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

Correlation

The correlation between AYI and WSM is 0.53, 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

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%NovemberDecember2025FebruaryMarchApril
2,629.21%
2,343.59%
AYI
WSM

Key characteristics

Sharpe Ratio

AYI:

-0.14

WSM:

0.14

Sortino Ratio

AYI:

0.03

WSM:

0.61

Omega Ratio

AYI:

1.00

WSM:

1.08

Calmar Ratio

AYI:

-0.14

WSM:

0.21

Martin Ratio

AYI:

-0.40

WSM:

0.55

Ulcer Index

AYI:

11.43%

WSM:

14.11%

Daily Std Dev

AYI:

33.04%

WSM:

54.89%

Max Drawdown

AYI:

-74.22%

WSM:

-89.01%

Current Drawdown

AYI:

-27.87%

WSM:

-30.22%

Fundamentals

Market Cap

AYI:

$7.52B

WSM:

$18.70B

EPS

AYI:

$13.19

WSM:

$8.78

PE Ratio

AYI:

18.41

WSM:

17.22

PEG Ratio

AYI:

1.34

WSM:

2.02

PS Ratio

AYI:

1.90

WSM:

2.42

PB Ratio

AYI:

2.98

WSM:

8.72

Total Revenue (TTM)

AYI:

$3.96B

WSM:

$7.71B

Gross Profit (TTM)

AYI:

$1.85B

WSM:

$3.64B

EBITDA (TTM)

AYI:

$620.90M

WSM:

$1.69B

Returns By Period

In the year-to-date period, AYI achieves a -16.77% return, which is significantly higher than WSM's -17.73% return. Over the past 10 years, AYI has underperformed WSM with an annualized return of 4.17%, while WSM has yielded a comparatively higher 18.09% annualized return.


AYI

YTD

-16.77%

1M

-7.23%

6M

-19.78%

1Y

-3.47%

5Y*

23.72%

10Y*

4.17%

WSM

YTD

-17.73%

1M

-4.44%

6M

13.06%

1Y

8.84%

5Y*

40.16%

10Y*

18.09%

*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 4242
Overall Rank
The Sharpe Ratio Rank of AYI is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of AYI is 3838
Sortino Ratio Rank
The Omega Ratio Rank of AYI is 3838
Omega Ratio Rank
The Calmar Ratio Rank of AYI is 4444
Calmar Ratio Rank
The Martin Ratio Rank of AYI is 4444
Martin Ratio Rank

WSM
The Risk-Adjusted Performance Rank of WSM is 5858
Overall Rank
The Sharpe Ratio Rank of WSM is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of WSM is 5656
Sortino Ratio Rank
The Omega Ratio Rank of WSM is 5555
Omega Ratio Rank
The Calmar Ratio Rank of WSM is 6363
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 chart of Sharpe ratio for AYI, currently valued at -0.14, compared to the broader market-2.00-1.000.001.002.003.00
AYI: -0.14
WSM: 0.14
The chart of Sortino ratio for AYI, currently valued at 0.03, compared to the broader market-6.00-4.00-2.000.002.004.00
AYI: 0.03
WSM: 0.61
The chart of Omega ratio for AYI, currently valued at 1.00, compared to the broader market0.501.001.502.00
AYI: 1.00
WSM: 1.08
The chart of Calmar ratio for AYI, currently valued at -0.14, compared to the broader market0.001.002.003.004.005.00
AYI: -0.14
WSM: 0.21
The chart of Martin ratio for AYI, currently valued at -0.40, compared to the broader market-5.000.005.0010.0015.0020.00
AYI: -0.40
WSM: 0.55

The current AYI Sharpe Ratio is -0.14, which is lower than the WSM Sharpe Ratio of 0.14. 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.14
0.14
AYI
WSM

Dividends

AYI vs. WSM - Dividend Comparison

AYI's dividend yield for the trailing twelve months is around 0.26%, less than WSM's 1.57% yield.


TTM20242023202220212020201920182017201620152014
AYI
Acuity Brands, Inc.
0.26%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.
1.57%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.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-27.87%
-30.22%
AYI
WSM

Volatility

AYI vs. WSM - Volatility Comparison

The current volatility for Acuity Brands, Inc. (AYI) is 16.89%, while Williams-Sonoma, Inc. (WSM) has a volatility of 25.36%. 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%NovemberDecember2025FebruaryMarchApril
16.89%
25.36%
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