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WTTR vs. FIW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WTTR and FIW is 0.36, 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.


-0.50.00.51.00.4

Performance

WTTR vs. FIW - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
27.77%
0.61%
WTTR
FIW

Key characteristics

Sharpe Ratio

WTTR:

2.36

FIW:

1.06

Sortino Ratio

WTTR:

3.53

FIW:

1.55

Omega Ratio

WTTR:

1.44

FIW:

1.19

Calmar Ratio

WTTR:

1.57

FIW:

1.71

Martin Ratio

WTTR:

15.75

FIW:

4.65

Ulcer Index

WTTR:

6.59%

FIW:

3.50%

Daily Std Dev

WTTR:

43.98%

FIW:

15.34%

Max Drawdown

WTTR:

-89.49%

FIW:

-52.75%

Current Drawdown

WTTR:

-31.30%

FIW:

-4.94%

Returns By Period

In the year-to-date period, WTTR achieves a 6.12% return, which is significantly higher than FIW's 3.06% return.


WTTR

YTD

6.12%

1M

12.22%

6M

29.51%

1Y

102.96%

5Y*

13.03%

10Y*

N/A

FIW

YTD

3.06%

1M

2.22%

6M

0.60%

1Y

14.66%

5Y*

11.81%

10Y*

13.56%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

WTTR vs. FIW — Risk-Adjusted Performance Rank

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

WTTR
The Risk-Adjusted Performance Rank of WTTR is 9393
Overall Rank
The Sharpe Ratio Rank of WTTR is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of WTTR is 9595
Sortino Ratio Rank
The Omega Ratio Rank of WTTR is 9393
Omega Ratio Rank
The Calmar Ratio Rank of WTTR is 8686
Calmar Ratio Rank
The Martin Ratio Rank of WTTR is 9696
Martin Ratio Rank

FIW
The Risk-Adjusted Performance Rank of FIW is 4343
Overall Rank
The Sharpe Ratio Rank of FIW is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of FIW is 3939
Sortino Ratio Rank
The Omega Ratio Rank of FIW is 3737
Omega Ratio Rank
The Calmar Ratio Rank of FIW is 5656
Calmar Ratio Rank
The Martin Ratio Rank of FIW is 4444
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.

WTTR vs. FIW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Select Energy Services, Inc. (WTTR) and First Trust Water ETF (FIW). 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 2.36, compared to the broader market-2.000.002.004.002.361.06
The chart of Sortino ratio for WTTR, currently valued at 3.53, compared to the broader market-4.00-2.000.002.004.006.003.531.55
The chart of Omega ratio for WTTR, currently valued at 1.44, compared to the broader market0.501.001.502.001.441.19
The chart of Calmar ratio for WTTR, currently valued at 1.57, compared to the broader market0.002.004.006.001.571.71
The chart of Martin ratio for WTTR, currently valued at 15.75, compared to the broader market-10.000.0010.0020.0030.0015.754.65
WTTR
FIW

The current WTTR Sharpe Ratio is 2.36, which is higher than the FIW Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of WTTR and FIW, 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 Ratio0.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
2.36
1.06
WTTR
FIW

Dividends

WTTR vs. FIW - Dividend Comparison

WTTR's dividend yield for the trailing twelve months is around 1.78%, more than FIW's 0.68% yield.


TTM20242023202220212020201920182017201620152014
WTTR
Select Energy Services, Inc.
1.78%1.89%2.77%0.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FIW
First Trust Water ETF
0.68%0.70%0.68%0.67%0.37%0.56%0.55%0.73%1.13%0.51%0.76%0.75%

Drawdowns

WTTR vs. FIW - Drawdown Comparison

The maximum WTTR drawdown since its inception was -89.49%, which is greater than FIW's maximum drawdown of -52.75%. Use the drawdown chart below to compare losses from any high point for WTTR and FIW. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-31.30%
-4.94%
WTTR
FIW

Volatility

WTTR vs. FIW - Volatility Comparison

Select Energy Services, Inc. (WTTR) has a higher volatility of 9.76% compared to First Trust Water ETF (FIW) at 5.22%. This indicates that WTTR's price experiences larger fluctuations and is considered to be riskier than FIW 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%AugustSeptemberOctoberNovemberDecember2025
9.76%
5.22%
WTTR
FIW
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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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