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

Correlation

The correlation between AYI and WSM 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.


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.

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Key characteristics

Sharpe Ratio

AYI:

0.11

WSM:

0.23

Sortino Ratio

AYI:

0.43

WSM:

0.71

Omega Ratio

AYI:

1.05

WSM:

1.09

Calmar Ratio

AYI:

0.13

WSM:

0.31

Martin Ratio

AYI:

0.33

WSM:

0.74

Ulcer Index

AYI:

12.84%

WSM:

15.40%

Daily Std Dev

AYI:

33.63%

WSM:

55.27%

Max Drawdown

AYI:

-74.22%

WSM:

-89.01%

Current Drawdown

AYI:

-18.86%

WSM:

-19.77%

Fundamentals

Market Cap

AYI:

$8.44B

WSM:

$21.47B

EPS

AYI:

$13.18

WSM:

$8.79

PE Ratio

AYI:

20.72

WSM:

19.78

PEG Ratio

AYI:

1.27

WSM:

2.29

PS Ratio

AYI:

2.13

WSM:

2.78

PB Ratio

AYI:

3.33

WSM:

9.90

Total Revenue (TTM)

AYI:

$3.96B

WSM:

$6.05B

Gross Profit (TTM)

AYI:

$1.85B

WSM:

$2.83B

EBITDA (TTM)

AYI:

$620.90M

WSM:

$1.31B

Returns By Period

In the year-to-date period, AYI achieves a -6.38% return, which is significantly lower than WSM's -5.40% return. Over the past 10 years, AYI has underperformed WSM with an annualized return of 4.46%, while WSM has yielded a comparatively higher 19.05% annualized return.


AYI

YTD

-6.38%

1M

19.26%

6M

-16.08%

1Y

5.48%

5Y*

26.79%

10Y*

4.46%

WSM

YTD

-5.40%

1M

24.88%

6M

34.08%

1Y

14.09%

5Y*

40.58%

10Y*

19.05%

*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 5353
Overall Rank
The Sharpe Ratio Rank of AYI is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of AYI is 4949
Sortino Ratio Rank
The Omega Ratio Rank of AYI is 4848
Omega Ratio Rank
The Calmar Ratio Rank of AYI is 5757
Calmar Ratio Rank
The Martin Ratio Rank of AYI is 5555
Martin Ratio Rank

WSM
The Risk-Adjusted Performance Rank of WSM is 6060
Overall Rank
The Sharpe Ratio Rank of WSM is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of WSM is 5757
Sortino Ratio Rank
The Omega Ratio Rank of WSM is 5656
Omega Ratio Rank
The Calmar Ratio Rank of WSM is 6565
Calmar Ratio Rank
The Martin Ratio Rank of WSM is 6060
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.


The current AYI Sharpe Ratio is 0.11, which is lower than the WSM Sharpe Ratio of 0.23. 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.


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Dividends

AYI vs. WSM - Dividend Comparison

AYI's dividend yield for the trailing twelve months is around 0.23%, less than WSM's 1.36% yield.


TTM20242023202220212020201920182017201620152014
AYI
Acuity Brands, Inc.
0.23%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.
1.36%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.


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Volatility

AYI vs. WSM - Volatility Comparison

The current volatility for Acuity Brands, Inc. (AYI) is 8.06%, while Williams-Sonoma, Inc. (WSM) has a volatility of 10.46%. This indicates that AYI experiences smaller price fluctuations and is considered to be less risky than WSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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


1.00B1.50B2.00B2.50B20212022202320242025
1.01B
2.46B
(AYI) Total Revenue
(WSM) Total Revenue
Values in USD except per share items

AYI vs. WSM - Profitability Comparison

The chart below illustrates the profitability comparison between Acuity Brands, Inc. and Williams-Sonoma, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

35.0%40.0%45.0%50.0%20212022202320242025
46.5%
47.3%
(AYI) Gross Margin
(WSM) Gross Margin
AYI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Acuity Brands, Inc. reported a gross profit of 468.00M and revenue of 1.01B. Therefore, the gross margin over that period was 46.5%.

WSM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Williams-Sonoma, Inc. reported a gross profit of 1.17B and revenue of 2.46B. Therefore, the gross margin over that period was 47.3%.

AYI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Acuity Brands, Inc. reported an operating income of 110.20M and revenue of 1.01B, resulting in an operating margin of 11.0%.

WSM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Williams-Sonoma, Inc. reported an operating income of 530.14M and revenue of 2.46B, resulting in an operating margin of 21.5%.

AYI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Acuity Brands, Inc. reported a net income of 77.50M and revenue of 1.01B, resulting in a net margin of 7.7%.

WSM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Williams-Sonoma, Inc. reported a net income of 410.72M and revenue of 2.46B, resulting in a net margin of 16.7%.