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WYNN vs. VYM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WYNN and VYM is 0.51, 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.


-0.50.00.51.00.5

Performance

WYNN vs. VYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wynn Resorts, Limited (WYNN) and Vanguard High Dividend Yield ETF (VYM). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
73.34%
342.28%
WYNN
VYM

Key characteristics

Sharpe Ratio

WYNN:

0.05

VYM:

1.80

Sortino Ratio

WYNN:

0.31

VYM:

2.54

Omega Ratio

WYNN:

1.04

VYM:

1.33

Calmar Ratio

WYNN:

0.02

VYM:

3.24

Martin Ratio

WYNN:

0.10

VYM:

10.75

Ulcer Index

WYNN:

15.26%

VYM:

1.80%

Daily Std Dev

WYNN:

31.81%

VYM:

10.78%

Max Drawdown

WYNN:

-90.66%

VYM:

-56.98%

Current Drawdown

WYNN:

-57.46%

VYM:

-4.93%

Returns By Period

In the year-to-date period, WYNN achieves a -1.30% return, which is significantly lower than VYM's 17.16% return. Over the past 10 years, WYNN has underperformed VYM with an annualized return of -3.78%, while VYM has yielded a comparatively higher 9.60% annualized return.


WYNN

YTD

-1.30%

1M

-3.04%

6M

-0.44%

1Y

-0.55%

5Y*

-8.22%

10Y*

-3.78%

VYM

YTD

17.16%

1M

-3.32%

6M

8.47%

1Y

17.88%

5Y*

9.71%

10Y*

9.60%

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Risk-Adjusted Performance

WYNN vs. VYM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wynn Resorts, Limited (WYNN) and Vanguard High Dividend Yield ETF (VYM). 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 WYNN, currently valued at 0.05, compared to the broader market-4.00-2.000.002.000.051.80
The chart of Sortino ratio for WYNN, currently valued at 0.31, compared to the broader market-4.00-2.000.002.004.000.312.54
The chart of Omega ratio for WYNN, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.33
The chart of Calmar ratio for WYNN, currently valued at 0.02, compared to the broader market0.002.004.006.000.023.24
The chart of Martin ratio for WYNN, currently valued at 0.10, compared to the broader market-5.000.005.0010.0015.0020.0025.000.1010.75
WYNN
VYM

The current WYNN Sharpe Ratio is 0.05, which is lower than the VYM Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of WYNN and VYM, 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
0.05
1.80
WYNN
VYM

Dividends

WYNN vs. VYM - Dividend Comparison

WYNN's dividend yield for the trailing twelve months is around 1.12%, less than VYM's 2.75% yield.


TTM20232022202120202019201820172016201520142013
WYNN
Wynn Resorts, Limited
1.12%0.82%0.00%0.00%0.89%2.70%2.78%1.19%2.31%4.34%4.20%3.60%
VYM
Vanguard High Dividend Yield ETF
2.75%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%2.81%

Drawdowns

WYNN vs. VYM - Drawdown Comparison

The maximum WYNN drawdown since its inception was -90.66%, which is greater than VYM's maximum drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for WYNN and VYM. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-57.46%
-4.93%
WYNN
VYM

Volatility

WYNN vs. VYM - Volatility Comparison

Wynn Resorts, Limited (WYNN) has a higher volatility of 9.44% compared to Vanguard High Dividend Yield ETF (VYM) at 3.96%. This indicates that WYNN's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
9.44%
3.96%
WYNN
VYM
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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.

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