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WMG vs. AFYA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WMG and AFYA is 0.23, 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.


-0.50.00.51.00.2

Performance

WMG vs. AFYA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Warner Music Group Corp. (WMG) and Afya Limited (AFYA). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.15%
-8.25%
WMG
AFYA

Key characteristics

Sharpe Ratio

WMG:

-0.31

AFYA:

-0.86

Sortino Ratio

WMG:

-0.25

AFYA:

-1.13

Omega Ratio

WMG:

0.97

AFYA:

0.87

Calmar Ratio

WMG:

-0.21

AFYA:

-0.54

Martin Ratio

WMG:

-0.61

AFYA:

-1.44

Ulcer Index

WMG:

13.88%

AFYA:

20.79%

Daily Std Dev

WMG:

27.16%

AFYA:

34.91%

Max Drawdown

WMG:

-54.04%

AFYA:

-72.09%

Current Drawdown

WMG:

-33.04%

AFYA:

-52.85%

Fundamentals

Market Cap

WMG:

$16.54B

AFYA:

$1.37B

EPS

WMG:

$0.83

AFYA:

$1.05

PE Ratio

WMG:

38.48

AFYA:

14.41

Total Revenue (TTM)

WMG:

$6.43B

AFYA:

$3.19B

Gross Profit (TTM)

WMG:

$2.99B

AFYA:

$1.96B

EBITDA (TTM)

WMG:

$1.20B

AFYA:

$1.13B

Returns By Period

In the year-to-date period, WMG achieves a -11.48% return, which is significantly higher than AFYA's -30.51% return.


WMG

YTD

-11.48%

1M

-5.86%

6M

3.16%

1Y

-8.51%

5Y*

N/A

10Y*

N/A

AFYA

YTD

-30.51%

1M

-6.33%

6M

-8.25%

1Y

-28.82%

5Y*

-11.67%

10Y*

N/A

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Risk-Adjusted Performance

WMG vs. AFYA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Warner Music Group Corp. (WMG) and Afya Limited (AFYA). 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 WMG, currently valued at -0.31, compared to the broader market-4.00-2.000.002.00-0.31-0.83
The chart of Sortino ratio for WMG, currently valued at -0.25, compared to the broader market-4.00-2.000.002.004.00-0.25-1.07
The chart of Omega ratio for WMG, currently valued at 0.97, compared to the broader market0.501.001.502.000.970.87
The chart of Calmar ratio for WMG, currently valued at -0.21, compared to the broader market0.002.004.006.00-0.21-0.59
The chart of Martin ratio for WMG, currently valued at -0.61, compared to the broader market0.0010.0020.00-0.61-1.38
WMG
AFYA

The current WMG Sharpe Ratio is -0.31, which is higher than the AFYA Sharpe Ratio of -0.86. The chart below compares the historical Sharpe Ratios of WMG and AFYA, 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.31
-0.83
WMG
AFYA

Dividends

WMG vs. AFYA - Dividend Comparison

WMG's dividend yield for the trailing twelve months is around 2.26%, while AFYA has not paid dividends to shareholders.


TTM2023202220212020
WMG
Warner Music Group Corp.
2.26%1.84%1.77%1.25%0.63%
AFYA
Afya Limited
0.00%0.00%0.00%0.00%0.00%

Drawdowns

WMG vs. AFYA - Drawdown Comparison

The maximum WMG drawdown since its inception was -54.04%, smaller than the maximum AFYA drawdown of -72.09%. Use the drawdown chart below to compare losses from any high point for WMG and AFYA. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-33.04%
-46.19%
WMG
AFYA

Volatility

WMG vs. AFYA - Volatility Comparison

Warner Music Group Corp. (WMG) and Afya Limited (AFYA) have volatilities of 9.70% and 9.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
9.70%
9.96%
WMG
AFYA

Financials

WMG vs. AFYA - Financials Comparison

This section allows you to compare key financial metrics between Warner Music Group Corp. and Afya 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


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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