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

Correlation

The correlation between WMG and VGR 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. VGR - Performance Comparison

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

0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
12.80%
147.30%
WMG
VGR

Key characteristics

Fundamentals

Market Cap

WMG:

$16.54B

VGR:

$2.36B

EPS

WMG:

$0.83

VGR:

$1.26

PE Ratio

WMG:

38.48

VGR:

11.90

PEG Ratio

WMG:

1.26

VGR:

2.96

Total Revenue (TTM)

WMG:

$6.43B

VGR:

$1.06B

Gross Profit (TTM)

WMG:

$2.99B

VGR:

$355.94M

EBITDA (TTM)

WMG:

$1.20B

VGR:

$260.21M

Returns By Period


WMG

YTD

-11.02%

1M

-0.06%

6M

4.97%

1Y

-9.76%

5Y*

N/A

10Y*

N/A

VGR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

WMG vs. VGR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Warner Music Group Corp. (WMG) and Vector Group Ltd. (VGR). 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-4.00-2.000.002.00-0.301.35
The chart of Sortino ratio for WMG, currently valued at -0.23, compared to the broader market-4.00-2.000.002.004.00-0.232.19
The chart of Omega ratio for WMG, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.37
The chart of Calmar ratio for WMG, currently valued at -0.19, compared to the broader market0.002.004.006.00-0.191.39
The chart of Martin ratio for WMG, currently valued at -0.58, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.587.20
WMG
VGR


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.30
1.35
WMG
VGR

Dividends

WMG vs. VGR - Dividend Comparison

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


TTM20232022202120202019201820172016201520142013
WMG
Warner Music Group Corp.
2.25%1.84%1.77%1.25%0.63%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGR
Vector Group Ltd.
4.00%7.09%6.75%4.94%6.87%11.66%16.05%6.98%6.87%6.62%7.33%9.54%

Drawdowns

WMG vs. VGR - Drawdown Comparison


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-32.70%
-0.13%
WMG
VGR

Volatility

WMG vs. VGR - Volatility Comparison

Warner Music Group Corp. (WMG) has a higher volatility of 9.79% compared to Vector Group Ltd. (VGR) at 0.00%. This indicates that WMG's price experiences larger fluctuations and is considered to be riskier than VGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
9.79%
0
WMG
VGR

Financials

WMG vs. VGR - Financials Comparison

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