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AVY vs. WSO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AVY and WSO is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

AVY vs. WSO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avery Dennison Corporation (AVY) and Watsco, Inc. (WSO). The values are adjusted to include any dividend payments, if applicable.

0.00%20,000.00%40,000.00%60,000.00%80,000.00%100,000.00%120,000.00%NovemberDecember2025FebruaryMarchApril
6,132.43%
92,939.58%
AVY
WSO

Key characteristics

Sharpe Ratio

AVY:

-0.82

WSO:

0.39

Sortino Ratio

AVY:

-1.05

WSO:

0.77

Omega Ratio

AVY:

0.88

WSO:

1.10

Calmar Ratio

AVY:

-0.60

WSO:

0.62

Martin Ratio

AVY:

-1.35

WSO:

1.36

Ulcer Index

AVY:

13.18%

WSO:

9.37%

Daily Std Dev

AVY:

21.79%

WSO:

31.76%

Max Drawdown

AVY:

-73.03%

WSO:

-64.38%

Current Drawdown

AVY:

-24.62%

WSO:

-18.90%

Fundamentals

Market Cap

AVY:

$13.71B

WSO:

$18.65B

EPS

AVY:

$8.68

WSO:

$12.95

PE Ratio

AVY:

20.00

WSO:

34.99

PEG Ratio

AVY:

1.94

WSO:

3.22

PS Ratio

AVY:

1.57

WSO:

2.46

PB Ratio

AVY:

6.19

WSO:

6.77

Total Revenue (TTM)

AVY:

$6.60B

WSO:

$7.58B

Gross Profit (TTM)

AVY:

$1.90B

WSO:

$2.03B

EBITDA (TTM)

AVY:

$1.07B

WSO:

$771.52M

Returns By Period

In the year-to-date period, AVY achieves a -8.31% return, which is significantly lower than WSO's -2.66% return. Over the past 10 years, AVY has underperformed WSO with an annualized return of 14.80%, while WSO has yielded a comparatively higher 17.49% annualized return.


AVY

YTD

-8.31%

1M

-4.04%

6M

-16.82%

1Y

-20.02%

5Y*

11.32%

10Y*

14.80%

WSO

YTD

-2.66%

1M

-10.61%

6M

-3.07%

1Y

5.03%

5Y*

26.84%

10Y*

17.49%

*Annualized

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Risk-Adjusted Performance

AVY vs. WSO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AVY
The Risk-Adjusted Performance Rank of AVY is 1313
Overall Rank
The Sharpe Ratio Rank of AVY is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of AVY is 1212
Sortino Ratio Rank
The Omega Ratio Rank of AVY is 1414
Omega Ratio Rank
The Calmar Ratio Rank of AVY is 1414
Calmar Ratio Rank
The Martin Ratio Rank of AVY is 1313
Martin Ratio Rank

WSO
The Risk-Adjusted Performance Rank of WSO is 6666
Overall Rank
The Sharpe Ratio Rank of WSO is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of WSO is 6060
Sortino Ratio Rank
The Omega Ratio Rank of WSO is 5959
Omega Ratio Rank
The Calmar Ratio Rank of WSO is 7777
Calmar Ratio Rank
The Martin Ratio Rank of WSO is 6868
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.

AVY vs. WSO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avery Dennison Corporation (AVY) and Watsco, Inc. (WSO). 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.


The chart of Sharpe ratio for AVY, currently valued at -0.82, compared to the broader market-2.00-1.000.001.002.003.00
AVY: -0.82
WSO: 0.39
The chart of Sortino ratio for AVY, currently valued at -1.05, compared to the broader market-6.00-4.00-2.000.002.004.00
AVY: -1.05
WSO: 0.77
The chart of Omega ratio for AVY, currently valued at 0.88, compared to the broader market0.501.001.502.00
AVY: 0.88
WSO: 1.10
The chart of Calmar ratio for AVY, currently valued at -0.60, compared to the broader market0.001.002.003.004.005.00
AVY: -0.60
WSO: 0.62
The chart of Martin ratio for AVY, currently valued at -1.35, compared to the broader market-5.000.005.0010.0015.0020.00
AVY: -1.35
WSO: 1.36

The current AVY Sharpe Ratio is -0.82, which is lower than the WSO Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of AVY and WSO, 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-1.50-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.82
0.39
AVY
WSO

Dividends

AVY vs. WSO - Dividend Comparison

AVY's dividend yield for the trailing twelve months is around 2.06%, less than WSO's 2.43% yield.


TTM20242023202220212020201920182017201620152014
AVY
Avery Dennison Corporation
2.06%1.84%1.57%1.62%1.23%1.52%1.73%2.24%1.53%2.28%2.33%2.58%
WSO
Watsco, Inc.
2.43%2.23%2.29%3.43%2.44%3.06%3.55%4.02%2.71%2.43%2.39%1.87%

Drawdowns

AVY vs. WSO - Drawdown Comparison

The maximum AVY drawdown since its inception was -73.03%, which is greater than WSO's maximum drawdown of -64.38%. Use the drawdown chart below to compare losses from any high point for AVY and WSO. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-24.62%
-18.90%
AVY
WSO

Volatility

AVY vs. WSO - Volatility Comparison

The current volatility for Avery Dennison Corporation (AVY) is 11.01%, while Watsco, Inc. (WSO) has a volatility of 16.99%. This indicates that AVY experiences smaller price fluctuations and is considered to be less risky than WSO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
11.01%
16.99%
AVY
WSO

Financials

AVY vs. WSO - Financials Comparison

This section allows you to compare key financial metrics between Avery Dennison Corporation and Watsco, 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