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WY vs. JWN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WY and JWN is 0.55, 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

WY vs. JWN - Performance Comparison

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

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Key characteristics

Sharpe Ratio

WY:

-0.45

JWN:

0.70

Sortino Ratio

WY:

-0.50

JWN:

1.04

Omega Ratio

WY:

0.94

JWN:

1.15

Calmar Ratio

WY:

-0.34

JWN:

0.26

Martin Ratio

WY:

-1.06

JWN:

3.24

Ulcer Index

WY:

11.30%

JWN:

5.11%

Daily Std Dev

WY:

26.42%

JWN:

28.54%

Max Drawdown

WY:

-72.55%

JWN:

-86.56%

Current Drawdown

WY:

-29.84%

JWN:

-57.27%

Fundamentals

Market Cap

WY:

$19.38B

JWN:

$4.11B

EPS

WY:

$0.49

JWN:

$1.74

PE Ratio

WY:

54.53

JWN:

14.13

PEG Ratio

WY:

1.78

JWN:

0.31

PS Ratio

WY:

2.73

JWN:

0.27

PB Ratio

WY:

1.99

JWN:

3.60

Total Revenue (TTM)

WY:

$7.09B

JWN:

$11.68B

Gross Profit (TTM)

WY:

$1.42B

JWN:

$4.49B

EBITDA (TTM)

WY:

$1.32B

JWN:

-$718.70M

Returns By Period

In the year-to-date period, WY achieves a -4.42% return, which is significantly lower than JWN's 2.58% return. Over the past 10 years, WY has outperformed JWN with an annualized return of 1.97%, while JWN has yielded a comparatively lower -7.28% annualized return.


WY

YTD

-4.42%

1M

3.53%

6M

-12.47%

1Y

-11.97%

5Y*

10.86%

10Y*

1.97%

JWN

YTD

2.58%

1M

3.02%

6M

9.22%

1Y

19.52%

5Y*

10.96%

10Y*

-7.28%

*Annualized

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Risk-Adjusted Performance

WY vs. JWN — Risk-Adjusted Performance Rank

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

WY
The Risk-Adjusted Performance Rank of WY is 2525
Overall Rank
The Sharpe Ratio Rank of WY is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of WY is 2222
Sortino Ratio Rank
The Omega Ratio Rank of WY is 2323
Omega Ratio Rank
The Calmar Ratio Rank of WY is 2828
Calmar Ratio Rank
The Martin Ratio Rank of WY is 2323
Martin Ratio Rank

JWN
The Risk-Adjusted Performance Rank of JWN is 7171
Overall Rank
The Sharpe Ratio Rank of JWN is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of JWN is 6767
Sortino Ratio Rank
The Omega Ratio Rank of JWN is 6767
Omega Ratio Rank
The Calmar Ratio Rank of JWN is 6363
Calmar Ratio Rank
The Martin Ratio Rank of JWN is 7979
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.

WY vs. JWN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Weyerhaeuser Company (WY) and Nordstrom, Inc. (JWN). 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 WY Sharpe Ratio is -0.45, which is lower than the JWN Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of WY and JWN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

WY vs. JWN - Dividend Comparison

WY's dividend yield for the trailing twelve months is around 3.03%, less than JWN's 3.09% yield.


TTM20242023202220212020201920182017201620152014
WY
Weyerhaeuser Company
3.03%3.34%4.77%7.00%2.87%1.52%4.50%6.04%3.55%4.12%4.00%2.84%
JWN
Nordstrom, Inc.
3.09%3.15%4.12%4.71%0.00%1.19%3.62%3.18%3.12%3.09%12.71%1.66%

Drawdowns

WY vs. JWN - Drawdown Comparison

The maximum WY drawdown since its inception was -72.55%, smaller than the maximum JWN drawdown of -86.56%. Use the drawdown chart below to compare losses from any high point for WY and JWN. For additional features, visit the drawdowns tool.


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Volatility

WY vs. JWN - Volatility Comparison

Weyerhaeuser Company (WY) has a higher volatility of 8.55% compared to Nordstrom, Inc. (JWN) at 1.84%. This indicates that WY's price experiences larger fluctuations and is considered to be riskier than JWN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

WY vs. JWN - Financials Comparison

This section allows you to compare key financial metrics between Weyerhaeuser Company and Nordstrom, 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


2.00B2.50B3.00B3.50B4.00B4.50B20212022202320242025
1.76B
4.32B
(WY) Total Revenue
(JWN) Total Revenue
Values in USD except per share items

WY vs. JWN - Profitability Comparison

The chart below illustrates the profitability comparison between Weyerhaeuser Company and Nordstrom, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%20212022202320242025
19.0%
39.0%
(WY) Gross Margin
(JWN) Gross Margin
WY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Weyerhaeuser Company reported a gross profit of 335.00M and revenue of 1.76B. Therefore, the gross margin over that period was 19.0%.

JWN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Nordstrom, Inc. reported a gross profit of 1.69B and revenue of 4.32B. Therefore, the gross margin over that period was 39.0%.

WY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Weyerhaeuser Company reported an operating income of 179.00M and revenue of 1.76B, resulting in an operating margin of 10.2%.

JWN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Nordstrom, Inc. reported an operating income of 242.00M and revenue of 4.32B, resulting in an operating margin of 5.6%.

WY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Weyerhaeuser Company reported a net income of 83.00M and revenue of 1.76B, resulting in a net margin of 4.7%.

JWN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Nordstrom, Inc. reported a net income of 165.00M and revenue of 4.32B, resulting in a net margin of 3.8%.