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

Correlation

The correlation between WMG and UAA is 0.31, 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.


-0.50.00.51.00.3

Performance

WMG vs. UAA - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
12.80%
-16.31%
WMG
UAA

Key characteristics

Sharpe Ratio

WMG:

-0.30

UAA:

-0.12

Sortino Ratio

WMG:

-0.23

UAA:

0.23

Omega Ratio

WMG:

0.97

UAA:

1.03

Calmar Ratio

WMG:

-0.19

UAA:

-0.07

Martin Ratio

WMG:

-0.58

UAA:

-0.33

Ulcer Index

WMG:

13.88%

UAA:

19.58%

Daily Std Dev

WMG:

27.18%

UAA:

54.27%

Max Drawdown

WMG:

-54.04%

UAA:

-88.15%

Current Drawdown

WMG:

-32.70%

UAA:

-83.97%

Fundamentals

Market Cap

WMG:

$16.54B

UAA:

$3.45B

EPS

WMG:

$0.83

UAA:

-$0.04

PEG Ratio

WMG:

1.26

UAA:

2.14

Total Revenue (TTM)

WMG:

$6.43B

UAA:

$5.40B

Gross Profit (TTM)

WMG:

$2.99B

UAA:

$2.53B

EBITDA (TTM)

WMG:

$1.20B

UAA:

$61.69M

Returns By Period

In the year-to-date period, WMG achieves a -11.02% return, which is significantly lower than UAA's -1.93% return.


WMG

YTD

-11.02%

1M

-0.06%

6M

4.97%

1Y

-9.76%

5Y*

N/A

10Y*

N/A

UAA

YTD

-1.93%

1M

-6.71%

6M

23.32%

1Y

-3.90%

5Y*

-16.78%

10Y*

-13.13%

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

WMG vs. UAA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Warner Music Group Corp. (WMG) and Under Armour, Inc. (UAA). 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 -0.30, compared to the broader market-4.00-2.000.002.00-0.30-0.12
The chart of Sortino ratio for WMG, currently valued at -0.23, compared to the broader market-4.00-2.000.002.004.00-0.230.23
The chart of Omega ratio for WMG, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.03
The chart of Calmar ratio for WMG, currently valued at -0.19, compared to the broader market0.002.004.006.00-0.19-0.08
The chart of Martin ratio for WMG, currently valued at -0.58, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.58-0.33
WMG
UAA

The current WMG Sharpe Ratio is -0.30, which is lower than the UAA Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of WMG and UAA, 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-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.30
-0.12
WMG
UAA

Dividends

WMG vs. UAA - Dividend Comparison

WMG's dividend yield for the trailing twelve months is around 2.25%, while UAA has not paid dividends to shareholders.


TTM2023202220212020
WMG
Warner Music Group Corp.
2.25%1.84%1.77%1.25%0.63%
UAA
Under Armour, Inc.
0.00%0.00%0.00%0.00%0.00%

Drawdowns

WMG vs. UAA - Drawdown Comparison

The maximum WMG drawdown since its inception was -54.04%, smaller than the maximum UAA drawdown of -88.15%. Use the drawdown chart below to compare losses from any high point for WMG and UAA. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-32.70%
-68.03%
WMG
UAA

Volatility

WMG vs. UAA - Volatility Comparison

The current volatility for Warner Music Group Corp. (WMG) is 9.79%, while Under Armour, Inc. (UAA) has a volatility of 15.49%. This indicates that WMG experiences smaller price fluctuations and is considered to be less risky than UAA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
9.79%
15.49%
WMG
UAA

Financials

WMG vs. UAA - Financials Comparison

This section allows you to compare key financial metrics between Warner Music Group Corp. and Under Armour, Inc.. 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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