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WW vs. VTSAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


WWVTSAX
YTD Return-81.03%5.98%
1Y Return-76.88%26.17%
3Y Return (Ann)-61.40%6.47%
5Y Return (Ann)-37.95%12.59%
10Y Return (Ann)-22.26%11.97%
Sharpe Ratio-0.751.96
Daily Std Dev104.11%12.29%
Max Drawdown-98.49%-55.34%
Current Drawdown-98.39%-3.66%

Correlation

-0.50.00.51.00.4

The correlation between WW and VTSAX is 0.41, 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.

Performance

WW vs. VTSAX - Performance Comparison

In the year-to-date period, WW achieves a -81.03% return, which is significantly lower than VTSAX's 5.98% return. Over the past 10 years, WW has underperformed VTSAX with an annualized return of -22.26%, while VTSAX has yielded a comparatively higher 11.97% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-80.00%-60.00%-40.00%-20.00%0.00%20.00%NovemberDecember2024FebruaryMarchApril
-80.85%
22.38%
WW
VTSAX

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WW International, Inc.

Vanguard Total Stock Market Index Fund Admiral Shares

Risk-Adjusted Performance

WW vs. VTSAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WW International, Inc. (WW) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.


WW
Sharpe ratio
The chart of Sharpe ratio for WW, currently valued at -0.75, compared to the broader market-2.00-1.000.001.002.003.00-0.75
Sortino ratio
The chart of Sortino ratio for WW, currently valued at -1.27, compared to the broader market-4.00-2.000.002.004.006.00-1.27
Omega ratio
The chart of Omega ratio for WW, currently valued at 0.86, compared to the broader market0.501.001.500.86
Calmar ratio
The chart of Calmar ratio for WW, currently valued at -0.79, compared to the broader market0.001.002.003.004.005.006.00-0.79
Martin ratio
The chart of Martin ratio for WW, currently valued at -1.65, compared to the broader market0.0010.0020.0030.00-1.65
VTSAX
Sharpe ratio
The chart of Sharpe ratio for VTSAX, currently valued at 1.96, compared to the broader market-2.00-1.000.001.002.003.001.96
Sortino ratio
The chart of Sortino ratio for VTSAX, currently valued at 2.83, compared to the broader market-4.00-2.000.002.004.006.002.83
Omega ratio
The chart of Omega ratio for VTSAX, currently valued at 1.34, compared to the broader market0.501.001.501.34
Calmar ratio
The chart of Calmar ratio for VTSAX, currently valued at 1.53, compared to the broader market0.001.002.003.004.005.006.001.53
Martin ratio
The chart of Martin ratio for VTSAX, currently valued at 7.63, compared to the broader market0.0010.0020.0030.007.63

WW vs. VTSAX - Sharpe Ratio Comparison

The current WW Sharpe Ratio is -0.75, which is lower than the VTSAX Sharpe Ratio of 1.96. The chart below compares the 12-month rolling Sharpe Ratio of WW and VTSAX.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.75
1.96
WW
VTSAX

Dividends

WW vs. VTSAX - Dividend Comparison

WW has not paid dividends to shareholders, while VTSAX's dividend yield for the trailing twelve months is around 1.40%.


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%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.40%1.43%1.65%1.20%1.41%1.76%2.03%1.71%1.92%1.98%1.76%1.74%

Drawdowns

WW vs. VTSAX - Drawdown Comparison

The maximum WW drawdown since its inception was -98.49%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for WW and VTSAX. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-98.39%
-3.66%
WW
VTSAX

Volatility

WW vs. VTSAX - Volatility Comparison

WW International, Inc. (WW) has a higher volatility of 27.53% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 3.69%. This indicates that WW's price experiences larger fluctuations and is considered to be riskier than VTSAX 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%NovemberDecember2024FebruaryMarchApril
27.53%
3.69%
WW
VTSAX