader market0.0010.0020.007.014.24
WFC
V

The current WFC Sharpe Ratio is 1.47, which is comparable to the V Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of WFC and V, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.47
1.24
WFC
V

Dividends

WFC vs. V - Dividend Comparison

WFC's dividend yield for the trailing twelve months is around 2.18%, more than V's 0.69% yield.


TTM20232022202120202019201820172016201520142013
WFC
Wells Fargo & Company
2.18%2.64%2.66%1.25%4.04%3.57%3.56%2.54%2.75%2.71%2.46%2.53%
V
Visa Inc.
0.69%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%0.62%

Drawdowns

WFC vs. V - Drawdown Comparison

The maximum WFC drawdown since its inception was -79.01%, which is greater than V's maximum drawdown of -51.90%. Use the drawdown chart below to compare losses from any high point for WFC and V. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.11%
-2.68%
WFC
V

Volatility

WFC vs. V - Volatility Comparison

Wells Fargo & Company (WFC) has a higher volatility of 6.34% compared to Visa Inc. (V) at 4.43%. This indicates that WFC's price experiences larger fluctuations and is considered to be riskier than V based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.34%
4.43%
WFC
V

Financials

WFC vs. V - Financials Comparison

This section allows you to compare key financial metrics between Wells Fargo & Company and Visa 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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