WW vs. X

Last updated Apr 1, 2026

Compare and contrast key facts about WW International, Inc. (WW) and United States Steel Corporation (X).

Performance

WW vs. X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WW International, Inc. (WW) and United States Steel Corporation (X). The values are adjusted to include any dividend payments, if applicable.

WW vs. X - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
X United States Steel Corporation	0.00%	61.75%	-29.80%	95.71%	6.15%	42.45%	47.67%	-36.61%	-47.85%	7.44%

Fundamentals

Total Revenue (TTM) WW : $695.95M X : $15.19B
Gross Profit (TTM) WW : $501.59M X : $1.15B
EBITDA (TTM) WW : $1.18B X : $1.10B

Returns By Period

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%

X

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

WW vs. X — Risk / Return Rank

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

WW

WW Risk / Return Rank: 90
WW Sharpe Ratio Rank: 51
WW Sortino Ratio Rank: 100
WW Omega Ratio Rank: 100
WW Calmar Ratio Rank: 99
WW Martin Ratio Rank: 99

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. X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WW International, Inc. (WW) and United States Steel Corporation (X). 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	X	Difference
Sharpe ratio Return per unit of total volatility	0.25	—	—
Sortino ratio Return per unit of downside risk	170.26	—	—
Omega ratio Gain probability vs. loss probability	26.30	—	—
Calmar ratio Return relative to maximum drawdown	17.10	—	—
Martin ratio Return relative to average drawdown	34.75	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	WW	X	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.25	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.00	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.00	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.00	—	—

Correlation

The correlation between WW and X is 0.24, 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. X - Dividend Comparison

WW has not paid dividends to shareholders, while X's dividend yield for the trailing twelve months is around 0.09%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
X United States Steel Corporation	0.09%	0.18%	0.59%	0.41%	0.80%	0.34%	0.24%	1.75%	1.10%	0.57%	0.61%	2.51%

Drawdowns

Drawdown Indicators

	WW	X	Difference
Max Drawdown Largest peak-to-trough decline	-99.87%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-76.22%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-99.68%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-99.87%	—	—
Current Drawdown Current decline from peak	-86.67%	—	—
Average Drawdown Average peak-to-trough decline	-51.08%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	41.93%	—	—

Volatility

Volatility by Period

	WW	X	Difference
Volatility (1M) Calculated over the trailing 1-month period	22.21%	—	—
Volatility (6M) Calculated over the trailing 6-month period	59.48%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	17,085.04%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7,233.51%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5,077.79%	—	—

Financials