AYI vs. WSM
Compare and contrast key facts about Acuity Brands, Inc. (AYI) and Williams-Sonoma, Inc. (WSM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AYI or WSM.
Performance
AYI vs. WSM - Performance Comparison
Returns By Period
In the year-to-date period, AYI achieves a 54.44% return, which is significantly lower than WSM's 76.34% return. Over the past 10 years, AYI has underperformed WSM with an annualized return of 8.72%, while WSM has yielded a comparatively higher 19.75% annualized return.
AYI
54.44%
4.29%
19.94%
74.77%
20.39%
8.72%
WSM
76.34%
25.24%
26.05%
97.75%
42.18%
19.75%
Fundamentals
| AYI | WSM | |
|---|---|---|
| Market Cap | $9.74B | $21.68B |
| EPS | $13.44 | $8.45 |
| PE Ratio | 23.48 | 20.71 |
| PEG Ratio | 1.89 | 2.62 |
| Total Revenue (TTM) | $3.84B | $7.53B |
| Gross Profit (TTM) | $1.76B | $3.52B |
| EBITDA (TTM) | $648.20M | $1.57B |
Key characteristics
| AYI | WSM | |
|---|---|---|
| Sharpe Ratio | 2.60 | 1.88 |
| Sortino Ratio | 3.66 | 2.81 |
| Omega Ratio | 1.47 | 1.38 |
| Calmar Ratio | 2.15 | 4.58 |
| Martin Ratio | 12.38 | 10.16 |
| Ulcer Index | 6.04% | 9.40% |
| Daily Std Dev | 28.77% | 50.83% |
| Max Drawdown | -74.22% | -89.01% |
| Current Drawdown | -5.35% | 0.00% |
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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.
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.
Dividends
AYI vs. WSM - Dividend Comparison
AYI's dividend yield for the trailing twelve months is around 0.19%, less than WSM's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AYI Acuity Brands, Inc. | 0.19% | 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. | 1.23% | 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.
Volatility
AYI vs. WSM - Volatility Comparison
The current volatility for Acuity Brands, Inc. (AYI) is 5.40%, while Williams-Sonoma, Inc. (WSM) has a volatility of 25.85%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities