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WW vs. X
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


WWX
YTD Return-89.26%-24.86%
1Y Return-86.46%6.39%
3Y Return (Ann)-64.86%13.08%
5Y Return (Ann)-51.94%23.49%
10Y Return (Ann)-28.80%0.90%
Sharpe Ratio-0.660.14
Sortino Ratio-1.420.55
Omega Ratio0.851.09
Calmar Ratio-0.870.08
Martin Ratio-1.150.32
Ulcer Index75.31%19.31%
Daily Std Dev130.11%45.91%
Max Drawdown-99.33%-97.15%
Current Drawdown-99.09%-78.21%

Fundamentals


WWX
Market Cap$81.46M$9.01B
EPS-$5.81$1.58
PEG Ratio4.921.68
Total Revenue (TTM)$805.82M$16.30B
Gross Profit (TTM)$533.02M$1.32B
EBITDA (TTM)$43.67M$1.24B

Correlation

-0.50.00.51.00.3

The correlation between WW and X is 0.25, 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.

Performance

WW vs. X - Performance Comparison

In the year-to-date period, WW achieves a -89.26% return, which is significantly lower than X's -24.86% return. Over the past 10 years, WW has underperformed X with an annualized return of -28.80%, while X has yielded a comparatively higher 0.90% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-60.00%-40.00%-20.00%0.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-50.00%
-2.36%
WW
X

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Risk-Adjusted Performance

WW vs. X - Risk-Adjusted Performance 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
Sharpe ratio
The chart of Sharpe ratio for WW, currently valued at -0.66, compared to the broader market-4.00-2.000.002.004.00-0.66
Sortino ratio
The chart of Sortino ratio for WW, currently valued at -1.42, compared to the broader market-4.00-2.000.002.004.006.00-1.42
Omega ratio
The chart of Omega ratio for WW, currently valued at 0.85, compared to the broader market0.501.001.502.000.85
Calmar ratio
The chart of Calmar ratio for WW, currently valued at -0.87, compared to the broader market0.002.004.006.00-0.87
Martin ratio
The chart of Martin ratio for WW, currently valued at -1.15, compared to the broader market0.0010.0020.0030.00-1.15
X
Sharpe ratio
The chart of Sharpe ratio for X, currently valued at 0.14, compared to the broader market-4.00-2.000.002.004.000.14
Sortino ratio
The chart of Sortino ratio for X, currently valued at 0.55, compared to the broader market-4.00-2.000.002.004.006.000.55
Omega ratio
The chart of Omega ratio for X, currently valued at 1.09, compared to the broader market0.501.001.502.001.09
Calmar ratio
The chart of Calmar ratio for X, currently valued at 0.08, compared to the broader market0.002.004.006.000.08
Martin ratio
The chart of Martin ratio for X, currently valued at 0.32, compared to the broader market0.0010.0020.0030.000.32

WW vs. X - Sharpe Ratio Comparison

The current WW Sharpe Ratio is -0.66, which is lower than the X Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of WW and X, 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-1.00-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
-0.66
0.14
WW
X

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 0.55%.


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%
X
United States Steel Corporation
0.55%0.41%0.80%0.34%0.24%1.75%1.10%0.57%0.61%2.51%0.75%0.68%

Drawdowns

WW vs. X - Drawdown Comparison

The maximum WW drawdown since its inception was -99.33%, roughly equal to the maximum X drawdown of -97.15%. Use the drawdown chart below to compare losses from any high point for WW and X. For additional features, visit the drawdowns tool.


-100.00%-95.00%-90.00%-85.00%-80.00%-75.00%JuneJulyAugustSeptemberOctoberNovember
-99.09%
-78.21%
WW
X

Volatility

WW vs. X - Volatility Comparison

WW International, Inc. (WW) has a higher volatility of 33.38% compared to United States Steel Corporation (X) at 12.55%. This indicates that WW's price experiences larger fluctuations and is considered to be riskier than X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%JuneJulyAugustSeptemberOctoberNovember
33.38%
12.55%
WW
X

Financials

WW vs. X - Financials Comparison

This section allows you to compare key financial metrics between WW International, Inc. and United States Steel Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items