Performance

SNDK+1253.02%WDC+244.20%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
SNDK	-1.72%	+474.71%	+1253.02%	+788.75%	-56.49%	2.85
WDC	+1.01%	+111.66%	+244.20%	+48.45%	-47.29%	1.90

Summary

SNDK vs WDC

Over the past year, SNDK returned +1253.02% against +244.20% for WDC. Over five years, SNDK averaged +788.75% a year, compared with +48.45% for WDC. SNDK had the higher Sharpe ratio over the past year (2.85 vs 1.90), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -47.29% for WDC and -56.49% for SNDK.

Current Drawdown

SNDK-32.26%WDC-46.76%

Rolling Volatility

SNDK+4.07%WDC+3.84%

METRICS

Correlation Matrix

	SNDK	WDC
SNDK	1.00	0.72
WDC	0.72	1.00

Metrics

Risk Indicators

SNDKWDC

Alpha

268.13%

111.94%

Beta

3.97x

2.94x

Sharpe

2.85

1.90

Sortino

4.92

2.95

Omega

1.61

1.36

Calmar

22.18

5.16

Martin

15.84

7.57

Comparisons

More SNDK comparisons

SNDK vs MU
SNDK vs XLK
SNDK vs SPY
SNDK vs STX
SNDK vs LRCX

More WDC comparisons

WDC vs MU
WDC vs STX
WDC vs XLK
WDC vs SPY
WDC vs LRCX

SNDK vs WDC: returns, Sharpe ratio and drawdown

SNDK vs WDC

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