WWD vs. TWCUX

In the year-to-date period, WWD achieves a 18.24% return, which is significantly higher than TWCUX's -8.26% return. Both investments have delivered pretty close results over the past 10 years, with WWD having a 15.53% annualized return and TWCUX not far behind at 14.90%.

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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.

The current WWD Sharpe Ratio is 0.29, which is comparable to the TWCUX Sharpe Ratio of 0.26. 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.

WWD's dividend yield for the trailing twelve months is around 0.52%, less than TWCUX's 3.91% yield.

The maximum WWD drawdown since its inception was -83.18%, which is greater than TWCUX's maximum drawdown of -61.31%. Use the drawdown chart below to compare losses from any high point for WWD and TWCUX. For additional features, visit the drawdowns tool.

Woodward, Inc. (WWD) and American Century Ultra Fund (TWCUX) have volatilities of 8.75% and 8.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.