WS vs. FEAM
WS (Worthington Steel Inc) and FEAM (5E Advanced Materials Inc) are both stocks. Both are in the Basic Materials sector — WS in Steel, FEAM in Specialty Chemicals. Over the past year, WS returned 79.79% vs -57.90% for FEAM. At a 0.16 correlation, their price movements are largely independent.
Performance
WS vs. FEAM - Performance Comparison
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Returns By Period
In the year-to-date period, WS achieves a 26.59% return, which is significantly higher than FEAM's -44.26% return.
WS
- 1D
- 0.25%
- 1M
- 12.02%
- YTD
- 26.59%
- 6M
- 22.31%
- 1Y
- 79.79%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FEAM
- 1D
- 1.80%
- 1M
- -11.92%
- YTD
- -44.26%
- 6M
- -55.50%
- 1Y
- -57.90%
- 3Y*
- -74.33%
- 5Y*
- —
- 10Y*
- —
WS vs. FEAM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WS Worthington Steel Inc | 26.59% | 11.18% | 15.44% | 16.60% |
FEAM 5E Advanced Materials Inc | -44.26% | -79.28% | -54.61% | -31.55% |
Correlation
The correlation between WS and FEAM is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Dec 1, 2023 | 0.16 |
Fundamentals
WS:
$2.16B
FEAM:
$59.35M
WS:
$2.44
FEAM:
-$1.76
WS:
22.35
FEAM:
0.81
WS:
$3.35B
FEAM:
$0.00
WS:
$411.50M
FEAM:
-$10.56M
WS:
$216.90M
FEAM:
-$22.23M
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Return for Risk
WS vs. FEAM — Risk / Return Rank
WS
FEAM
WS vs. FEAM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Worthington Steel Inc (WS) and 5E Advanced Materials Inc (FEAM). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WS | FEAM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.02 | ||
| Sortino ratioReturn per unit of downside risk | +2.40 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 0.97 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | -0.70 | +2.48 |
| Martin ratioReturn relative to average drawdown | 5.16 | -1.10 | +6.26 |
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Drawdowns
WS vs. FEAM - Drawdown Comparison
The maximum WS drawdown since its inception was -50.98%, smaller than the maximum FEAM drawdown of -99.84%. Use the drawdown chart below to compare losses from any high point for WS and FEAM.
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Drawdown Indicators
| WS | FEAM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.98% | -99.84% | +48.86% |
Max Drawdown (1Y)Largest decline over 1 year | -42.00% | -82.66% | +40.66% |
Max Drawdown (3Y)Largest decline over 3 years | — | -98.85% | — |
Current DrawdownCurrent decline from peak | -9.99% | -99.78% | +89.79% |
Average DrawdownAverage peak-to-trough decline | -21.81% | -86.38% | +64.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.48% | 52.56% | -38.08% |
Volatility
WS vs. FEAM - Volatility Comparison
The current volatility for Worthington Steel Inc (WS) is 11.90%, while 5E Advanced Materials Inc (FEAM) has a volatility of 27.75%. This indicates that WS experiences smaller price fluctuations and is considered to be less risky than FEAM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WS | FEAM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.90% | 27.75% | -15.85% |
Volatility (6M)Calculated over the trailing 6-month period | 35.08% | 75.44% | -40.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.54% | 115.11% | -65.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.31% | 109.76% | -57.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.31% | 109.76% | -57.45% |
Dividends
WS vs. FEAM - Dividend Comparison
WS's dividend yield for the trailing twelve months is around 1.84%, while FEAM has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
FEAM 5E Advanced Materials Inc | 0.00% | 0.00% | 0.00% |
WS Worthington Steel Inc | 1.47% | 1.85% | 2.01% |
Financials
WS vs. FEAM - Financials Comparison
This section allows you to compare key financial metrics between Worthington Steel Inc and 5E Advanced Materials Inc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
WS and FEAM have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FEAM has higher volatility (27.75%) compared to WS (11.90%). In terms of maximum drawdown, WS dropped -50.98% vs FEAM's -99.84%.
WS currently has the higher Sharpe Ratio (1.51 vs -0.51), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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