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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.

2,000.00%2,500.00%3,000.00%3,500.00%JulyAugustSeptemberOctoberNovemberDecember
3,297.69%
2,846.00%
AYI
WSM

Key characteristics

Sharpe Ratio

AYI:

1.73

WSM:

1.66

Sortino Ratio

AYI:

2.62

WSM:

2.55

Omega Ratio

AYI:

1.33

WSM:

1.34

Calmar Ratio

AYI:

1.91

WSM:

4.09

Martin Ratio

AYI:

8.01

WSM:

9.05

Ulcer Index

AYI:

6.20%

WSM:

9.43%

Daily Std Dev

AYI:

28.64%

WSM:

51.31%

Max Drawdown

AYI:

-74.22%

WSM:

-89.01%

Current Drawdown

AYI:

-9.22%

WSM:

-7.33%

Fundamentals

Market Cap

AYI:

$9.69B

WSM:

$24.40B

EPS

AYI:

$13.45

WSM:

$8.46

PE Ratio

AYI:

23.26

WSM:

23.43

PEG Ratio

AYI:

1.82

WSM:

2.48

Total Revenue (TTM)

AYI:

$2.91B

WSM:

$7.53B

Gross Profit (TTM)

AYI:

$1.33B

WSM:

$3.52B

EBITDA (TTM)

AYI:

$488.20M

WSM:

$1.57B

Returns By Period

In the year-to-date period, AYI achieves a 48.12% return, which is significantly lower than WSM's 85.05% return. Over the past 10 years, AYI has underperformed WSM with an annualized return of 8.43%, while WSM has yielded a comparatively higher 20.12% annualized return.


AYI

YTD

48.12%

1M

-4.09%

6M

26.94%

1Y

50.61%

5Y*

17.70%

10Y*

8.43%

WSM

YTD

85.05%

1M

6.49%

6M

22.05%

1Y

83.42%

5Y*

41.01%

10Y*

20.12%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

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 1.73, compared to the broader market-4.00-2.000.002.001.731.66
The chart of Sortino ratio for AYI, currently valued at 2.62, compared to the broader market-4.00-2.000.002.004.002.622.55
The chart of Omega ratio for AYI, currently valued at 1.33, compared to the broader market0.501.001.502.001.331.34
The chart of Calmar ratio for AYI, currently valued at 1.91, compared to the broader market0.002.004.006.001.914.09
The chart of Martin ratio for AYI, currently valued at 8.01, compared to the broader market-5.000.005.0010.0015.0020.0025.008.019.05
AYI
WSM

The current AYI Sharpe Ratio is 1.73, which is comparable to the WSM Sharpe Ratio of 1.66. 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 Ratio1.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
1.73
1.66
AYI
WSM

Dividends

AYI vs. WSM - Dividend Comparison

AYI's dividend yield for the trailing twelve months is around 0.20%, less than WSM's 1.17% yield.


TTM20232022202120202019201820172016201520142013
AYI
Acuity Brands, Inc.
0.20%0.25%0.31%0.25%0.43%0.38%0.45%0.30%0.23%0.22%0.37%0.48%
WSM
Williams-Sonoma, Inc.
1.17%1.72%2.65%1.43%1.93%2.55%3.33%2.98%3.02%2.36%1.72%1.97%

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%JulyAugustSeptemberOctoberNovemberDecember
-9.22%
-7.33%
AYI
WSM

Volatility

AYI vs. WSM - Volatility Comparison

The current volatility for Acuity Brands, Inc. (AYI) is 6.50%, while Williams-Sonoma, Inc. (WSM) has a volatility of 11.84%. 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.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
6.50%
11.84%
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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