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WOW vs. VTSAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


WOWVTSAX
YTD Return27.16%19.42%
1Y Return-33.03%32.94%
3Y Return (Ann)-35.82%9.41%
5Y Return (Ann)-4.11%14.85%
Sharpe Ratio-0.382.34
Daily Std Dev86.29%13.12%
Max Drawdown-87.90%-55.34%
Current Drawdown-78.28%-0.25%

Correlation

-0.50.00.51.00.4

The correlation between WOW and VTSAX is 0.38, 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.

Performance

WOW vs. VTSAX - Performance Comparison

In the year-to-date period, WOW achieves a 27.16% return, which is significantly higher than VTSAX's 19.42% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%AprilMayJuneJulyAugustSeptember
66.10%
9.21%
WOW
VTSAX

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

WOW vs. VTSAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WideOpenWest, Inc. (WOW) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.


WOW
Sharpe ratio
The chart of Sharpe ratio for WOW, currently valued at -0.38, compared to the broader market-4.00-2.000.002.00-0.38
Sortino ratio
The chart of Sortino ratio for WOW, currently valued at 0.10, compared to the broader market-6.00-4.00-2.000.002.004.000.10
Omega ratio
The chart of Omega ratio for WOW, currently valued at 1.02, compared to the broader market0.501.001.502.001.02
Calmar ratio
The chart of Calmar ratio for WOW, currently valued at -0.38, compared to the broader market0.001.002.003.004.005.00-0.38
Martin ratio
The chart of Martin ratio for WOW, currently valued at -0.79, compared to the broader market-10.000.0010.0020.00-0.79
VTSAX
Sharpe ratio
The chart of Sharpe ratio for VTSAX, currently valued at 2.34, compared to the broader market-4.00-2.000.002.002.34
Sortino ratio
The chart of Sortino ratio for VTSAX, currently valued at 3.13, compared to the broader market-6.00-4.00-2.000.002.004.003.13
Omega ratio
The chart of Omega ratio for VTSAX, currently valued at 1.42, compared to the broader market0.501.001.502.001.42
Calmar ratio
The chart of Calmar ratio for VTSAX, currently valued at 2.18, compared to the broader market0.001.002.003.004.005.002.18
Martin ratio
The chart of Martin ratio for VTSAX, currently valued at 14.36, compared to the broader market-10.000.0010.0020.0014.36

WOW vs. VTSAX - Sharpe Ratio Comparison

The current WOW Sharpe Ratio is -0.38, which is lower than the VTSAX Sharpe Ratio of 2.34. The chart below compares the 12-month rolling Sharpe Ratio of WOW and VTSAX.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AprilMayJuneJulyAugustSeptember
-0.38
2.34
WOW
VTSAX

Dividends

WOW vs. VTSAX - Dividend Comparison

WOW has not paid dividends to shareholders, while VTSAX's dividend yield for the trailing twelve months is around 1.01%.


TTM20232022202120202019201820172016201520142013
WOW
WideOpenWest, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.01%1.43%1.65%1.20%1.41%1.76%2.03%1.71%1.92%1.98%1.76%1.74%

Drawdowns

WOW vs. VTSAX - Drawdown Comparison

The maximum WOW drawdown since its inception was -87.90%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for WOW and VTSAX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AprilMayJuneJulyAugustSeptember
-78.28%
-0.25%
WOW
VTSAX

Volatility

WOW vs. VTSAX - Volatility Comparison

WideOpenWest, Inc. (WOW) has a higher volatility of 13.46% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.38%. This indicates that WOW's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%AprilMayJuneJulyAugustSeptember
13.46%
4.38%
WOW
VTSAX