PortfoliosLab logo
WWW vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WWW and SPY is 0.45, 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.


Performance

WWW vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wolverine World Wide, Inc. (WWW) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

WWW:

0.25

SPY:

0.50

Sortino Ratio

WWW:

1.30

SPY:

0.88

Omega Ratio

WWW:

1.19

SPY:

1.13

Calmar Ratio

WWW:

0.50

SPY:

0.56

Martin Ratio

WWW:

1.67

SPY:

2.17

Ulcer Index

WWW:

22.28%

SPY:

4.85%

Daily Std Dev

WWW:

68.83%

SPY:

20.02%

Max Drawdown

WWW:

-82.56%

SPY:

-55.19%

Current Drawdown

WWW:

-61.48%

SPY:

-7.65%

Returns By Period

In the year-to-date period, WWW achieves a -30.31% return, which is significantly lower than SPY's -3.42% return. Over the past 10 years, WWW has underperformed SPY with an annualized return of -4.86%, while SPY has yielded a comparatively higher 12.35% annualized return.


WWW

YTD

-30.31%

1M

37.25%

6M

-29.58%

1Y

16.20%

5Y*

-1.61%

10Y*

-4.86%

SPY

YTD

-3.42%

1M

7.58%

6M

-5.06%

1Y

9.73%

5Y*

15.77%

10Y*

12.35%

*Annualized

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

WWW vs. SPY — Risk-Adjusted Performance Rank

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

WWW
The Risk-Adjusted Performance Rank of WWW is 7171
Overall Rank
The Sharpe Ratio Rank of WWW is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of WWW is 7474
Sortino Ratio Rank
The Omega Ratio Rank of WWW is 7575
Omega Ratio Rank
The Calmar Ratio Rank of WWW is 7373
Calmar Ratio Rank
The Martin Ratio Rank of WWW is 7171
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6363
Overall Rank
The Sharpe Ratio Rank of SPY is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6767
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WWW vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wolverine World Wide, Inc. (WWW) and SPDR S&P 500 ETF (SPY). 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 WWW Sharpe Ratio is 0.25, which is lower than the SPY Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of WWW and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

WWW vs. SPY - Dividend Comparison

WWW's dividend yield for the trailing twelve months is around 2.62%, more than SPY's 1.27% yield.


TTM20242023202220212020201920182017201620152014
WWW
Wolverine World Wide, Inc.
2.62%1.35%4.50%3.66%1.39%1.28%1.19%1.00%0.75%1.09%1.44%0.81%
SPY
SPDR S&P 500 ETF
1.27%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

WWW vs. SPY - Drawdown Comparison

The maximum WWW drawdown since its inception was -82.56%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for WWW and SPY. For additional features, visit the drawdowns tool.


Loading data...

Volatility

WWW vs. SPY - Volatility Comparison

Wolverine World Wide, Inc. (WWW) has a higher volatility of 20.59% compared to SPDR S&P 500 ETF (SPY) at 7.48%. This indicates that WWW's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...