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WW vs. VTSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WW vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WW International, Inc. (WW) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

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WW vs. VTSAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WW
WW International, Inc.
-52.97%2,200.39%-85.49%126.68%-76.07%-33.89%-36.14%-0.88%-12.94%286.72%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
-6.75%17.12%23.23%26.51%-19.52%25.72%20.98%30.79%-5.18%21.16%

Returns By Period

In the year-to-date period, WW achieves a -52.97% return, which is significantly lower than VTSAX's -6.75% return. Over the past 10 years, WW has underperformed VTSAX with an annualized return of -0.48%, while VTSAX has yielded a comparatively higher 13.27% annualized return.


WW

1D
4.01%
1M
-35.37%
YTD
-52.97%
6M
-49.78%
1Y
2,529.16%
3Y*
49.40%
5Y*
-15.45%
10Y*
-0.48%

VTSAX

1D
-0.46%
1M
-7.71%
YTD
-6.75%
6M
-4.47%
1Y
14.76%
3Y*
16.69%
5Y*
10.11%
10Y*
13.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

WW vs. VTSAX — Risk / Return Rank

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

WW
WW Risk / Return Rank: 9090
Overall Rank
WW Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
WW Sortino Ratio Rank: 100100
Sortino Ratio Rank
WW Omega Ratio Rank: 100100
Omega Ratio Rank
WW Calmar Ratio Rank: 9999
Calmar Ratio Rank
WW Martin Ratio Rank: 9999
Martin Ratio Rank

VTSAX
VTSAX Risk / Return Rank: 4646
Overall Rank
VTSAX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VTSAX Sortino Ratio Rank: 4545
Sortino Ratio Rank
VTSAX Omega Ratio Rank: 4949
Omega Ratio Rank
VTSAX Calmar Ratio Rank: 4141
Calmar Ratio Rank
VTSAX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WW vs. VTSAX - Risk-Adjusted Trends 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.


WWVTSAXDifference

Sharpe ratio

Return per unit of total volatility

0.25

0.84

-0.59

Sortino ratio

Return per unit of downside risk

170.26

1.29

+168.97

Omega ratio

Gain probability vs. loss probability

26.30

1.20

+25.10

Calmar ratio

Return relative to maximum drawdown

17.10

1.05

+16.06

Martin ratio

Return relative to average drawdown

34.75

5.08

+29.67

WW vs. VTSAX - Sharpe Ratio Comparison

The current WW Sharpe Ratio is 0.25, which is lower than the VTSAX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of WW and VTSAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WWVTSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.25

0.84

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

0.59

-0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.00

0.72

-0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

0.43

-0.43

Correlation

The correlation between WW and VTSAX is 0.39, 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.


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 1.20%.


TTM20252024202320222021202020192018201720162015
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%0.00%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.20%1.11%1.26%1.42%1.65%1.20%1.41%1.76%2.03%1.71%1.92%1.98%

Drawdowns

WW vs. VTSAX - Drawdown Comparison

The maximum WW drawdown since its inception was -99.87%, which is greater than VTSAX's maximum drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for WW and VTSAX.


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Drawdown Indicators


WWVTSAXDifference

Max Drawdown

Largest peak-to-trough decline

-99.87%

-55.33%

-44.54%

Max Drawdown (1Y)

Largest decline over 1 year

-76.22%

-12.41%

-63.81%

Max Drawdown (5Y)

Largest decline over 5 years

-99.68%

-25.36%

-74.32%

Max Drawdown (10Y)

Largest decline over 10 years

-99.87%

-34.97%

-64.90%

Current Drawdown

Current decline from peak

-86.67%

-8.92%

-77.75%

Average Drawdown

Average peak-to-trough decline

-51.08%

-9.06%

-42.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.93%

2.56%

+39.37%

Volatility

WW vs. VTSAX - Volatility Comparison

WW International, Inc. (WW) has a higher volatility of 22.21% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.39%. 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.


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Volatility by Period


WWVTSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.21%

4.39%

+17.82%

Volatility (6M)

Calculated over the trailing 6-month period

59.48%

9.33%

+50.15%

Volatility (1Y)

Calculated over the trailing 1-year period

17,085.04%

18.42%

+17,066.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7,233.51%

17.32%

+7,216.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5,077.79%

18.37%

+5,059.42%