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Advanced Drainage Systems, Inc. (WMS)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS00790R1041
CUSIP00790R104
SectorIndustrials
IndustryBuilding Products & Equipment

Highlights

Market Cap$12.07B
EPS$6.30
PE Ratio24.69
PEG Ratio1.37
Revenue (TTM)$2.84B
Gross Profit (TTM)$819.57M
EBITDA (TTM)$851.19M
Year Range$80.05 - $176.31
Target Price$178.00
Short %2.04%
Short Ratio2.30

Share Price Chart


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Advanced Drainage Systems, Inc.

Popular comparisons: WMS vs. AWK, WMS vs. RSG, WMS vs. PHO, WMS vs. WAT, WMS vs. WTRG, WMS vs. WCC, WMS vs. WM, WMS vs. VOO, WMS vs. SPY, WMS vs. QQQ

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Advanced Drainage Systems, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%20.00%40.00%60.00%NovemberDecember2024FebruaryMarchApril
54.19%
22.59%
WMS (Advanced Drainage Systems, Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Advanced Drainage Systems, Inc. had a return of 14.09% year-to-date (YTD) and 96.61% in the last 12 months. Over the past 10 years, Advanced Drainage Systems, Inc. had an annualized return of 22.23%, outperforming the S&P 500 benchmark which had an annualized return of 10.55%.


PeriodReturnBenchmark
Year-To-Date14.09%6.33%
1 month-4.92%-2.81%
6 months53.03%21.13%
1 year96.61%24.56%
5 years (annualized)43.89%11.55%
10 years (annualized)22.23%10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-7.27%25.27%5.51%
2023-11.18%-6.15%13.50%16.13%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of WMS is 93, placing it in the top 7% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of WMS is 9393
Advanced Drainage Systems, Inc.(WMS)
The Sharpe Ratio Rank of WMS is 9595Sharpe Ratio Rank
The Sortino Ratio Rank of WMS is 9595Sortino Ratio Rank
The Omega Ratio Rank of WMS is 9292Omega Ratio Rank
The Calmar Ratio Rank of WMS is 9191Calmar Ratio Rank
The Martin Ratio Rank of WMS is 9393Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Advanced Drainage Systems, Inc. (WMS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


WMS
Sharpe ratio
The chart of Sharpe ratio for WMS, currently valued at 2.45, compared to the broader market-2.00-1.000.001.002.003.002.45
Sortino ratio
The chart of Sortino ratio for WMS, currently valued at 3.61, compared to the broader market-4.00-2.000.002.004.006.003.61
Omega ratio
The chart of Omega ratio for WMS, currently valued at 1.42, compared to the broader market0.501.001.501.42
Calmar ratio
The chart of Calmar ratio for WMS, currently valued at 1.83, compared to the broader market0.001.002.003.004.005.006.001.83
Martin ratio
The chart of Martin ratio for WMS, currently valued at 10.68, compared to the broader market0.0010.0020.0030.0010.68
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.91, compared to the broader market-2.00-1.000.001.002.003.001.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.77, compared to the broader market-4.00-2.000.002.004.006.002.77
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.46, compared to the broader market0.001.002.003.004.005.006.001.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0010.0020.0030.007.61

Sharpe Ratio

The current Advanced Drainage Systems, Inc. Sharpe ratio is 2.45. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
2.45
1.91
WMS (Advanced Drainage Systems, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History

Advanced Drainage Systems, Inc. granted a 0.35% dividend yield in the last twelve months. The annual payout for that period amounted to $0.56 per share.


PeriodTTM2023202220212020201920182017201620152014
Dividend$0.56$0.54$0.47$0.42$0.36$1.35$0.30$0.26$0.22$0.18$0.04

Dividend yield

0.35%0.38%0.57%0.31%0.43%3.47%1.24%1.09%1.08%0.76%0.17%

Monthly Dividends

The table displays the monthly dividend distributions for Advanced Drainage Systems, Inc.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.14$0.00
2023$0.00$0.12$0.00$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.14$0.00
2022$0.00$0.11$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.12$0.00
2021$0.00$0.09$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.11$0.00
2020$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.09$0.00
2019$0.00$0.08$0.00$0.00$1.09$0.00$0.00$0.09$0.00$0.00$0.09$0.00
2018$0.00$0.07$0.00$0.00$0.00$0.08$0.00$0.08$0.00$0.00$0.08$0.00
2017$0.00$0.06$0.00$0.00$0.00$0.07$0.00$0.07$0.00$0.00$0.07$0.00
2016$0.00$0.05$0.00$0.00$0.00$0.06$0.00$0.06$0.00$0.00$0.06$0.00
2015$0.00$0.04$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.05$0.00
2014$0.04$0.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%0.4%
Advanced Drainage Systems, Inc. has a dividend yield of 0.35%, which signifies it pays a smaller percentage of its stock price in dividends to its shareholders compared to other companies in the market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%8.9%
Advanced Drainage Systems, Inc. has a payout ratio of 8.90%, which is below the market average. This means Advanced Drainage Systems, Inc. returns a smaller proportion of its earnings to shareholders as dividends, suggesting it retains a higher portion for reinvestment, growth, or debt payment.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-7.16%
-3.48%
WMS (Advanced Drainage Systems, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Advanced Drainage Systems, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Advanced Drainage Systems, Inc. was 93.77%, occurring on Jun 16, 1998. Recovery took 2164 trading sessions.

The current Advanced Drainage Systems, Inc. drawdown is 7.16%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-93.77%Jan 21, 19921619Jun 16, 19982164Jan 24, 20073783
-93.16%Nov 5, 1981781Dec 5, 19841787Jan 2, 19922568
-71.56%May 4, 2010636Nov 8, 20121524Feb 13, 20202160
-63.81%Jun 5, 2007442Mar 5, 2009118Aug 21, 2009560
-53.58%Feb 20, 202023Mar 23, 202092Aug 3, 2020115

Volatility

Volatility Chart

The current Advanced Drainage Systems, Inc. volatility is 6.59%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2024FebruaryMarchApril
6.59%
3.59%
WMS (Advanced Drainage Systems, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Advanced Drainage Systems, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items