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

Correlation

The correlation between WGS and SEZL is 0.14, 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.


-0.50.00.51.00.1

Performance

WGS vs. SEZL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GeneDx Holdings Corp. (WGS) and Sezzle Inc. Common Stock (SEZL). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%250.00%SeptemberOctoberNovemberDecember2025February
222.64%
153.46%
WGS
SEZL

Key characteristics

Sharpe Ratio

WGS:

18.75

SEZL:

3.82

Sortino Ratio

WGS:

7.54

SEZL:

4.04

Omega Ratio

WGS:

1.93

SEZL:

1.50

Calmar Ratio

WGS:

24.16

SEZL:

11.02

Martin Ratio

WGS:

195.04

SEZL:

23.83

Ulcer Index

WGS:

12.31%

SEZL:

24.42%

Daily Std Dev

WGS:

127.73%

SEZL:

152.70%

Max Drawdown

WGS:

-99.85%

SEZL:

-89.95%

Current Drawdown

WGS:

-86.93%

SEZL:

-28.72%

Fundamentals

Market Cap

WGS:

$3.06B

SEZL:

$1.85B

EPS

WGS:

-$1.94

SEZL:

$9.46

Total Revenue (TTM)

WGS:

$305.45M

SEZL:

$172.90M

Gross Profit (TTM)

WGS:

$185.56M

SEZL:

$99.96M

EBITDA (TTM)

WGS:

-$30.07M

SEZL:

$67.41M

Returns By Period

In the year-to-date period, WGS achieves a 44.82% return, which is significantly higher than SEZL's 29.30% return.


WGS

YTD

44.82%

1M

60.20%

6M

222.64%

1Y

2,024.24%

5Y*

N/A

10Y*

N/A

SEZL

YTD

29.30%

1M

47.00%

6M

153.46%

1Y

549.27%

5Y*

N/A

10Y*

N/A

*Annualized

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

WGS vs. SEZL — Risk-Adjusted Performance Rank

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

WGS
The Risk-Adjusted Performance Rank of WGS is 100100
Overall Rank
The Sharpe Ratio Rank of WGS is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of WGS is 9999
Sortino Ratio Rank
The Omega Ratio Rank of WGS is 9999
Omega Ratio Rank
The Calmar Ratio Rank of WGS is 100100
Calmar Ratio Rank
The Martin Ratio Rank of WGS is 100100
Martin Ratio Rank

SEZL
The Risk-Adjusted Performance Rank of SEZL is 9797
Overall Rank
The Sharpe Ratio Rank of SEZL is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of SEZL is 9696
Sortino Ratio Rank
The Omega Ratio Rank of SEZL is 9494
Omega Ratio Rank
The Calmar Ratio Rank of SEZL is 100100
Calmar Ratio Rank
The Martin Ratio Rank of SEZL is 9898
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WGS vs. SEZL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GeneDx Holdings Corp. (WGS) and Sezzle Inc. Common Stock (SEZL). 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 WGS, currently valued at 18.75, compared to the broader market-2.000.002.0018.753.82
The chart of Sortino ratio for WGS, currently valued at 7.54, compared to the broader market-4.00-2.000.002.004.006.007.544.04
The chart of Omega ratio for WGS, currently valued at 1.93, compared to the broader market0.501.001.502.001.931.50
The chart of Calmar ratio for WGS, currently valued at 62.14, compared to the broader market0.002.004.006.0062.1411.02
The chart of Martin ratio for WGS, currently valued at 195.04, compared to the broader market0.0010.0020.0030.00195.0423.83
WGS
SEZL

The current WGS Sharpe Ratio is 18.75, which is higher than the SEZL Sharpe Ratio of 3.82. The chart below compares the historical Sharpe Ratios of WGS and SEZL, 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 Ratio0.0010.0020.0030.0040.0050.00SeptemberOctoberNovemberDecember2025February
18.75
3.82
WGS
SEZL

Dividends

WGS vs. SEZL - Dividend Comparison

Neither WGS nor SEZL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WGS vs. SEZL - Drawdown Comparison

The maximum WGS drawdown since its inception was -99.85%, which is greater than SEZL's maximum drawdown of -89.95%. Use the drawdown chart below to compare losses from any high point for WGS and SEZL. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.29%
-28.72%
WGS
SEZL

Volatility

WGS vs. SEZL - Volatility Comparison

GeneDx Holdings Corp. (WGS) has a higher volatility of 46.56% compared to Sezzle Inc. Common Stock (SEZL) at 22.20%. This indicates that WGS's price experiences larger fluctuations and is considered to be riskier than SEZL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%SeptemberOctoberNovemberDecember2025February
46.56%
22.20%
WGS
SEZL

Financials

WGS vs. SEZL - Financials Comparison

This section allows you to compare key financial metrics between GeneDx Holdings Corp. and Sezzle Inc. Common Stock. 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 © 2025 PortfoliosLab