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WTTR vs. DOW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WTTR and DOW is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

WTTR vs. DOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Select Energy Services, Inc. (WTTR) and Dow Inc. (DOW). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
14.42%
8.90%
WTTR
DOW

Key characteristics

Sharpe Ratio

WTTR:

1.57

DOW:

-1.12

Sortino Ratio

WTTR:

2.67

DOW:

-1.55

Omega Ratio

WTTR:

1.32

DOW:

0.83

Calmar Ratio

WTTR:

1.04

DOW:

-0.63

Martin Ratio

WTTR:

11.06

DOW:

-1.98

Ulcer Index

WTTR:

6.24%

DOW:

11.50%

Daily Std Dev

WTTR:

43.93%

DOW:

20.32%

Max Drawdown

WTTR:

-89.49%

DOW:

-60.87%

Current Drawdown

WTTR:

-38.78%

DOW:

-34.67%

Fundamentals

Market Cap

WTTR:

$1.62B

DOW:

$28.40B

EPS

WTTR:

$0.59

DOW:

$1.50

PE Ratio

WTTR:

22.95

DOW:

27.05

PEG Ratio

WTTR:

-3.89

DOW:

0.58

Total Revenue (TTM)

WTTR:

$1.48B

DOW:

$43.18B

Gross Profit (TTM)

WTTR:

$228.15M

DOW:

$4.64B

EBITDA (TTM)

WTTR:

$175.28M

DOW:

$4.43B

Returns By Period

In the year-to-date period, WTTR achieves a 69.42% return, which is significantly higher than DOW's -23.15% return.


WTTR

YTD

69.42%

1M

-14.13%

6M

24.23%

1Y

68.76%

5Y*

7.41%

10Y*

N/A

DOW

YTD

-23.15%

1M

-7.63%

6M

-23.86%

1Y

-23.34%

5Y*

-1.01%

10Y*

N/A

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Risk-Adjusted Performance

WTTR vs. DOW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Select Energy Services, Inc. (WTTR) and Dow Inc. (DOW). 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 WTTR, currently valued at 1.57, compared to the broader market-4.00-2.000.002.001.57-1.12
The chart of Sortino ratio for WTTR, currently valued at 2.67, compared to the broader market-4.00-2.000.002.004.002.67-1.55
The chart of Omega ratio for WTTR, currently valued at 1.32, compared to the broader market0.501.001.502.001.320.83
The chart of Calmar ratio for WTTR, currently valued at 1.65, compared to the broader market0.002.004.006.001.65-0.63
The chart of Martin ratio for WTTR, currently valued at 11.06, compared to the broader market-5.000.005.0010.0015.0020.0025.0011.06-1.98
WTTR
DOW

The current WTTR Sharpe Ratio is 1.57, which is higher than the DOW Sharpe Ratio of -1.12. The chart below compares the historical Sharpe Ratios of WTTR and DOW, 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 Ratio-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
1.57
-1.12
WTTR
DOW

Dividends

WTTR vs. DOW - Dividend Comparison

WTTR's dividend yield for the trailing twelve months is around 2.00%, less than DOW's 7.01% yield.


TTM20232022202120202019
WTTR
Select Energy Services, Inc.
2.00%2.77%0.54%0.00%0.00%0.00%
DOW
Dow Inc.
7.01%5.11%5.56%4.94%5.05%3.84%

Drawdowns

WTTR vs. DOW - Drawdown Comparison

The maximum WTTR drawdown since its inception was -89.49%, which is greater than DOW's maximum drawdown of -60.87%. Use the drawdown chart below to compare losses from any high point for WTTR and DOW. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.53%
-34.67%
WTTR
DOW

Volatility

WTTR vs. DOW - Volatility Comparison

Select Energy Services, Inc. (WTTR) has a higher volatility of 9.57% compared to Dow Inc. (DOW) at 7.14%. This indicates that WTTR's price experiences larger fluctuations and is considered to be riskier than DOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
9.57%
7.14%
WTTR
DOW

Financials

WTTR vs. DOW - Financials Comparison

This section allows you to compare key financial metrics between Select Energy Services, Inc. and Dow 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.


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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