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

Advanced Drainage Systems, Inc. (WMS)

Equity · Currency in USD · Last updated Nov 22, 2024

Company Info

ISIN

US00790R1041

CUSIP

00790R104

Sector

Industrials

Industry

Building Products & Equipment

IPO Date

Jul 25, 2014

Highlights

Market Cap

$9.95B

EPS (TTM)

$6.29

PE Ratio

20.41

PEG Ratio

1.22

Total Revenue (TTM)

$2.91B

Gross Profit (TTM)

$1.11B

EBITDA (TTM)

$881.15M

Year Range

$117.51 - $183.91

Target Price

$167.13

Short %

2.46%

Short Ratio

5.35

Share Price Chart

Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

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

-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-26.45%
12.92%
WMS (Advanced Drainage Systems, Inc.)
Benchmark (^GSPC)

Returns By Period

Advanced Drainage Systems, Inc. had a return of -8.44% year-to-date (YTD) and 7.90% in the last 12 months. Over the past 10 years, Advanced Drainage Systems, Inc. had an annualized return of 20.01%, outperforming the S&P 500 benchmark which had an annualized return of 11.16%.

WMS

YTD

-8.44%

1M

-15.72%

6M

-26.45%

1Y

7.90%

5Y (annualized)

29.08%

10Y (annualized)

20.01%

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

The table below presents the monthly returns of WMS, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-7.27%25.27%5.51%-8.85%10.61%-7.55%10.38%-11.36%0.26%-4.63%-8.44%
202323.02%-11.89%-5.09%1.79%13.05%17.58%7.22%5.17%-11.18%-6.15%13.50%16.13%72.44%
2022-16.93%3.31%1.79%-13.76%7.00%-17.75%31.68%14.52%-8.35%-6.83%-15.96%-15.72%-39.53%
2021-1.32%33.50%-6.03%8.00%1.67%2.78%4.74%-6.41%-5.24%4.28%9.77%10.04%63.46%
20207.03%0.91%-29.67%37.70%9.59%11.41%-0.81%13.41%12.55%1.59%10.10%19.83%116.70%
20195.15%-0.01%1.38%8.85%6.19%14.33%0.43%-4.40%2.80%14.72%3.33%1.78%67.73%
20183.56%3.71%1.37%-2.70%15.08%-1.29%-2.10%12.43%-1.44%-10.06%-1.59%-11.07%2.75%
201716.99%-8.27%-0.68%5.25%-16.92%5.33%2.24%-5.02%4.11%-3.46%21.56%0.63%17.22%
2016-6.03%-13.86%9.79%8.54%5.15%12.84%-2.41%-13.19%4.02%-20.62%6.58%1.48%-13.41%
20158.22%9.33%10.28%-6.48%3.89%1.00%-5.11%2.26%1.83%8.61%-14.52%-10.37%5.26%
2014-3.78%22.07%10.44%4.25%7.83%-2.25%42.53%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of WMS is 50, suggesting that the investment has average results relative to other stocks in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of WMS is 5050
Combined Rank
The Sharpe Ratio Rank of WMS is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of WMS is 4545
Sortino Ratio Rank
The Omega Ratio Rank of WMS is 4444
Omega Ratio Rank
The Calmar Ratio Rank of WMS is 5757
Calmar Ratio Rank
The Martin Ratio Rank of WMS is 5252
Martin 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.

Sharpe ratio
The chart of Sharpe ratio for WMS, currently valued at 0.25, compared to the broader market-4.00-2.000.002.004.000.252.54
The chart of Sortino ratio for WMS, currently valued at 0.62, compared to the broader market-4.00-2.000.002.004.000.623.40
The chart of Omega ratio for WMS, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.47
The chart of Calmar ratio for WMS, currently valued at 0.33, compared to the broader market0.002.004.006.000.333.66
The chart of Martin ratio for WMS, currently valued at 0.87, compared to the broader market0.0010.0020.0030.000.8716.26
WMS
^GSPC

The current Advanced Drainage Systems, Inc. Sharpe ratio is 0.25. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Advanced Drainage Systems, Inc. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
0.25
2.54
WMS (Advanced Drainage Systems, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History

Advanced Drainage Systems, Inc. provided a 0.47% dividend yield over the last twelve months, with an annual payout of $0.60 per share. The company has been increasing its dividends for 3 consecutive years.

0.00%0.50%1.00%1.50%2.00%2.50%3.00%3.50%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.402014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017201620152014
Dividend$0.60$0.54$0.47$0.42$0.36$1.35$0.31$0.27$0.23$0.19$0.04

Dividend yield

0.47%0.38%0.57%0.31%0.43%3.48%1.28%1.13%1.12%0.79%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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.14$0.00$0.00$0.16$0.00$0.00$0.16$0.00$0.00$0.00$0.46
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$0.54
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$0.47
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$0.42
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$0.36
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$1.35
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$0.31
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$0.27
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$0.23
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$0.19
2014$0.04$0.00$0.04

Dividend Yield & Payout

Dividend Yield
5.0%10.0%15.0%0.5%
Advanced Drainage Systems, Inc. has a dividend yield of 0.47%, 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
200.0%400.0%600.0%800.0%9.5%
Advanced Drainage Systems, Inc. has a payout ratio of 9.51%, 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. Drawdowns are calculated considering price movements and all distributions paid, if any.

-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-28.22%
-0.88%
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 53.58%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.

The current Advanced Drainage Systems, Inc. drawdown is 28.22%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.58%Feb 20, 202023Mar 23, 202092Aug 3, 2020115
-50.12%Aug 17, 2022148Mar 20, 2023224Feb 8, 2024372
-44.28%Jun 19, 2015164Feb 11, 2016640Aug 27, 2018804
-39.94%Dec 9, 2021132Jun 17, 202232Aug 4, 2022164
-29.59%Aug 31, 201879Dec 24, 2018122Jun 20, 2019201

Volatility

Volatility Chart

The current Advanced Drainage Systems, Inc. volatility is 18.07%, 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%20.00%JuneJulyAugustSeptemberOctoberNovember
18.07%
3.96%
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

Valuation

The Valuation section provides an assessment of the market value of Advanced Drainage Systems, Inc. compared to its peers in the Building Products & Equipment industry.

PE Ratio
50.0100.0150.0200.0250.0300.020.4
The chart displays the price to earnings (P/E) ratio for WMS in comparison to other companies of the Building Products & Equipment industry. Currently, WMS has a PE value of 20.4. This PE ratio falls in the average range for the industry.
PEG Ratio
1.02.03.04.05.01.2
The chart displays the price to earnings to growth (PEG) ratio for WMS in comparison to other companies of the Building Products & Equipment industry. Currently, WMS has a PEG value of 1.2. This PEG ratio falls in the average range for the industry.

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Advanced Drainage Systems, Inc..

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Income Statement

TTM
Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

—

R&D Expenses

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Depreciation And Amortization

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Total Operating Expenses

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Income

Income Before Tax

—

Operating Income

—

EBITDA

—

EBIT

—

Earnings From Continuing Operations

—

Net Income

—

Income Tax Expense

—

Other Non-Operating Income (Expenses)

—

Extraordinary Items

—

Discontinued Operations

—

Effect Of Accounting Charges

—

Non Recurring

—

Minority Interest

—

Other Items

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Interest Income

—

Interest Expense

—

Net Interest Income

—
Values in undefined except per share items