CE vs. WSM
Compare and contrast key facts about Celanese Corporation (CE) and Williams-Sonoma, Inc. (WSM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CE or WSM.
Key characteristics
| CE | WSM | |
|---|---|---|
| YTD Return | -51.46% | 31.80% |
| 1Y Return | -40.75% | 64.78% |
| 3Y Return (Ann) | -22.19% | 9.65% |
| 5Y Return (Ann) | -8.12% | 32.01% |
| 10Y Return (Ann) | 4.32% | 17.02% |
| Sharpe Ratio | -1.04 | 1.57 |
| Sortino Ratio | -1.26 | 2.17 |
| Omega Ratio | 0.79 | 1.30 |
| Calmar Ratio | -0.71 | 2.90 |
| Martin Ratio | -2.26 | 7.40 |
| Ulcer Index | 17.74% | 9.21% |
| Daily Std Dev | 38.66% | 43.41% |
| Max Drawdown | -84.87% | -89.01% |
| Current Drawdown | -56.32% | -19.10% |
Fundamentals
| CE | WSM | |
|---|---|---|
| Market Cap | $8.27B | $16.31B |
| EPS | $17.67 | $8.32 |
| PE Ratio | 4.28 | 15.52 |
| PEG Ratio | 4.42 | 1.94 |
| Total Revenue (TTM) | $10.48B | $5.73B |
| Gross Profit (TTM) | $2.36B | $2.68B |
| EBITDA (TTM) | $1.47B | $1.25B |
Correlation
The correlation between CE and WSM is 0.39, 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.
Performance
CE vs. WSM - Performance Comparison
In the year-to-date period, CE achieves a -51.46% return, which is significantly lower than WSM's 31.80% return. Over the past 10 years, CE has underperformed WSM with an annualized return of 4.32%, while WSM has yielded a comparatively higher 17.02% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CE vs. WSM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Celanese Corporation (CE) 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
CE vs. WSM - Dividend Comparison
CE's dividend yield for the trailing twelve months is around 3.79%, more than WSM's 1.65% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CE Celanese Corporation | 3.79% | 1.80% | 2.68% | 1.62% | 1.91% | 1.95% | 2.31% | 1.62% | 1.75% | 1.71% | 1.55% | 0.95% |
WSM Williams-Sonoma, Inc. | 1.65% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% | 1.72% | 1.97% |
Drawdowns
CE vs. WSM - Drawdown Comparison
The maximum CE drawdown since its inception was -84.87%, roughly equal to the maximum WSM drawdown of -89.01%. Use the drawdown chart below to compare losses from any high point for CE and WSM. For additional features, visit the drawdowns tool.
Volatility
CE vs. WSM - Volatility Comparison
Celanese Corporation (CE) has a higher volatility of 30.81% compared to Williams-Sonoma, Inc. (WSM) at 9.86%. This indicates that CE'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.
Financials
CE vs. WSM - Financials Comparison
This section allows you to compare key financial metrics between Celanese Corporation 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