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WHR vs. VIG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WHR vs. VIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Whirlpool Corporation (WHR) and Vanguard Dividend Appreciation ETF (VIG). The values are adjusted to include any dividend payments, if applicable.

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WHR vs. VIG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WHR
Whirlpool Corporation
-24.27%-33.03%0.60%-9.09%-37.16%33.26%26.52%42.83%-34.50%-4.89%
VIG
Vanguard Dividend Appreciation ETF
-1.77%14.17%16.99%14.51%-9.80%23.76%15.43%29.62%-2.08%22.22%

Returns By Period

In the year-to-date period, WHR achieves a -24.27% return, which is significantly lower than VIG's -1.77% return. Over the past 10 years, WHR has underperformed VIG with an annualized return of -7.86%, while VIG has yielded a comparatively higher 12.25% annualized return.


WHR

1D
6.00%
1M
-21.20%
YTD
-24.27%
6M
-29.59%
1Y
-36.68%
3Y*
-21.13%
5Y*
-20.93%
10Y*
-7.86%

VIG

1D
2.07%
1M
-5.18%
YTD
-1.77%
6M
0.45%
1Y
12.67%
3Y*
13.80%
5Y*
9.76%
10Y*
12.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

WHR vs. VIG — Risk / Return Rank

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

WHR
WHR Risk / Return Rank: 1212
Overall Rank
WHR Sharpe Ratio Rank: 99
Sharpe Ratio Rank
WHR Sortino Ratio Rank: 1111
Sortino Ratio Rank
WHR Omega Ratio Rank: 1212
Omega Ratio Rank
WHR Calmar Ratio Rank: 1818
Calmar Ratio Rank
WHR Martin Ratio Rank: 1313
Martin Ratio Rank

VIG
VIG Risk / Return Rank: 5555
Overall Rank
VIG Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VIG Sortino Ratio Rank: 5252
Sortino Ratio Rank
VIG Omega Ratio Rank: 5353
Omega Ratio Rank
VIG Calmar Ratio Rank: 5757
Calmar Ratio Rank
VIG Martin Ratio Rank: 6363
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.

WHR vs. VIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Whirlpool Corporation (WHR) and Vanguard Dividend Appreciation ETF (VIG). 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.


WHRVIGDifference

Sharpe ratio

Return per unit of total volatility

-0.82

0.83

-1.65

Sortino ratio

Return per unit of downside risk

-1.05

1.28

-2.33

Omega ratio

Gain probability vs. loss probability

0.87

1.18

-0.31

Calmar ratio

Return relative to maximum drawdown

-0.69

1.28

-1.97

Martin ratio

Return relative to average drawdown

-1.41

5.73

-7.14

WHR vs. VIG - Sharpe Ratio Comparison

The current WHR Sharpe Ratio is -0.82, which is lower than the VIG Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of WHR and VIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WHRVIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.82

0.83

-1.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.55

0.69

-1.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.21

0.77

-0.97

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.57

-0.44

Correlation

The correlation between WHR and VIG is 0.60, 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.


Dividends

WHR vs. VIG - Dividend Comparison

WHR's dividend yield for the trailing twelve months is around 8.25%, more than VIG's 1.61% yield.


TTM20252024202320222021202020192018201720162015
WHR
Whirlpool Corporation
8.25%7.35%6.11%5.75%4.95%2.32%2.69%3.22%4.26%2.55%2.15%2.35%
VIG
Vanguard Dividend Appreciation ETF
1.61%1.62%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%

Drawdowns

WHR vs. VIG - Drawdown Comparison

The maximum WHR drawdown since its inception was -82.49%, which is greater than VIG's maximum drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for WHR and VIG.


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Drawdown Indicators


WHRVIGDifference

Max Drawdown

Largest peak-to-trough decline

-82.49%

-46.81%

-35.68%

Max Drawdown (1Y)

Largest decline over 1 year

-52.34%

-10.83%

-41.51%

Max Drawdown (5Y)

Largest decline over 5 years

-74.02%

-20.39%

-53.63%

Max Drawdown (10Y)

Largest decline over 10 years

-74.02%

-31.72%

-42.30%

Current Drawdown

Current decline from peak

-72.46%

-6.00%

-66.46%

Average Drawdown

Average peak-to-trough decline

-22.84%

-5.55%

-17.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.77%

2.42%

+23.35%

Volatility

WHR vs. VIG - Volatility Comparison

Whirlpool Corporation (WHR) has a higher volatility of 13.50% compared to Vanguard Dividend Appreciation ETF (VIG) at 4.07%. This indicates that WHR's price experiences larger fluctuations and is considered to be riskier than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WHRVIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.50%

4.07%

+9.43%

Volatility (6M)

Calculated over the trailing 6-month period

33.13%

7.84%

+25.29%

Volatility (1Y)

Calculated over the trailing 1-year period

45.13%

15.31%

+29.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.40%

14.26%

+24.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.27%

16.05%

+22.22%