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WGO vs. DOOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WGO and DOOO is 0.33, 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.


-0.50.00.51.00.3

Performance

WGO vs. DOOO - Performance Comparison

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

100.00%120.00%140.00%160.00%180.00%200.00%220.00%JulyAugustSeptemberOctoberNovemberDecember
148.38%
104.97%
WGO
DOOO

Key characteristics

Sharpe Ratio

WGO:

-0.78

DOOO:

-0.63

Sortino Ratio

WGO:

-0.99

DOOO:

-0.74

Omega Ratio

WGO:

0.88

DOOO:

0.91

Calmar Ratio

WGO:

-0.69

DOOO:

-0.44

Martin Ratio

WGO:

-1.50

DOOO:

-1.32

Ulcer Index

WGO:

18.53%

DOOO:

17.06%

Daily Std Dev

WGO:

35.66%

DOOO:

35.79%

Max Drawdown

WGO:

-91.48%

DOOO:

-75.49%

Current Drawdown

WGO:

-37.38%

DOOO:

-48.84%

Fundamentals

Market Cap

WGO:

$1.58B

DOOO:

$3.79B

EPS

WGO:

$0.44

DOOO:

$2.09

PE Ratio

WGO:

124.41

DOOO:

24.78

PEG Ratio

WGO:

0.65

DOOO:

2.04

Total Revenue (TTM)

WGO:

$2.21B

DOOO:

$8.52B

Gross Profit (TTM)

WGO:

$306.40M

DOOO:

$1.94B

EBITDA (TTM)

WGO:

$65.90M

DOOO:

$1.01B

Returns By Period

In the year-to-date period, WGO achieves a -27.59% return, which is significantly higher than DOOO's -29.71% return. Over the past 10 years, WGO has underperformed DOOO with an annualized return of 10.88%, while DOOO has yielded a comparatively higher 14.52% annualized return.


WGO

YTD

-27.59%

1M

-11.90%

6M

-8.25%

1Y

-29.77%

5Y*

1.33%

10Y*

10.88%

DOOO

YTD

-29.71%

1M

3.82%

6M

-19.56%

1Y

-22.90%

5Y*

2.31%

10Y*

14.52%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

WGO vs. DOOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Winnebago Industries, Inc. (WGO) and BRP Inc. (DOOO). 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-4.00-2.000.002.00-0.78-0.63
The chart of Sortino ratio for WGO, currently valued at -0.99, compared to the broader market-4.00-2.000.002.004.00-0.99-0.74
The chart of Omega ratio for WGO, currently valued at 0.88, compared to the broader market0.501.001.502.000.880.91
The chart of Calmar ratio for WGO, currently valued at -0.69, compared to the broader market0.002.004.006.00-0.69-0.44
The chart of Martin ratio for WGO, currently valued at -1.50, compared to the broader market0.0010.0020.00-1.50-1.32
WGO
DOOO

The current WGO Sharpe Ratio is -0.78, which is comparable to the DOOO Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of WGO and DOOO, 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-1.00-0.80-0.60-0.40-0.200.000.200.40JulyAugustSeptemberOctoberNovemberDecember
-0.78
-0.63
WGO
DOOO

Dividends

WGO vs. DOOO - Dividend Comparison

WGO's dividend yield for the trailing twelve months is around 2.46%, more than DOOO's 1.20% 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%
DOOO
BRP Inc.
1.20%0.75%0.78%0.56%0.13%0.88%1.05%0.51%0.00%0.00%0.00%

Drawdowns

WGO vs. DOOO - Drawdown Comparison

The maximum WGO drawdown since its inception was -91.48%, which is greater than DOOO's maximum drawdown of -75.49%. Use the drawdown chart below to compare losses from any high point for WGO and DOOO. For additional features, visit the drawdowns tool.


-55.00%-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-37.38%
-48.84%
WGO
DOOO

Volatility

WGO vs. DOOO - Volatility Comparison

The current volatility for Winnebago Industries, Inc. (WGO) is 8.95%, while BRP Inc. (DOOO) has a volatility of 12.92%. This indicates that WGO experiences smaller price fluctuations and is considered to be less risky than DOOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
8.95%
12.92%
WGO
DOOO

Financials

WGO vs. DOOO - Financials Comparison

This section allows you to compare key financial metrics between Winnebago Industries, Inc. and BRP 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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