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

Correlation

The correlation between WW and SCHD 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.


-0.50.00.51.00.4

Performance

WW vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WW International, Inc. (WW) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

-100.00%0.00%100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
-97.95%
394.81%
WW
SCHD

Key characteristics

Sharpe Ratio

WW:

-0.62

SCHD:

1.20

Sortino Ratio

WW:

-1.18

SCHD:

1.76

Omega Ratio

WW:

0.88

SCHD:

1.21

Calmar Ratio

WW:

-0.85

SCHD:

1.69

Martin Ratio

WW:

-1.06

SCHD:

5.86

Ulcer Index

WW:

80.10%

SCHD:

2.30%

Daily Std Dev

WW:

135.71%

SCHD:

11.25%

Max Drawdown

WW:

-99.33%

SCHD:

-33.37%

Current Drawdown

WW:

-98.70%

SCHD:

-6.72%

Returns By Period

In the year-to-date period, WW achieves a -84.69% return, which is significantly lower than SCHD's 11.54% return. Over the past 10 years, WW has underperformed SCHD with an annualized return of -26.05%, while SCHD has yielded a comparatively higher 10.86% annualized return.


WW

YTD

-84.69%

1M

32.67%

6M

5.51%

1Y

-85.76%

5Y*

-49.92%

10Y*

-26.05%

SCHD

YTD

11.54%

1M

-4.06%

6M

7.86%

1Y

12.63%

5Y*

10.97%

10Y*

10.86%

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

WW vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WW International, Inc. (WW) and Schwab US Dividend Equity ETF (SCHD). 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 WW, currently valued at -0.62, compared to the broader market-4.00-2.000.002.00-0.621.20
The chart of Sortino ratio for WW, currently valued at -1.18, compared to the broader market-4.00-2.000.002.004.00-1.181.76
The chart of Omega ratio for WW, currently valued at 0.88, compared to the broader market0.501.001.502.000.881.21
The chart of Calmar ratio for WW, currently valued at -0.85, compared to the broader market0.002.004.006.00-0.851.69
The chart of Martin ratio for WW, currently valued at -1.06, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.065.86
WW
SCHD

The current WW Sharpe Ratio is -0.62, which is lower than the SCHD Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of WW and SCHD, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.62
1.20
WW
SCHD

Dividends

WW vs. SCHD - Dividend Comparison

WW has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.64%.


TTM20232022202120202019201820172016201520142013
WW
WW International, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.59%
SCHD
Schwab US Dividend Equity ETF
3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

WW vs. SCHD - Drawdown Comparison

The maximum WW drawdown since its inception was -99.33%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for WW and SCHD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-98.70%
-6.72%
WW
SCHD

Volatility

WW vs. SCHD - Volatility Comparison

WW International, Inc. (WW) has a higher volatility of 41.59% compared to Schwab US Dividend Equity ETF (SCHD) at 3.88%. This indicates that WW's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
41.59%
3.88%
WW
SCHD
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab