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AYI vs. WSM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AYI and WSM is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

AYI vs. WSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Acuity Brands, Inc. (AYI) and Williams-Sonoma, Inc. (WSM). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%60.00%SeptemberOctoberNovemberDecember2025February
40.09%
49.92%
AYI
WSM

Key characteristics

Sharpe Ratio

AYI:

1.27

WSM:

1.84

Sortino Ratio

AYI:

1.90

WSM:

2.73

Omega Ratio

AYI:

1.24

WSM:

1.36

Calmar Ratio

AYI:

1.95

WSM:

4.51

Martin Ratio

AYI:

5.30

WSM:

9.95

Ulcer Index

AYI:

6.60%

WSM:

9.45%

Daily Std Dev

AYI:

27.55%

WSM:

51.31%

Max Drawdown

AYI:

-74.22%

WSM:

-89.01%

Current Drawdown

AYI:

-3.91%

WSM:

-5.12%

Fundamentals

Market Cap

AYI:

$10.03B

WSM:

$25.97B

EPS

AYI:

$13.57

WSM:

$8.46

PE Ratio

AYI:

23.87

WSM:

24.94

PEG Ratio

AYI:

1.63

WSM:

2.62

Total Revenue (TTM)

AYI:

$3.86B

WSM:

$5.25B

Gross Profit (TTM)

AYI:

$1.78B

WSM:

$2.47B

EBITDA (TTM)

AYI:

$650.70M

WSM:

$1.05B

Returns By Period

In the year-to-date period, AYI achieves a 10.88% return, which is significantly lower than WSM's 11.78% return. Over the past 10 years, AYI has underperformed WSM with an annualized return of 7.44%, while WSM has yielded a comparatively higher 20.48% annualized return.


AYI

YTD

10.88%

1M

5.73%

6M

40.09%

1Y

37.97%

5Y*

23.10%

10Y*

7.44%

WSM

YTD

11.78%

1M

5.09%

6M

45.70%

1Y

84.74%

5Y*

44.18%

10Y*

20.48%

*Annualized

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Risk-Adjusted Performance

AYI vs. WSM — Risk-Adjusted Performance Rank

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

AYI
The Risk-Adjusted Performance Rank of AYI is 8181
Overall Rank
The Sharpe Ratio Rank of AYI is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of AYI is 7777
Sortino Ratio Rank
The Omega Ratio Rank of AYI is 7575
Omega Ratio Rank
The Calmar Ratio Rank of AYI is 9090
Calmar Ratio Rank
The Martin Ratio Rank of AYI is 8181
Martin Ratio Rank

WSM
The Risk-Adjusted Performance Rank of WSM is 9191
Overall Rank
The Sharpe Ratio Rank of WSM is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of WSM is 8989
Sortino Ratio Rank
The Omega Ratio Rank of WSM is 8888
Omega Ratio Rank
The Calmar Ratio Rank of WSM is 9797
Calmar Ratio Rank
The Martin Ratio Rank of WSM is 9191
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.

AYI vs. WSM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Acuity Brands, Inc. (AYI) and Williams-Sonoma, Inc. (WSM). 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.


Sharpe ratio
The chart of Sharpe ratio for AYI, currently valued at 1.27, compared to the broader market-2.000.002.004.001.271.77
The chart of Sortino ratio for AYI, currently valued at 1.90, compared to the broader market-6.00-4.00-2.000.002.004.001.902.66
The chart of Omega ratio for AYI, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.36
The chart of Calmar ratio for AYI, currently valued at 1.95, compared to the broader market0.002.004.006.001.954.33
The chart of Martin ratio for AYI, currently valued at 5.30, compared to the broader market0.0010.0020.0030.005.309.56
AYI
WSM

The current AYI Sharpe Ratio is 1.27, which is lower than the WSM Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of AYI and WSM, 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 Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.27
1.77
AYI
WSM

Dividends

AYI vs. WSM - Dividend Comparison

AYI's dividend yield for the trailing twelve months is around 0.19%, less than WSM's 1.10% yield.


TTM20242023202220212020201920182017201620152014
AYI
Acuity Brands, Inc.
0.19%0.21%0.25%0.31%0.25%0.43%0.38%0.45%0.30%0.23%0.22%0.37%
WSM
Williams-Sonoma, Inc.
1.10%1.16%1.72%2.65%1.43%1.93%2.55%3.33%2.98%3.02%2.36%1.72%

Drawdowns

AYI vs. WSM - Drawdown Comparison

The maximum AYI drawdown since its inception was -74.22%, smaller than the maximum WSM drawdown of -89.01%. Use the drawdown chart below to compare losses from any high point for AYI and WSM. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.91%
-5.12%
AYI
WSM

Volatility

AYI vs. WSM - Volatility Comparison

Acuity Brands, Inc. (AYI) has a higher volatility of 8.79% compared to Williams-Sonoma, Inc. (WSM) at 8.01%. This indicates that AYI's price experiences larger fluctuations and is considered to be riskier than WSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
8.79%
8.01%
AYI
WSM

Financials

AYI vs. WSM - Financials Comparison

This section allows you to compare key financial metrics between Acuity Brands, Inc. and Williams-Sonoma, 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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