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WRLD vs. TFLO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WRLD and TFLO is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

WRLD vs. TFLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in World Acceptance Corporation (WRLD) and iShares Treasury Floating Rate Bond ETF (TFLO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

WRLD:

0.45

TFLO:

15.22

Sortino Ratio

WRLD:

0.97

TFLO:

53.00

Omega Ratio

WRLD:

1.13

TFLO:

12.64

Calmar Ratio

WRLD:

0.37

TFLO:

189.91

Martin Ratio

WRLD:

1.34

TFLO:

844.79

Ulcer Index

WRLD:

16.70%

TFLO:

0.01%

Daily Std Dev

WRLD:

47.11%

TFLO:

0.32%

Max Drawdown

WRLD:

-77.65%

TFLO:

-5.01%

Current Drawdown

WRLD:

-40.36%

TFLO:

0.00%

Returns By Period

In the year-to-date period, WRLD achieves a 37.39% return, which is significantly higher than TFLO's 1.78% return. Over the past 10 years, WRLD has outperformed TFLO with an annualized return of 7.37%, while TFLO has yielded a comparatively lower 1.97% annualized return.


WRLD

YTD

37.39%

1M

17.61%

6M

27.75%

1Y

20.23%

3Y*

1.42%

5Y*

18.36%

10Y*

7.37%

TFLO

YTD

1.78%

1M

0.38%

6M

2.23%

1Y

4.75%

3Y*

4.64%

5Y*

2.82%

10Y*

1.97%

*Annualized

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World Acceptance Corporation

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Risk-Adjusted Performance

WRLD vs. TFLO — Risk-Adjusted Performance Rank

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

WRLD
The Risk-Adjusted Performance Rank of WRLD is 6666
Overall Rank
The Sharpe Ratio Rank of WRLD is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of WRLD is 6464
Sortino Ratio Rank
The Omega Ratio Rank of WRLD is 6565
Omega Ratio Rank
The Calmar Ratio Rank of WRLD is 6868
Calmar Ratio Rank
The Martin Ratio Rank of WRLD is 6767
Martin Ratio Rank

TFLO
The Risk-Adjusted Performance Rank of TFLO is 100100
Overall Rank
The Sharpe Ratio Rank of TFLO is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of TFLO is 100100
Sortino Ratio Rank
The Omega Ratio Rank of TFLO is 100100
Omega Ratio Rank
The Calmar Ratio Rank of TFLO is 100100
Calmar Ratio Rank
The Martin Ratio Rank of TFLO is 100100
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.

WRLD vs. TFLO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for World Acceptance Corporation (WRLD) and iShares Treasury Floating Rate Bond ETF (TFLO). 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 WRLD Sharpe Ratio is 0.45, which is lower than the TFLO Sharpe Ratio of 15.22. The chart below compares the historical Sharpe Ratios of WRLD and TFLO, 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

WRLD vs. TFLO - Dividend Comparison

WRLD has not paid dividends to shareholders, while TFLO's dividend yield for the trailing twelve months is around 4.70%.


TTM20242023202220212020201920182017201620152014
WRLD
World Acceptance Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TFLO
iShares Treasury Floating Rate Bond ETF
4.70%5.21%4.89%1.67%0.00%0.36%2.08%1.65%0.86%0.30%0.15%0.08%

Drawdowns

WRLD vs. TFLO - Drawdown Comparison

The maximum WRLD drawdown since its inception was -77.65%, which is greater than TFLO's maximum drawdown of -5.01%. Use the drawdown chart below to compare losses from any high point for WRLD and TFLO.


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

Volatility

WRLD vs. TFLO - Volatility Comparison

World Acceptance Corporation (WRLD) has a higher volatility of 10.01% compared to iShares Treasury Floating Rate Bond ETF (TFLO) at 0.10%. This indicates that WRLD's price experiences larger fluctuations and is considered to be riskier than TFLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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