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

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.


-0.50.00.51.00.4

Performance

CE vs. WSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Celanese Corporation (CE) and Williams-Sonoma, Inc. (WSM). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%40.00%AugustSeptemberOctoberNovemberDecember2025
-47.15%
39.05%
CE
WSM

Key characteristics

Sharpe Ratio

CE:

-1.21

WSM:

2.00

Sortino Ratio

CE:

-1.64

WSM:

2.88

Omega Ratio

CE:

0.74

WSM:

1.39

Calmar Ratio

CE:

-0.78

WSM:

4.92

Martin Ratio

CE:

-1.62

WSM:

10.86

Ulcer Index

CE:

29.66%

WSM:

9.46%

Daily Std Dev

CE:

39.70%

WSM:

51.46%

Max Drawdown

CE:

-84.87%

WSM:

-89.01%

Current Drawdown

CE:

-57.11%

WSM:

0.00%

Fundamentals

Market Cap

CE:

$7.94B

WSM:

$24.44B

EPS

CE:

$10.14

WSM:

$8.46

PE Ratio

CE:

7.16

WSM:

23.47

PEG Ratio

CE:

4.42

WSM:

2.41

Total Revenue (TTM)

CE:

$7.91B

WSM:

$7.53B

Gross Profit (TTM)

CE:

$1.75B

WSM:

$3.52B

EBITDA (TTM)

CE:

$1.65B

WSM:

$1.57B

Returns By Period

In the year-to-date period, CE achieves a 4.91% return, which is significantly lower than WSM's 9.85% return. Over the past 10 years, CE has underperformed WSM with an annualized return of 4.74%, while WSM has yielded a comparatively higher 21.12% annualized return.


CE

YTD

4.91%

1M

6.87%

6M

-47.15%

1Y

-49.13%

5Y*

-7.18%

10Y*

4.74%

WSM

YTD

9.85%

1M

9.32%

6M

39.05%

1Y

98.98%

5Y*

42.78%

10Y*

21.12%

*Annualized

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Risk-Adjusted Performance

CE vs. WSM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CE
The Risk-Adjusted Performance Rank of CE is 33
Overall Rank
The Sharpe Ratio Rank of CE is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of CE is 44
Sortino Ratio Rank
The Omega Ratio Rank of CE is 33
Omega Ratio Rank
The Calmar Ratio Rank of CE is 55
Calmar Ratio Rank
The Martin Ratio Rank of CE is 33
Martin Ratio Rank

WSM
The Risk-Adjusted Performance Rank of WSM is 9393
Overall Rank
The Sharpe Ratio Rank of WSM is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of WSM is 9191
Sortino Ratio Rank
The Omega Ratio Rank of WSM is 9090
Omega Ratio Rank
The Calmar Ratio Rank of WSM is 9898
Calmar Ratio Rank
The Martin Ratio Rank of WSM is 9292
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.

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.


Sharpe ratio
The chart of Sharpe ratio for CE, currently valued at -1.21, compared to the broader market-2.000.002.004.00-1.212.00
The chart of Sortino ratio for CE, currently valued at -1.64, compared to the broader market-4.00-2.000.002.004.00-1.642.88
The chart of Omega ratio for CE, currently valued at 0.74, compared to the broader market0.501.001.502.000.741.39
The chart of Calmar ratio for CE, currently valued at -0.78, compared to the broader market0.002.004.006.00-0.784.92
The chart of Martin ratio for CE, currently valued at -1.62, compared to the broader market-10.000.0010.0020.0030.00-1.6210.86
CE
WSM

The current CE Sharpe Ratio is -1.21, which is lower than the WSM Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of CE 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-1.21
2.00
CE
WSM

Dividends

CE vs. WSM - Dividend Comparison

CE's dividend yield for the trailing twelve months is around 3.86%, more than WSM's 1.12% yield.


TTM20242023202220212020201920182017201620152014
CE
Celanese Corporation
3.86%4.05%1.80%2.68%1.62%1.91%1.95%2.31%1.62%1.75%1.71%1.55%
WSM
Williams-Sonoma, Inc.
1.12%1.16%1.72%2.65%1.43%1.93%2.55%3.33%2.98%3.02%2.36%1.72%

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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-57.11%
0
CE
WSM

Volatility

CE vs. WSM - Volatility Comparison

The current volatility for Celanese Corporation (CE) is 8.66%, while Williams-Sonoma, Inc. (WSM) has a volatility of 10.92%. This indicates that CE 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.


10.00%15.00%20.00%25.00%30.00%AugustSeptemberOctoberNovemberDecember2025
8.66%
10.92%
CE
WSM

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.


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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