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

Correlation

The correlation between WY and HASI is 0.39, 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.


-0.50.00.51.00.4

Performance

WY vs. HASI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Weyerhaeuser Company (WY) and Hannon Armstrong Sustainable Infrastructure Capital, Inc. (HASI). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
47.63%
330.53%
WY
HASI

Key characteristics

Sharpe Ratio

WY:

-0.76

HASI:

-0.01

Sortino Ratio

WY:

-1.00

HASI:

0.30

Omega Ratio

WY:

0.89

HASI:

1.04

Calmar Ratio

WY:

-0.55

HASI:

-0.01

Martin Ratio

WY:

-1.40

HASI:

-0.06

Ulcer Index

WY:

11.93%

HASI:

9.92%

Daily Std Dev

WY:

22.02%

HASI:

44.48%

Max Drawdown

WY:

-72.53%

HASI:

-76.94%

Current Drawdown

WY:

-28.11%

HASI:

-55.17%

Fundamentals

Market Cap

WY:

$21.35B

HASI:

$3.35B

EPS

WY:

$0.73

HASI:

$1.92

PE Ratio

WY:

40.25

HASI:

14.53

PEG Ratio

WY:

10.55

HASI:

0.91

Total Revenue (TTM)

WY:

$7.19B

HASI:

$82.25B

Gross Profit (TTM)

WY:

$1.73B

HASI:

$64.99B

EBITDA (TTM)

WY:

$1.65B

HASI:

$199.72B

Returns By Period

In the year-to-date period, WY achieves a -18.33% return, which is significantly lower than HASI's -0.21% return. Over the past 10 years, WY has underperformed HASI with an annualized return of 1.17%, while HASI has yielded a comparatively higher 12.18% annualized return.


WY

YTD

-18.33%

1M

-9.58%

6M

-2.50%

1Y

-16.72%

5Y*

1.97%

10Y*

1.17%

HASI

YTD

-0.21%

1M

-4.90%

6M

-10.90%

1Y

2.99%

5Y*

0.43%

10Y*

12.18%

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

WY vs. HASI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Weyerhaeuser Company (WY) and Hannon Armstrong Sustainable Infrastructure Capital, Inc. (HASI). 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 WY, currently valued at -0.76, compared to the broader market-4.00-2.000.002.00-0.760.07
The chart of Sortino ratio for WY, currently valued at -1.00, compared to the broader market-4.00-2.000.002.004.00-1.000.43
The chart of Omega ratio for WY, currently valued at 0.89, compared to the broader market0.501.001.502.000.891.05
The chart of Calmar ratio for WY, currently valued at -0.55, compared to the broader market0.002.004.006.00-0.550.05
The chart of Martin ratio for WY, currently valued at -1.40, compared to the broader market0.0010.0020.00-1.400.30
WY
HASI

The current WY Sharpe Ratio is -0.76, which is lower than the HASI Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of WY and HASI, 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.76
0.07
WY
HASI

Dividends

WY vs. HASI - Dividend Comparison

WY's dividend yield for the trailing twelve months is around 3.41%, less than HASI's 6.21% yield.


TTM20232022202120202019201820172016201520142013
WY
Weyerhaeuser Company
3.41%4.77%7.00%2.87%1.52%4.50%6.04%3.55%4.12%4.00%2.84%2.57%
HASI
Hannon Armstrong Sustainable Infrastructure Capital, Inc.
6.21%5.73%5.18%2.64%2.14%4.16%6.93%6.86%6.48%5.71%6.47%3.01%

Drawdowns

WY vs. HASI - Drawdown Comparison

The maximum WY drawdown since its inception was -72.53%, smaller than the maximum HASI drawdown of -76.94%. Use the drawdown chart below to compare losses from any high point for WY and HASI. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-28.11%
-55.17%
WY
HASI

Volatility

WY vs. HASI - Volatility Comparison

The current volatility for Weyerhaeuser Company (WY) is 8.39%, while Hannon Armstrong Sustainable Infrastructure Capital, Inc. (HASI) has a volatility of 10.22%. This indicates that WY experiences smaller price fluctuations and is considered to be less risky than HASI 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
8.39%
10.22%
WY
HASI

Financials

WY vs. HASI - Financials Comparison

This section allows you to compare key financial metrics between Weyerhaeuser Company and Hannon Armstrong Sustainable Infrastructure Capital, 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