WRLD vs. VV

In the year-to-date period, WRLD achieves a 37.39% return, which is significantly higher than VV's 1.11% return. Over the past 10 years, WRLD has underperformed VV with an annualized return of 7.37%, while VV has yielded a comparatively higher 12.75% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for World Acceptance Corporation (WRLD) and Vanguard Large-Cap ETF (VV). 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 VV Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of WRLD and VV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

WRLD has not paid dividends to shareholders, while VV's dividend yield for the trailing twelve months is around 1.25%.

The maximum WRLD drawdown since its inception was -77.65%, which is greater than VV's maximum drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for WRLD and VV.

World Acceptance Corporation (WRLD) has a higher volatility of 10.01% compared to Vanguard Large-Cap ETF (VV) at 4.84%. This indicates that WRLD's price experiences larger fluctuations and is considered to be riskier than VV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.