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

Correlation

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.


-0.50.00.51.00.4

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.

0.00%200.00%400.00%600.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
-94.79%
756.15%
WW
VTSAX

Key characteristics

Sharpe Ratio

WW:

-0.62

VTSAX:

2.09

Sortino Ratio

WW:

-1.18

VTSAX:

2.78

Omega Ratio

WW:

0.88

VTSAX:

1.39

Calmar Ratio

WW:

-0.85

VTSAX:

3.13

Martin Ratio

WW:

-1.06

VTSAX:

13.34

Ulcer Index

WW:

80.10%

VTSAX:

2.01%

Daily Std Dev

WW:

135.71%

VTSAX:

12.85%

Max Drawdown

WW:

-99.33%

VTSAX:

-55.34%

Current Drawdown

WW:

-98.70%

VTSAX:

-3.10%

Returns By Period

In the year-to-date period, WW achieves a -84.69% return, which is significantly lower than VTSAX's 24.80% return. Over the past 10 years, WW has underperformed VTSAX with an annualized return of -26.05%, while VTSAX has yielded a comparatively higher 12.51% annualized return.


WW

YTD

-84.69%

1M

32.67%

6M

5.51%

1Y

-85.76%

5Y*

-49.92%

10Y*

-26.05%

VTSAX

YTD

24.80%

1M

-0.64%

6M

9.96%

1Y

25.16%

5Y*

14.07%

10Y*

12.51%

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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.


Sharpe ratio
The chart of Sharpe ratio for WW, currently valued at -0.62, compared to the broader market-4.00-2.000.002.00-0.622.09
The chart of Sortino ratio for WW, currently valued at -1.18, compared to the broader market-4.00-2.000.002.004.00-1.182.78
The chart of Omega ratio for WW, currently valued at 0.88, compared to the broader market0.501.001.502.000.881.39
The chart of Calmar ratio for WW, currently valued at -0.85, compared to the broader market0.002.004.006.00-0.853.13
The chart of Martin ratio for WW, currently valued at -1.06, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.0613.34
WW
VTSAX

The current WW Sharpe Ratio is -0.62, which is lower than the VTSAX Sharpe Ratio of 2.09. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.62
2.09
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 0.93%.


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
0.93%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

WW vs. VTSAX - Drawdown Comparison

The maximum WW drawdown since its inception was -99.33%, 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%JulyAugustSeptemberOctoberNovemberDecember
-98.70%
-3.10%
WW
VTSAX

Volatility

WW vs. VTSAX - Volatility Comparison

WW International, Inc. (WW) has a higher volatility of 41.59% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.06%. 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%60.00%JulyAugustSeptemberOctoberNovemberDecember
41.59%
4.06%
WW
VTSAX
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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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