PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
WU vs. VZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


WUVZ
YTD Return4.22%23.49%
1Y Return-2.03%42.84%
3Y Return (Ann)-9.95%-0.43%
5Y Return (Ann)-7.00%-0.74%
10Y Return (Ann)1.40%3.88%
Sharpe Ratio-0.091.82
Daily Std Dev24.08%22.78%
Max Drawdown-63.10%-56.77%
Current Drawdown-45.03%-10.76%

Fundamentals


WUVZ
Market Cap$4.02B$184.97B
EPS$1.64$2.66
PE Ratio7.1216.52
PEG Ratio2.372.52
Total Revenue (TTM)$4.26B$134.24B
Gross Profit (TTM)$1.48B$80.28B
EBITDA (TTM)$939.20M$46.37B

Correlation

-0.50.00.51.00.4

The correlation between WU and VZ is 0.35, 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.

Performance

WU vs. VZ - Performance Comparison

In the year-to-date period, WU achieves a 4.22% return, which is significantly lower than VZ's 23.49% return. Over the past 10 years, WU has underperformed VZ with an annualized return of 1.40%, while VZ has yielded a comparatively higher 3.88% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%AprilMayJuneJulyAugustSeptember
-11.02%
13.42%
WU
VZ

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

WU vs. VZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Western Union Company (WU) and Verizon Communications Inc. (VZ). 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.


WU
Sharpe ratio
The chart of Sharpe ratio for WU, currently valued at -0.09, compared to the broader market-4.00-2.000.002.00-0.09
Sortino ratio
The chart of Sortino ratio for WU, currently valued at 0.03, compared to the broader market-6.00-4.00-2.000.002.004.000.03
Omega ratio
The chart of Omega ratio for WU, currently valued at 1.00, compared to the broader market0.501.001.502.001.00
Calmar ratio
The chart of Calmar ratio for WU, currently valued at -0.04, compared to the broader market0.001.002.003.004.005.00-0.04
Martin ratio
The chart of Martin ratio for WU, currently valued at -0.25, compared to the broader market-10.000.0010.0020.00-0.25
VZ
Sharpe ratio
The chart of Sharpe ratio for VZ, currently valued at 1.82, compared to the broader market-4.00-2.000.002.001.82
Sortino ratio
The chart of Sortino ratio for VZ, currently valued at 2.68, compared to the broader market-6.00-4.00-2.000.002.004.002.68
Omega ratio
The chart of Omega ratio for VZ, currently valued at 1.36, compared to the broader market0.501.001.502.001.36
Calmar ratio
The chart of Calmar ratio for VZ, currently valued at 1.01, compared to the broader market0.001.002.003.004.005.001.01
Martin ratio
The chart of Martin ratio for VZ, currently valued at 10.93, compared to the broader market-10.000.0010.0020.0010.93

WU vs. VZ - Sharpe Ratio Comparison

The current WU Sharpe Ratio is -0.09, which is lower than the VZ Sharpe Ratio of 1.82. The chart below compares the 12-month rolling Sharpe Ratio of WU and VZ.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AprilMayJuneJulyAugustSeptember
-0.09
1.82
WU
VZ

Dividends

WU vs. VZ - Dividend Comparison

WU's dividend yield for the trailing twelve months is around 8.01%, more than VZ's 6.00% yield.


TTM20232022202120202019201820172016201520142013
WU
The Western Union Company
8.01%7.89%6.83%5.27%4.10%2.99%4.45%3.68%2.95%3.46%2.79%2.90%
VZ
Verizon Communications Inc.
6.00%6.96%6.53%4.85%4.21%3.95%4.22%4.39%4.26%4.79%4.57%4.22%

Drawdowns

WU vs. VZ - Drawdown Comparison

The maximum WU drawdown since its inception was -63.10%, which is greater than VZ's maximum drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for WU and VZ. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%AprilMayJuneJulyAugustSeptember
-45.03%
-10.76%
WU
VZ

Volatility

WU vs. VZ - Volatility Comparison

The current volatility for The Western Union Company (WU) is 4.41%, while Verizon Communications Inc. (VZ) has a volatility of 7.06%. This indicates that WU experiences smaller price fluctuations and is considered to be less risky than VZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
4.41%
7.06%
WU
VZ

Financials

WU vs. VZ - Financials Comparison

This section allows you to compare key financial metrics between The Western Union Company and Verizon Communications 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