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WGS vs. VIPS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

WGS vs. VIPS - Performance Comparison

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

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Returns By Period

In the year-to-date period, WGS achieves a -59.23% return, which is significantly lower than VIPS's -16.34% return.


WGS

1D
-0.21%
1M
-21.95%
YTD
-59.23%
6M
-66.94%
1Y
-27.18%
3Y*
101.82%
5Y*
-33.09%
10Y*

VIPS

1D
-2.00%
1M
-0.42%
YTD
-16.34%
6M
-25.02%
1Y
4.30%
3Y*
-0.40%
5Y*
-7.56%
10Y*
3.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WGS vs. VIPS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
WGS
GeneDx Holdings Corp.
-59.23%69.22%2,694.91%-68.41%-94.09%-59.60%12.65%
VIPS
Vipshop Holdings Limited
-16.34%36.31%-22.25%30.21%62.38%-70.12%32.28%

Correlation

The correlation between WGS and VIPS is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Nov 5, 2020

0.15

Fundamentals

Market Cap

WGS:

$1.56B

VIPS:

$7.00B

EPS

WGS:

-$2.71

VIPS:

$14.88

PS Ratio

WGS:

3.44

VIPS:

0.07

PB Ratio

WGS:

6.12

VIPS:

0.17

Total Revenue (TTM)

WGS:

$442.68M

VIPS:

$106.06B

Gross Profit (TTM)

WGS:

$302.56M

VIPS:

$24.86B

EBITDA (TTM)

WGS:

-$51.08M

VIPS:

$9.24B

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Return for Risk

WGS vs. VIPS — Risk / Return Rank

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

WGS
WGS Risk / Return Rank: 3030
Overall Rank
WGS Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
WGS Sortino Ratio Rank: 3333
Sortino Ratio Rank
WGS Omega Ratio Rank: 3434
Omega Ratio Rank
WGS Calmar Ratio Rank: 2929
Calmar Ratio Rank
WGS Martin Ratio Rank: 2626
Martin Ratio Rank

VIPS
VIPS Risk / Return Rank: 4242
Overall Rank
VIPS Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
VIPS Sortino Ratio Rank: 3939
Sortino Ratio Rank
VIPS Omega Ratio Rank: 3939
Omega Ratio Rank
VIPS Calmar Ratio Rank: 4343
Calmar Ratio Rank
VIPS Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WGS vs. VIPS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GeneDx Holdings Corp. (WGS) and Vipshop Holdings Limited (VIPS). 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.


WGSVIPSDifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

1.02

1.05

-0.03

Calmar ratioReturn relative to maximum drawdown

-0.34

0.14

-0.49

Martin ratioReturn relative to average drawdown

-0.74

0.29

-1.02

WGS vs. VIPS - Sharpe Ratio Comparison

The current WGS Sharpe Ratio is -0.33, which is lower than the VIPS Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of WGS and VIPS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


WGSVIPSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.33

0.13

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.30

-0.14

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.26

0.46

-0.72

Drawdowns

WGS vs. VIPS - Drawdown Comparison

The maximum WGS drawdown since its inception was -99.85%, which is greater than VIPS's maximum drawdown of -86.75%. Use the drawdown chart below to compare losses from any high point for WGS and VIPS.


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Drawdown Indicators


WGSVIPSDifference

Max Drawdown

Largest peak-to-trough decline

-99.85%

-86.75%

-13.10%

Max Drawdown (1Y)

Largest decline over 1 year

-79.40%

-29.79%

-49.61%

Max Drawdown (3Y)

Largest decline over 3 years

-84.28%

-39.32%

-44.96%

Max Drawdown (5Y)

Largest decline over 5 years

-99.73%

-74.11%

-25.62%

Max Drawdown (10Y)

Largest decline over 10 years

-86.75%

Current Drawdown

Current decline from peak

-93.78%

-65.45%

-28.33%

Average Drawdown

Average peak-to-trough decline

-83.36%

-48.33%

-35.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.97%

15.05%

+21.92%

Volatility

WGS vs. VIPS - Volatility Comparison

GeneDx Holdings Corp. (WGS) has a higher volatility of 72.31% compared to Vipshop Holdings Limited (VIPS) at 9.93%. This indicates that WGS's price experiences larger fluctuations and is considered to be riskier than VIPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WGSVIPSDifference

Volatility (1M)

Calculated over the trailing 1-month period

72.31%

9.93%

+62.38%

Volatility (6M)

Calculated over the trailing 6-month period

83.67%

24.14%

+59.53%

Volatility (1Y)

Calculated over the trailing 1-year period

83.86%

32.56%

+51.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

109.84%

53.00%

+56.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

107.46%

55.42%

+52.04%

Dividends

WGS vs. VIPS - Dividend Comparison

WGS has not paid dividends to shareholders, while VIPS's dividend yield for the trailing twelve months is around 4.36%.


PositionTTM20252024
VIPS
Vipshop Holdings Limited
4.36%2.71%3.19%
WGS
GeneDx Holdings Corp.
0.00%0.00%0.00%

Financials

WGS vs. VIPS - Financials Comparison

This section allows you to compare key financial metrics between GeneDx Holdings Corp. and Vipshop Holdings Limited. 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


0.005.00B10.00B15.00B20.00B25.00B30.00B35.00B20222023202420252026
102.25M
26.41B
(WGS) Total Revenue
(VIPS) Total Revenue
Values in USD except per share items

WGS vs. VIPS - Profitability Comparison

The chart below illustrates the profitability comparison between GeneDx Holdings Corp. and Vipshop Holdings Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-100.0%-50.0%0.0%50.0%20222023202420252026
66.7%
24.4%
Portfolio components
WGS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, GeneDx Holdings Corp. reported a gross profit of 68.21M and revenue of 102.25M. Therefore, the gross margin over that period was 66.7%.

VIPS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Vipshop Holdings Limited reported a gross profit of 6.46B and revenue of 26.41B. Therefore, the gross margin over that period was 24.4%.

WGS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, GeneDx Holdings Corp. reported an operating income of -57.47M and revenue of 102.25M, resulting in an operating margin of -56.2%.

VIPS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Vipshop Holdings Limited reported an operating income of 2.32B and revenue of 26.41B, resulting in an operating margin of 8.8%.

WGS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, GeneDx Holdings Corp. reported a net income of -63.32M and revenue of 102.25M, resulting in a net margin of -61.9%.

VIPS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Vipshop Holdings Limited reported a net income of 2.19B and revenue of 26.41B, resulting in a net margin of 8.3%.


Frequently Asked Questions


WGS and VIPS have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WGS has higher volatility (72.31%) compared to VIPS (9.93%). In terms of maximum drawdown, WGS dropped -99.85% vs VIPS's -86.75%.

VIPS currently has the higher Sharpe Ratio (0.13 vs -0.33), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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