WLDS vs. SPYG

In the year-to-date period, WLDS achieves a -81.19% return, which is significantly lower than SPYG's 2.18% return.

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This table presents a comparison of risk-adjusted performance metrics for Wearable Devices Ltd. (WLDS) and SPDR Portfolio S&P 500 Growth ETF (SPYG). 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.

The current WLDS Sharpe Ratio is -0.65, which is lower than the SPYG Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of WLDS and SPYG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

WLDS has not paid dividends to shareholders, while SPYG's dividend yield for the trailing twelve months is around 0.60%.

The maximum WLDS drawdown since its inception was -99.49%, which is greater than SPYG's maximum drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for WLDS and SPYG.

Wearable Devices Ltd. (WLDS) has a higher volatility of 29.06% compared to SPDR Portfolio S&P 500 Growth ETF (SPYG) at 5.58%. This indicates that WLDS's price experiences larger fluctuations and is considered to be riskier than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.