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WNC vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WNC and VOO is 0.51, 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.


-0.50.00.51.00.5

Performance

WNC vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wabash National Corporation (WNC) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
199.09%
602.93%
WNC
VOO

Key characteristics

Sharpe Ratio

WNC:

-0.95

VOO:

2.25

Sortino Ratio

WNC:

-1.31

VOO:

2.98

Omega Ratio

WNC:

0.85

VOO:

1.42

Calmar Ratio

WNC:

-0.69

VOO:

3.31

Martin Ratio

WNC:

-1.25

VOO:

14.77

Ulcer Index

WNC:

26.89%

VOO:

1.90%

Daily Std Dev

WNC:

35.63%

VOO:

12.46%

Max Drawdown

WNC:

-98.61%

VOO:

-33.99%

Current Drawdown

WNC:

-48.39%

VOO:

-2.47%

Returns By Period

In the year-to-date period, WNC achieves a -32.66% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, WNC has underperformed VOO with an annualized return of 4.91%, while VOO has yielded a comparatively higher 13.08% annualized return.


WNC

YTD

-32.66%

1M

-10.05%

6M

-18.31%

1Y

-33.19%

5Y*

5.03%

10Y*

4.91%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

WNC vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wabash National Corporation (WNC) and Vanguard S&P 500 ETF (VOO). 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 WNC, currently valued at -0.95, compared to the broader market-4.00-2.000.002.00-0.952.25
The chart of Sortino ratio for WNC, currently valued at -1.31, compared to the broader market-4.00-2.000.002.004.00-1.312.98
The chart of Omega ratio for WNC, currently valued at 0.85, compared to the broader market0.501.001.502.000.851.42
The chart of Calmar ratio for WNC, currently valued at -0.78, compared to the broader market0.002.004.006.00-0.783.31
The chart of Martin ratio for WNC, currently valued at -1.25, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.2514.77
WNC
VOO

The current WNC Sharpe Ratio is -0.95, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of WNC and VOO, 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.95
2.25
WNC
VOO

Dividends

WNC vs. VOO - Dividend Comparison

WNC's dividend yield for the trailing twelve months is around 1.88%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
WNC
Wabash National Corporation
1.88%1.25%1.42%1.64%1.39%2.72%2.29%1.11%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

WNC vs. VOO - Drawdown Comparison

The maximum WNC drawdown since its inception was -98.61%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for WNC and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-42.56%
-2.47%
WNC
VOO

Volatility

WNC vs. VOO - Volatility Comparison

Wabash National Corporation (WNC) has a higher volatility of 11.44% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that WNC's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
11.44%
3.75%
WNC
VOO
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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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