PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
WWW vs. WEYS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WWW and WEYS is 0.23, 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.


-0.50.00.51.00.2

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.

-20.00%0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
68.03%
28.30%
WWW
WEYS

Key characteristics

Sharpe Ratio

WWW:

2.73

WEYS:

0.53

Sortino Ratio

WWW:

4.01

WEYS:

1.09

Omega Ratio

WWW:

1.47

WEYS:

1.13

Calmar Ratio

WWW:

2.04

WEYS:

1.11

Martin Ratio

WWW:

21.84

WEYS:

2.48

Ulcer Index

WWW:

7.60%

WEYS:

8.00%

Daily Std Dev

WWW:

60.81%

WEYS:

37.57%

Max Drawdown

WWW:

-82.56%

WEYS:

-57.92%

Current Drawdown

WWW:

-42.73%

WEYS:

-9.39%

Fundamentals

Market Cap

WWW:

$1.85B

WEYS:

$348.53M

EPS

WWW:

-$0.87

WEYS:

$3.02

PEG Ratio

WWW:

1.72

WEYS:

0.00

Total Revenue (TTM)

WWW:

$1.79B

WEYS:

$290.41M

Gross Profit (TTM)

WWW:

$744.40M

WEYS:

$133.56M

EBITDA (TTM)

WWW:

-$63.00M

WEYS:

$41.83M

Returns By Period

In the year-to-date period, WWW achieves a 164.50% return, which is significantly higher than WEYS's 21.59% return. Over the past 10 years, WWW has underperformed WEYS with an annualized return of -0.87%, while WEYS has yielded a comparatively higher 6.24% annualized return.


WWW

YTD

164.50%

1M

2.91%

6M

67.66%

1Y

165.94%

5Y*

-5.49%

10Y*

-0.87%

WEYS

YTD

21.59%

1M

4.46%

6M

28.08%

1Y

19.80%

5Y*

11.37%

10Y*

6.24%

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. WEYS - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for WWW, currently valued at 2.73, compared to the broader market-4.00-2.000.002.002.730.53
The chart of Sortino ratio for WWW, currently valued at 4.01, compared to the broader market-4.00-2.000.002.004.004.011.09
The chart of Omega ratio for WWW, currently valued at 1.47, compared to the broader market0.501.001.502.001.471.13
The chart of Calmar ratio for WWW, currently valued at 2.04, compared to the broader market0.002.004.006.002.041.11
The chart of Martin ratio for WWW, currently valued at 21.84, compared to the broader market-5.000.005.0010.0015.0020.0025.0021.842.48
WWW
WEYS

The current WWW Sharpe Ratio is 2.73, which is higher than the WEYS Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of WWW and WEYS, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
2.73
0.53
WWW
WEYS

Dividends

WWW vs. WEYS - Dividend Comparison

WWW's dividend yield for the trailing twelve months is around 1.74%, less than WEYS's 2.79% yield.


TTM20232022202120202019201820172016201520142013
WWW
Wolverine World Wide, Inc.
1.74%4.50%3.66%1.39%1.28%1.19%1.00%0.75%1.09%1.44%0.81%0.71%
WEYS
Weyco Group, Inc.
2.79%3.16%4.54%4.01%6.06%3.59%3.12%2.93%2.65%2.95%2.53%1.83%

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. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-42.73%
-9.39%
WWW
WEYS

Volatility

WWW vs. WEYS - Volatility Comparison

Wolverine World Wide, Inc. (WWW) has a higher volatility of 11.93% compared to Weyco Group, Inc. (WEYS) at 10.28%. 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.


10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
11.93%
10.28%
WWW
WEYS

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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab