PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
WSP.TO vs. ARCAD.AS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

WSP.TO vs. ARCAD.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WSP Global Inc. (WSP.TO) and Arcadis N.V. (ARCAD.AS). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
11.39%
3.39%
WSP.TO
ARCAD.AS

Returns By Period

In the year-to-date period, WSP.TO achieves a 28.49% return, which is significantly lower than ARCAD.AS's 30.93% return. Over the past 10 years, WSP.TO has outperformed ARCAD.AS with an annualized return of 23.43%, while ARCAD.AS has yielded a comparatively lower 12.98% annualized return.


WSP.TO

YTD

28.49%

1M

-5.20%

6M

14.68%

1Y

25.71%

5Y (annualized)

23.92%

10Y (annualized)

23.43%

ARCAD.AS

YTD

30.93%

1M

-4.54%

6M

5.88%

1Y

42.67%

5Y (annualized)

31.00%

10Y (annualized)

12.98%

Fundamentals


WSP.TOARCAD.AS
Market CapCA$31.41B€5.83B
EPSCA$5.14€2.25
PE Ratio46.8828.02
Total Revenue (TTM)CA$15.23B€2.53B
Gross Profit (TTM)CA$4.74B€318.23M
EBITDA (TTM)CA$1.45B€233.83M

Key characteristics


WSP.TOARCAD.AS
Sharpe Ratio1.412.19
Sortino Ratio1.852.79
Omega Ratio1.271.40
Calmar Ratio2.165.19
Martin Ratio5.4214.64
Ulcer Index4.77%2.71%
Daily Std Dev18.42%18.04%
Max Drawdown-39.02%-91.05%
Current Drawdown-5.93%-5.68%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.3

The correlation between WSP.TO and ARCAD.AS is 0.31, 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.

Risk-Adjusted Performance

WSP.TO vs. ARCAD.AS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WSP Global Inc. (WSP.TO) and Arcadis N.V. (ARCAD.AS). 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 WSP.TO, currently valued at 1.25, compared to the broader market-4.00-2.000.002.004.001.251.73
The chart of Sortino ratio for WSP.TO, currently valued at 1.68, compared to the broader market-4.00-2.000.002.004.001.682.25
The chart of Omega ratio for WSP.TO, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.31
The chart of Calmar ratio for WSP.TO, currently valued at 1.91, compared to the broader market0.002.004.006.001.911.83
The chart of Martin ratio for WSP.TO, currently valued at 4.67, compared to the broader market-10.000.0010.0020.0030.004.6710.92
WSP.TO
ARCAD.AS

The current WSP.TO Sharpe Ratio is 1.41, which is lower than the ARCAD.AS Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of WSP.TO and ARCAD.AS, 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 Ratio1.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.25
1.73
WSP.TO
ARCAD.AS

Dividends

WSP.TO vs. ARCAD.AS - Dividend Comparison

WSP.TO's dividend yield for the trailing twelve months is around 0.64%, less than ARCAD.AS's 1.35% yield.


TTM20232022202120202019201820172016201520142013
WSP.TO
WSP Global Inc.
0.64%0.82%0.97%0.83%1.26%1.69%2.56%2.50%3.36%3.53%4.19%4.65%
ARCAD.AS
Arcadis N.V.
1.35%1.52%1.91%1.42%2.07%2.26%4.41%2.26%4.73%3.19%2.29%2.03%

Drawdowns

WSP.TO vs. ARCAD.AS - Drawdown Comparison

The maximum WSP.TO drawdown since its inception was -39.02%, smaller than the maximum ARCAD.AS drawdown of -91.05%. Use the drawdown chart below to compare losses from any high point for WSP.TO and ARCAD.AS. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.88%
-8.76%
WSP.TO
ARCAD.AS

Volatility

WSP.TO vs. ARCAD.AS - Volatility Comparison

The current volatility for WSP Global Inc. (WSP.TO) is 5.60%, while Arcadis N.V. (ARCAD.AS) has a volatility of 7.28%. This indicates that WSP.TO experiences smaller price fluctuations and is considered to be less risky than ARCAD.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
5.60%
7.28%
WSP.TO
ARCAD.AS

Financials

WSP.TO vs. ARCAD.AS - Financials Comparison

This section allows you to compare key financial metrics between WSP Global Inc. and Arcadis N.V.. 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


Please note, different currencies. WSP.TO values in CAD, ARCAD.AS values in EUR