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WWD vs. TWCUX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WWD and TWCUX is 0.47, 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.


-0.50.00.51.00.5

Performance

WWD vs. TWCUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Woodward, Inc. (WWD) and American Century Ultra Fund (TWCUX). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-8.72%
4.53%
WWD
TWCUX

Key characteristics

Sharpe Ratio

WWD:

0.82

TWCUX:

1.00

Sortino Ratio

WWD:

1.15

TWCUX:

1.38

Omega Ratio

WWD:

1.19

TWCUX:

1.19

Calmar Ratio

WWD:

1.28

TWCUX:

0.77

Martin Ratio

WWD:

3.12

TWCUX:

5.07

Ulcer Index

WWD:

7.77%

TWCUX:

3.75%

Daily Std Dev

WWD:

29.50%

TWCUX:

18.96%

Max Drawdown

WWD:

-83.18%

TWCUX:

-72.83%

Current Drawdown

WWD:

-10.49%

TWCUX:

-7.21%

Returns By Period

In the year-to-date period, WWD achieves a 23.92% return, which is significantly lower than TWCUX's 25.74% return. Over the past 10 years, WWD has outperformed TWCUX with an annualized return of 13.72%, while TWCUX has yielded a comparatively lower 10.43% annualized return.


WWD

YTD

23.92%

1M

-1.19%

6M

-9.35%

1Y

23.56%

5Y*

7.77%

10Y*

13.72%

TWCUX

YTD

25.74%

1M

-0.74%

6M

3.60%

1Y

25.54%

5Y*

12.60%

10Y*

10.43%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

WWD vs. TWCUX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Woodward, Inc. (WWD) and American Century Ultra Fund (TWCUX). 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 WWD, currently valued at 0.82, compared to the broader market-4.00-2.000.002.000.821.00
The chart of Sortino ratio for WWD, currently valued at 1.15, compared to the broader market-4.00-2.000.002.004.001.151.38
The chart of Omega ratio for WWD, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.19
The chart of Calmar ratio for WWD, currently valued at 1.28, compared to the broader market0.002.004.006.001.280.77
The chart of Martin ratio for WWD, currently valued at 3.12, compared to the broader market0.0010.0020.003.125.07
WWD
TWCUX

The current WWD Sharpe Ratio is 0.82, which is comparable to the TWCUX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of WWD and TWCUX, 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 Ratio1.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.82
1.00
WWD
TWCUX

Dividends

WWD vs. TWCUX - Dividend Comparison

WWD's dividend yield for the trailing twelve months is around 0.60%, while TWCUX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
WWD
Woodward, Inc.
0.60%0.65%0.79%0.59%0.43%0.55%0.77%0.65%0.64%0.81%0.65%0.70%
TWCUX
American Century Ultra Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.17%0.29%0.24%0.34%0.30%

Drawdowns

WWD vs. TWCUX - Drawdown Comparison

The maximum WWD drawdown since its inception was -83.18%, which is greater than TWCUX's maximum drawdown of -72.83%. Use the drawdown chart below to compare losses from any high point for WWD and TWCUX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.49%
-7.21%
WWD
TWCUX

Volatility

WWD vs. TWCUX - Volatility Comparison

Woodward, Inc. (WWD) has a higher volatility of 8.84% compared to American Century Ultra Fund (TWCUX) at 6.22%. This indicates that WWD's price experiences larger fluctuations and is considered to be riskier than TWCUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
8.84%
6.22%
WWD
TWCUX
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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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