WTM vs. L
Compare and contrast key facts about White Mountains Insurance Group, Ltd. (WTM) and Loews Corporation (L).
Performance
WTM vs. L - Performance Comparison
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WTM vs. L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTM White Mountains Insurance Group, Ltd. | 5.77% | 6.89% | 29.31% | 6.49% | 39.63% | 1.41% | -10.19% | 30.20% | 0.88% | 1.93% |
L Loews Corporation | 1.42% | 24.68% | 22.09% | 19.78% | 1.41% | 28.89% | -13.69% | 15.89% | -8.56% | 8.56% |
Fundamentals
WTM:
$5.61B
L:
$22.32B
WTM:
$434.62
L:
$7.97
WTM:
5.05
L:
13.40
WTM:
0.06
L:
0.79
WTM:
2.07
L:
1.22
WTM:
1.03
L:
1.19
WTM:
$2.71B
L:
$18.25B
WTM:
$1.45B
L:
$5.95B
WTM:
$1.41B
L:
$1.37B
Returns By Period
In the year-to-date period, WTM achieves a 5.77% return, which is significantly higher than L's 1.42% return. Over the past 10 years, WTM has underperformed L with an annualized return of 10.63%, while L has yielded a comparatively higher 11.35% annualized return.
WTM
- 1D
- 0.14%
- 1M
- -1.02%
- YTD
- 5.77%
- 6M
- 31.49%
- 1Y
- 14.13%
- 3Y*
- 16.90%
- 5Y*
- 14.35%
- 10Y*
- 10.63%
L
- 1D
- 0.86%
- 1M
- -2.98%
- YTD
- 1.42%
- 6M
- 6.45%
- 1Y
- 16.43%
- 3Y*
- 22.92%
- 5Y*
- 15.77%
- 10Y*
- 11.35%
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Return for Risk
WTM vs. L — Risk / Return Rank
WTM
L
WTM vs. L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for White Mountains Insurance Group, Ltd. (WTM) and Loews Corporation (L). 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.
| WTM | L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.57 | 0.88 | -0.31 |
Sortino ratioReturn per unit of downside risk | 1.02 | 1.25 | -0.23 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.18 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.09 | 1.48 | -0.40 |
Martin ratioReturn relative to average drawdown | 2.70 | 5.20 | -2.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WTM | L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 0.88 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.81 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.45 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.33 | +0.11 |
Correlation
The correlation between WTM and L is 0.32, 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.
Dividends
WTM vs. L - Dividend Comparison
WTM's dividend yield for the trailing twelve months is around 0.05%, less than L's 0.23% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WTM White Mountains Insurance Group, Ltd. | 0.05% | 0.05% | 0.05% | 0.07% | 0.07% | 0.10% | 0.10% | 0.09% | 0.12% | 0.12% | 0.12% | 0.14% |
L Loews Corporation | 0.23% | 0.24% | 0.30% | 0.36% | 0.43% | 0.43% | 0.56% | 0.48% | 0.55% | 1.58% | 0.53% | 0.65% |
Drawdowns
WTM vs. L - Drawdown Comparison
The maximum WTM drawdown since its inception was -77.47%, which is greater than L's maximum drawdown of -65.58%. Use the drawdown chart below to compare losses from any high point for WTM and L.
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Drawdown Indicators
| WTM | L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.47% | -65.58% | -11.89% |
Max Drawdown (1Y)Largest decline over 1 year | -13.22% | -12.16% | -1.06% |
Max Drawdown (5Y)Largest decline over 5 years | -20.23% | -26.11% | +5.88% |
Max Drawdown (10Y)Largest decline over 10 years | -40.16% | -48.53% | +8.37% |
Current DrawdownCurrent decline from peak | -2.06% | -4.86% | +2.80% |
Average DrawdownAverage peak-to-trough decline | -14.19% | -16.81% | +2.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.75% | 3.47% | +2.28% |
Volatility
WTM vs. L - Volatility Comparison
White Mountains Insurance Group, Ltd. (WTM) has a higher volatility of 6.58% compared to Loews Corporation (L) at 4.54%. This indicates that WTM's price experiences larger fluctuations and is considered to be riskier than L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTM | L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.58% | 4.54% | +2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 17.61% | 10.63% | +6.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.71% | 18.70% | +6.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.46% | 19.48% | +3.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.23% | 25.55% | -2.32% |
Financials
WTM vs. L - Financials Comparison
This section allows you to compare key financial metrics between White Mountains Insurance Group, Ltd. and Loews 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.
Total Revenue: Total amount of money received from sales and other business activities