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X vs. WW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


XWW
YTD Return-16.87%-89.54%
1Y Return17.74%-86.92%
3Y Return (Ann)16.01%-64.87%
5Y Return (Ann)25.39%-51.88%
10Y Return (Ann)1.89%-29.03%
Sharpe Ratio0.42-0.67
Sortino Ratio0.94-1.53
Omega Ratio1.150.84
Calmar Ratio0.23-0.88
Martin Ratio0.99-1.17
Ulcer Index19.14%74.67%
Daily Std Dev45.50%129.69%
Max Drawdown-97.15%-99.33%
Current Drawdown-75.89%-99.11%

Fundamentals


XWW
Market Cap$9.29B$73.11M
EPS$1.58-$5.81
PEG Ratio1.684.92
Total Revenue (TTM)$16.30B$805.82M
Gross Profit (TTM)$1.32B$533.02M
EBITDA (TTM)$1.24B$43.67M

Correlation

-0.50.00.51.00.3

The correlation between X and WW is 0.25, 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.

Performance

X vs. WW - Performance Comparison

In the year-to-date period, X achieves a -16.87% return, which is significantly higher than WW's -89.54% return. Over the past 10 years, X has outperformed WW with an annualized return of 1.89%, while WW has yielded a comparatively lower -29.03% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-60.00%-40.00%-20.00%0.00%20.00%JuneJulyAugustSeptemberOctoberNovember
6.26%
-55.61%
X
WW

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Risk-Adjusted Performance

X vs. WW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Steel Corporation (X) and WW International, Inc. (WW). 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.


X
Sharpe ratio
The chart of Sharpe ratio for X, currently valued at 0.42, compared to the broader market-4.00-2.000.002.004.000.42
Sortino ratio
The chart of Sortino ratio for X, currently valued at 0.94, compared to the broader market-4.00-2.000.002.004.006.000.94
Omega ratio
The chart of Omega ratio for X, currently valued at 1.15, compared to the broader market0.501.001.502.001.15
Calmar ratio
The chart of Calmar ratio for X, currently valued at 0.23, compared to the broader market0.002.004.006.000.23
Martin ratio
The chart of Martin ratio for X, currently valued at 0.99, compared to the broader market0.0010.0020.0030.000.99
WW
Sharpe ratio
The chart of Sharpe ratio for WW, currently valued at -0.67, compared to the broader market-4.00-2.000.002.004.00-0.67
Sortino ratio
The chart of Sortino ratio for WW, currently valued at -1.53, compared to the broader market-4.00-2.000.002.004.006.00-1.53
Omega ratio
The chart of Omega ratio for WW, currently valued at 0.84, compared to the broader market0.501.001.502.000.84
Calmar ratio
The chart of Calmar ratio for WW, currently valued at -0.88, compared to the broader market0.002.004.006.00-0.88
Martin ratio
The chart of Martin ratio for WW, currently valued at -1.17, compared to the broader market0.0010.0020.0030.00-1.17

X vs. WW - Sharpe Ratio Comparison

The current X Sharpe Ratio is 0.42, which is higher than the WW Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of X and WW, 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-1.00-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.42
-0.67
X
WW

Dividends

X vs. WW - Dividend Comparison

X's dividend yield for the trailing twelve months is around 0.50%, while WW has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
X
United States Steel Corporation
0.50%0.41%0.80%0.34%0.24%1.75%1.10%0.57%0.61%2.51%0.75%0.68%
WW
WW International, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.59%

Drawdowns

X vs. WW - Drawdown Comparison

The maximum X drawdown since its inception was -97.15%, roughly equal to the maximum WW drawdown of -99.33%. Use the drawdown chart below to compare losses from any high point for X and WW. For additional features, visit the drawdowns tool.


-100.00%-95.00%-90.00%-85.00%-80.00%-75.00%JuneJulyAugustSeptemberOctoberNovember
-75.89%
-99.11%
X
WW

Volatility

X vs. WW - Volatility Comparison

The current volatility for United States Steel Corporation (X) is 10.66%, while WW International, Inc. (WW) has a volatility of 29.19%. This indicates that X experiences smaller price fluctuations and is considered to be less risky than WW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%JuneJulyAugustSeptemberOctoberNovember
10.66%
29.19%
X
WW

Financials

X vs. WW - Financials Comparison

This section allows you to compare key financial metrics between United States Steel Corporation and WW International, 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