PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
WGO vs. CWH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WGO and CWH is 0.61, 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.


-0.50.00.51.00.6

Performance

WGO vs. CWH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Winnebago Industries, Inc. (WGO) and Camping World Holdings, Inc. (CWH). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
106.73%
38.08%
WGO
CWH

Key characteristics

Sharpe Ratio

WGO:

-0.78

CWH:

-0.42

Sortino Ratio

WGO:

-0.99

CWH:

-0.32

Omega Ratio

WGO:

0.88

CWH:

0.96

Calmar Ratio

WGO:

-0.69

CWH:

-0.36

Martin Ratio

WGO:

-1.50

CWH:

-0.97

Ulcer Index

WGO:

18.53%

CWH:

20.67%

Daily Std Dev

WGO:

35.66%

CWH:

47.91%

Max Drawdown

WGO:

-91.48%

CWH:

-90.83%

Current Drawdown

WGO:

-37.38%

CWH:

-46.52%

Fundamentals

Market Cap

WGO:

$1.58B

CWH:

$1.31B

EPS

WGO:

$0.44

CWH:

-$0.66

PEG Ratio

WGO:

0.65

CWH:

1.70

Total Revenue (TTM)

WGO:

$2.21B

CWH:

$6.00B

Gross Profit (TTM)

WGO:

$306.40M

CWH:

$1.75B

EBITDA (TTM)

WGO:

$65.90M

CWH:

$238.80M

Returns By Period

In the year-to-date period, WGO achieves a -27.59% return, which is significantly lower than CWH's -18.24% return.


WGO

YTD

-27.59%

1M

-11.90%

6M

-8.25%

1Y

-29.77%

5Y*

1.33%

10Y*

10.88%

CWH

YTD

-18.24%

1M

-7.03%

6M

14.84%

1Y

-21.62%

5Y*

13.62%

10Y*

N/A

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

WGO vs. CWH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Winnebago Industries, Inc. (WGO) and Camping World Holdings, Inc. (CWH). 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 WGO, currently valued at -0.78, compared to the broader market-4.00-2.000.002.00-0.78-0.42
The chart of Sortino ratio for WGO, currently valued at -0.99, compared to the broader market-4.00-2.000.002.004.00-0.99-0.32
The chart of Omega ratio for WGO, currently valued at 0.88, compared to the broader market0.501.001.502.000.880.96
The chart of Calmar ratio for WGO, currently valued at -0.69, compared to the broader market0.002.004.006.00-0.69-0.36
The chart of Martin ratio for WGO, currently valued at -1.50, compared to the broader market0.0010.0020.00-1.50-0.97
WGO
CWH

The current WGO Sharpe Ratio is -0.78, which is lower than the CWH Sharpe Ratio of -0.42. The chart below compares the historical Sharpe Ratios of WGO and CWH, 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 Ratio-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.78
-0.42
WGO
CWH

Dividends

WGO vs. CWH - Dividend Comparison

WGO's dividend yield for the trailing twelve months is around 2.46%, more than CWH's 2.38% yield.


TTM2023202220212020201920182017201620152014
WGO
Winnebago Industries, Inc.
2.46%1.54%1.54%0.72%0.75%0.83%1.65%0.72%1.26%1.86%0.41%
CWH
Camping World Holdings, Inc.
2.38%5.71%11.20%4.28%5.67%4.15%5.34%1.66%0.25%0.00%0.00%

Drawdowns

WGO vs. CWH - Drawdown Comparison

The maximum WGO drawdown since its inception was -91.48%, roughly equal to the maximum CWH drawdown of -90.83%. Use the drawdown chart below to compare losses from any high point for WGO and CWH. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-37.38%
-46.52%
WGO
CWH

Volatility

WGO vs. CWH - Volatility Comparison

The current volatility for Winnebago Industries, Inc. (WGO) is 8.95%, while Camping World Holdings, Inc. (CWH) has a volatility of 10.80%. This indicates that WGO experiences smaller price fluctuations and is considered to be less risky than CWH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
8.95%
10.80%
WGO
CWH

Financials

WGO vs. CWH - Financials Comparison

This section allows you to compare key financial metrics between Winnebago Industries, Inc. and Camping World Holdings, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab