PortfoliosLab logoPortfoliosLab logo
WWW vs. WEYS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

WWW vs. WEYS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wolverine World Wide, Inc. (WWW) and Weyco Group, Inc. (WEYS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, WWW achieves a -5.46% return, which is significantly lower than WEYS's 18.54% return. Over the past 10 years, WWW has underperformed WEYS with an annualized return of 0.79%, while WEYS has yielded a comparatively higher 7.51% annualized return.


WWW

1D
-3.42%
1M
-2.14%
YTD
-5.46%
6M
3.56%
1Y
4.26%
3Y*
9.36%
5Y*
-11.36%
10Y*
0.79%

WEYS

1D
-0.11%
1M
8.86%
YTD
18.54%
6M
20.23%
1Y
23.72%
3Y*
17.09%
5Y*
17.66%
10Y*
7.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WWW vs. WEYS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WWW
Wolverine World Wide, Inc.
-5.46%-16.51%155.30%-15.58%-61.09%-6.69%-5.72%7.18%0.99%46.48%
WEYS
Weyco Group, Inc.
18.54%-10.53%30.36%53.99%-8.27%57.52%-36.88%-5.99%0.80%-1.96%

Correlation

The correlation between WWW and WEYS is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.29

Correlation (10Y)
Calculated over the trailing 10-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Mar 27, 1990

0.24

The correlation between WWW and WEYS shifts across timeframes, from 0.24 (all time) to 0.42 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

WWW:

$1.39B

WEYS:

$339.28M

EPS

WWW:

$1.27

WEYS:

$2.48

PE Ratio

WWW:

13.31

WEYS:

14.39

PS Ratio

WWW:

0.72

WEYS:

1.23

PB Ratio

WWW:

2.55

WEYS:

1.39

Total Revenue (TTM)

WWW:

$1.92B

WEYS:

$276.14M

Gross Profit (TTM)

WWW:

$904.90M

WEYS:

$88.85M

EBITDA (TTM)

WWW:

$186.40M

WEYS:

$32.84M

Compare stocks, funds, or ETFs

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


Return for Risk

WWW vs. WEYS — Risk / Return Rank

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

WWW
WWW Risk / Return Rank: 4141
Overall Rank
WWW Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
WWW Sortino Ratio Rank: 4141
Sortino Ratio Rank
WWW Omega Ratio Rank: 4141
Omega Ratio Rank
WWW Calmar Ratio Rank: 4040
Calmar Ratio Rank
WWW Martin Ratio Rank: 4040
Martin Ratio Rank

WEYS
WEYS Risk / Return Rank: 6161
Overall Rank
WEYS Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
WEYS Sortino Ratio Rank: 5757
Sortino Ratio Rank
WEYS Omega Ratio Rank: 5454
Omega Ratio Rank
WEYS Calmar Ratio Rank: 6767
Calmar Ratio Rank
WEYS Martin Ratio Rank: 6666
Martin Ratio Rank
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.

WWW vs. WEYS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wolverine World Wide, Inc. (WWW) and Weyco Group, Inc. (WEYS). 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.


WWWWEYSDifference

Sharpe ratio

Return per unit of total volatility

0.08

0.63

-0.55

Sortino ratio

Return per unit of downside risk

0.48

1.17

-0.68

Omega ratio

Gain probability vs. loss probability

1.07

1.14

-0.07

Calmar ratio

Return relative to maximum drawdown

0.03

1.46

-1.44

Martin ratio

Return relative to average drawdown

0.04

3.04

-3.00

WWW vs. WEYS - Sharpe Ratio Comparison

The current WWW Sharpe Ratio is 0.08, which is lower than the WEYS Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of WWW and WEYS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


WWWWEYSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

0.63

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

0.49

-0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.02

0.19

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.25

-0.03

Drawdowns

WWW vs. WEYS - Drawdown Comparison

The maximum WWW drawdown since its inception was -82.56%, which is greater than WEYS's maximum drawdown of -57.92%. Use the drawdown chart below to compare losses from any high point for WWW and WEYS.


Loading charts...

Drawdown Indicators


WWWWEYSDifference

Max Drawdown

Largest peak-to-trough decline

-82.56%

-57.92%

-24.64%

Max Drawdown (1Y)

Largest decline over 1 year

-54.62%

-16.99%

-37.63%

Max Drawdown (3Y)

Largest decline over 3 years

-57.98%

-29.01%

-28.97%

Max Drawdown (5Y)

Largest decline over 5 years

-79.74%

-35.46%

-44.28%

Max Drawdown (10Y)

Largest decline over 10 years

-82.56%

-57.92%

-24.64%

Current Drawdown

Current decline from peak

-56.37%

-1.03%

-55.34%

Average Drawdown

Average peak-to-trough decline

-25.31%

-17.54%

-7.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.85%

8.19%

+27.66%

Volatility

WWW vs. WEYS - Volatility Comparison

Wolverine World Wide, Inc. (WWW) has a higher volatility of 13.96% compared to Weyco Group, Inc. (WEYS) at 10.68%. This indicates that WWW's price experiences larger fluctuations and is considered to be riskier than WEYS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


WWWWEYSDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.96%

10.68%

+3.28%

Volatility (6M)

Calculated over the trailing 6-month period

32.82%

24.80%

+8.02%

Volatility (1Y)

Calculated over the trailing 1-year period

52.91%

37.80%

+15.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

57.92%

36.20%

+21.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.51%

39.40%

+11.11%

Dividends

WWW vs. WEYS - Dividend Comparison

WWW's dividend yield for the trailing twelve months is around 2.36%, less than WEYS's 8.66% yield.


PositionTTM20252024202320222021202020192018201720162015
WEYS
Weyco Group, Inc.
8.66%10.04%8.07%3.16%4.54%4.01%6.06%3.59%3.12%2.93%2.65%2.95%
WWW
Wolverine World Wide, Inc.
2.36%2.20%1.35%4.50%3.66%1.39%1.28%1.19%1.00%0.75%1.09%2.81%

Financials

WWW vs. WEYS - Financials Comparison

This section allows you to compare key financial metrics between Wolverine World Wide, Inc. and Weyco Group, Inc.. 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


100.00M200.00M300.00M400.00M500.00M600.00M700.00M20222023202420252026
457.60M
68.01M
(WWW) Total Revenue
(WEYS) Total Revenue
Values in USD except per share items

WWW vs. WEYS - Profitability Comparison

The chart below illustrates the profitability comparison between Wolverine World Wide, Inc. and Weyco Group, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%20222023202420252026
47.6%
0
Portfolio components
WWW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Wolverine World Wide, Inc. reported a gross profit of 217.80M and revenue of 457.60M. Therefore, the gross margin over that period was 47.6%.

WEYS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Weyco Group, Inc. reported a gross profit of 0.00 and revenue of 68.01M. Therefore, the gross margin over that period was 0.0%.

WWW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Wolverine World Wide, Inc. reported an operating income of 33.90M and revenue of 457.60M, resulting in an operating margin of 7.4%.

WEYS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Weyco Group, Inc. reported an operating income of 7.50M and revenue of 68.01M, resulting in an operating margin of 11.0%.

WWW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Wolverine World Wide, Inc. reported a net income of 20.20M and revenue of 457.60M, resulting in a net margin of 4.4%.

WEYS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Weyco Group, Inc. reported a net income of 6.12M and revenue of 68.01M, resulting in a net margin of 9.0%.


Frequently Asked Questions


WWW and WEYS have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WWW has higher volatility (13.96%) compared to WEYS (10.68%). In terms of maximum drawdown, WWW dropped -82.56% vs WEYS's -57.92%.

WEYS currently has the higher Sharpe Ratio (0.63 vs 0.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for WWW and WEYS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer