Performance

ESAB-46.80%WMS-10.13%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
ESAB	-0.43%	-41.95%	-46.80%	—	-52.11%	-1.25
WMS	-0.23%	-14.32%	-10.13%	+2.61%	-28.62%	-0.24

Summary

ESAB vs WMS

Over the past year, WMS returned -10.13% against -46.80% for ESAB. WMS had the higher Sharpe ratio over the past year (-0.24 vs -1.25), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -28.62% for WMS and -52.11% for ESAB.

Current Drawdown

ESAB-51.53%WMS-26.90%

Rolling Volatility

ESAB+3.19%WMS+1.56%

METRICS

Correlation Matrix

	ESAB	WMS
ESAB	1.00	0.62
WMS	0.62	1.00

Metrics

Risk Indicators

ESABWMS

Alpha

-74.67%

-21.43%

Beta

1.83x

1.37x

Sharpe

-1.25

-0.24

Sortino

-1.73

-0.36

Omega

0.81

0.96

Calmar

-0.90

-0.35

Martin

-2.01

-0.53

Comparisons

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ESAB vs XLI
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ESAB vs CSL

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WMS vs SPY
WMS vs BLDR
WMS vs SSD
WMS vs AOS
WMS vs SWK

ESAB vs WMS: returns, Sharpe ratio and drawdown

ESAB vs WMS

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