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WRBY vs. FFH.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WRBY and FFH.TO is 0.42, 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.


Performance

WRBY vs. FFH.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Warby Parker Inc. (WRBY) and Fairfax Financial Holdings Limited (FFH.TO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

WRBY:

0.40

FFH.TO:

2.30

Sortino Ratio

WRBY:

0.98

FFH.TO:

2.79

Omega Ratio

WRBY:

1.12

FFH.TO:

1.39

Calmar Ratio

WRBY:

0.26

FFH.TO:

4.24

Martin Ratio

WRBY:

0.97

FFH.TO:

15.98

Ulcer Index

WRBY:

21.00%

FFH.TO:

3.06%

Daily Std Dev

WRBY:

59.66%

FFH.TO:

23.25%

Max Drawdown

WRBY:

-83.71%

FFH.TO:

-88.18%

Current Drawdown

WRBY:

-65.11%

FFH.TO:

-2.07%

Fundamentals

Market Cap

WRBY:

$2.44B

FFH.TO:

CA$52.61B

EPS

WRBY:

-$0.12

FFH.TO:

CA$236.98

PS Ratio

WRBY:

3.07

FFH.TO:

1.46

PB Ratio

WRBY:

6.88

FFH.TO:

1.64

Total Revenue (TTM)

WRBY:

$795.09M

FFH.TO:

CA$30.03B

Gross Profit (TTM)

WRBY:

$435.61M

FFH.TO:

CA$16.41B

EBITDA (TTM)

WRBY:

$13.10M

FFH.TO:

CA$1.57B

Returns By Period

In the year-to-date period, WRBY achieves a -14.25% return, which is significantly lower than FFH.TO's 16.36% return.


WRBY

YTD

-14.25%

1M

31.39%

6M

-9.34%

1Y

23.79%

3Y*

5.56%

5Y*

N/A

10Y*

N/A

FFH.TO

YTD

16.36%

1M

7.83%

6M

17.90%

1Y

52.88%

3Y*

50.59%

5Y*

45.79%

10Y*

16.13%

*Annualized

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Warby Parker Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

WRBY vs. FFH.TO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WRBY
The Risk-Adjusted Performance Rank of WRBY is 6363
Overall Rank
The Sharpe Ratio Rank of WRBY is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of WRBY is 6565
Sortino Ratio Rank
The Omega Ratio Rank of WRBY is 6060
Omega Ratio Rank
The Calmar Ratio Rank of WRBY is 6363
Calmar Ratio Rank
The Martin Ratio Rank of WRBY is 6363
Martin Ratio Rank

FFH.TO
The Risk-Adjusted Performance Rank of FFH.TO is 9696
Overall Rank
The Sharpe Ratio Rank of FFH.TO is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of FFH.TO is 9393
Sortino Ratio Rank
The Omega Ratio Rank of FFH.TO is 9393
Omega Ratio Rank
The Calmar Ratio Rank of FFH.TO is 9898
Calmar Ratio Rank
The Martin Ratio Rank of FFH.TO is 9898
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WRBY vs. FFH.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Warby Parker Inc. (WRBY) and Fairfax Financial Holdings Limited (FFH.TO). 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.


The current WRBY Sharpe Ratio is 0.40, which is lower than the FFH.TO Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of WRBY and FFH.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

WRBY vs. FFH.TO - Dividend Comparison

WRBY has not paid dividends to shareholders, while FFH.TO's dividend yield for the trailing twelve months is around 0.93%.


TTM20242023202220212020201920182017201620152014
WRBY
Warby Parker 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%
FFH.TO
Fairfax Financial Holdings Limited
0.93%1.01%1.10%1.56%2.05%3.01%2.17%2.06%1.96%2.24%1.81%1.80%

Drawdowns

WRBY vs. FFH.TO - Drawdown Comparison

The maximum WRBY drawdown since its inception was -83.71%, smaller than the maximum FFH.TO drawdown of -88.18%. Use the drawdown chart below to compare losses from any high point for WRBY and FFH.TO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

WRBY vs. FFH.TO - Volatility Comparison

Warby Parker Inc. (WRBY) has a higher volatility of 26.34% compared to Fairfax Financial Holdings Limited (FFH.TO) at 3.82%. This indicates that WRBY's price experiences larger fluctuations and is considered to be riskier than FFH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

WRBY vs. FFH.TO - Financials Comparison

This section allows you to compare key financial metrics between Warby Parker Inc. and Fairfax Financial Holdings 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


0.002.00B4.00B6.00B8.00B20212022202320242025
223.78M
7.48B
(WRBY) Total Revenue
(FFH.TO) Total Revenue
Please note, different currencies. WRBY values in USD, FFH.TO values in CAD