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WS vs. IAG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WS and IAG is 0.18, 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.


-0.50.00.51.00.2

Performance

WS vs. IAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Worthington Steel Inc (WS) and IAMGOLD Corporation (IAG). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
-17.85%
9.79%
WS
IAG

Key characteristics

Sharpe Ratio

WS:

-0.12

IAG:

2.17

Sortino Ratio

WS:

0.17

IAG:

2.77

Omega Ratio

WS:

1.02

IAG:

1.35

Calmar Ratio

WS:

-0.15

IAG:

1.39

Martin Ratio

WS:

-0.35

IAG:

12.42

Ulcer Index

WS:

17.46%

IAG:

9.87%

Daily Std Dev

WS:

49.11%

IAG:

56.53%

Max Drawdown

WS:

-39.93%

IAG:

-95.55%

Current Drawdown

WS:

-38.75%

IAG:

-73.90%

Fundamentals

Market Cap

WS:

$1.44B

IAG:

$3.27B

EPS

WS:

$2.88

IAG:

$1.35

PE Ratio

WS:

9.86

IAG:

4.24

Total Revenue (TTM)

WS:

$3.29B

IAG:

$1.17B

Gross Profit (TTM)

WS:

$431.60M

IAG:

$404.44M

EBITDA (TTM)

WS:

$259.80M

IAG:

$1.04B

Returns By Period

In the year-to-date period, WS achieves a -10.78% return, which is significantly lower than IAG's 10.85% return.


WS

YTD

-10.78%

1M

-7.19%

6M

-17.85%

1Y

-6.19%

5Y*

N/A

10Y*

N/A

IAG

YTD

10.85%

1M

0.53%

6M

9.79%

1Y

121.71%

5Y*

12.85%

10Y*

9.66%

*Annualized

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Risk-Adjusted Performance

WS vs. IAG — Risk-Adjusted Performance Rank

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

WS
The Risk-Adjusted Performance Rank of WS is 3838
Overall Rank
The Sharpe Ratio Rank of WS is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of WS is 3737
Sortino Ratio Rank
The Omega Ratio Rank of WS is 3636
Omega Ratio Rank
The Calmar Ratio Rank of WS is 3737
Calmar Ratio Rank
The Martin Ratio Rank of WS is 4040
Martin Ratio Rank

IAG
The Risk-Adjusted Performance Rank of IAG is 9090
Overall Rank
The Sharpe Ratio Rank of IAG is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of IAG is 9090
Sortino Ratio Rank
The Omega Ratio Rank of IAG is 8888
Omega Ratio Rank
The Calmar Ratio Rank of IAG is 8585
Calmar Ratio Rank
The Martin Ratio Rank of IAG is 9494
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.

WS vs. IAG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Worthington Steel Inc (WS) and IAMGOLD Corporation (IAG). 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.


Sharpe ratio
The chart of Sharpe ratio for WS, currently valued at -0.12, compared to the broader market-2.000.002.00-0.122.17
The chart of Sortino ratio for WS, currently valued at 0.17, compared to the broader market-4.00-2.000.002.004.006.000.172.77
The chart of Omega ratio for WS, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.35
The chart of Calmar ratio for WS, currently valued at -0.15, compared to the broader market0.002.004.006.00-0.155.67
The chart of Martin ratio for WS, currently valued at -0.35, compared to the broader market-10.000.0010.0020.0030.00-0.3512.42
WS
IAG

The current WS Sharpe Ratio is -0.12, which is lower than the IAG Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of WS and IAG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00Dec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09Feb 16
-0.12
2.17
WS
IAG

Dividends

WS vs. IAG - Dividend Comparison

WS's dividend yield for the trailing twelve months is around 2.25%, while IAG has not paid dividends to shareholders.


TTM2024
WS
Worthington Steel Inc
2.25%2.01%
IAG
IAMGOLD Corporation
0.00%0.00%

Drawdowns

WS vs. IAG - Drawdown Comparison

The maximum WS drawdown since its inception was -39.93%, smaller than the maximum IAG drawdown of -95.55%. Use the drawdown chart below to compare losses from any high point for WS and IAG. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-38.75%
-13.46%
WS
IAG

Volatility

WS vs. IAG - Volatility Comparison

The current volatility for Worthington Steel Inc (WS) is 11.28%, while IAMGOLD Corporation (IAG) has a volatility of 15.90%. This indicates that WS experiences smaller price fluctuations and is considered to be less risky than IAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
11.28%
15.90%
WS
IAG

Financials

WS vs. IAG - Financials Comparison

This section allows you to compare key financial metrics between Worthington Steel Inc and IAMGOLD Corporation. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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