PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CNM vs. WSO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CNM and WSO 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.


-0.50.00.51.00.5

Performance

CNM vs. WSO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Core & Main, Inc. (CNM) and Watsco, Inc. (WSO). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%160.00%180.00%JulyAugustSeptemberOctoberNovemberDecember
152.70%
84.39%
CNM
WSO

Key characteristics

Sharpe Ratio

CNM:

0.67

WSO:

0.67

Sortino Ratio

CNM:

1.12

WSO:

1.08

Omega Ratio

CNM:

1.17

WSO:

1.13

Calmar Ratio

CNM:

0.72

WSO:

1.26

Martin Ratio

CNM:

1.54

WSO:

2.95

Ulcer Index

CNM:

18.14%

WSO:

6.34%

Daily Std Dev

CNM:

41.82%

WSO:

27.81%

Max Drawdown

CNM:

-40.00%

WSO:

-79.75%

Current Drawdown

CNM:

-18.52%

WSO:

-14.85%

Fundamentals

Market Cap

CNM:

$10.33B

WSO:

$20.68B

EPS

CNM:

$2.14

WSO:

$12.97

PE Ratio

CNM:

24.29

WSO:

39.20

Total Revenue (TTM)

CNM:

$7.18B

WSO:

$7.47B

Gross Profit (TTM)

CNM:

$1.83B

WSO:

$1.97B

EBITDA (TTM)

CNM:

$890.00M

WSO:

$757.42M

Returns By Period

In the year-to-date period, CNM achieves a 25.07% return, which is significantly higher than WSO's 15.72% return.


CNM

YTD

25.07%

1M

12.94%

6M

-1.96%

1Y

26.32%

5Y*

N/A

10Y*

N/A

WSO

YTD

15.72%

1M

-11.33%

6M

3.70%

1Y

16.53%

5Y*

25.45%

10Y*

19.98%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CNM vs. WSO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Core & Main, Inc. (CNM) and Watsco, Inc. (WSO). 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 CNM, currently valued at 0.67, compared to the broader market-4.00-2.000.002.000.670.67
The chart of Sortino ratio for CNM, currently valued at 1.12, compared to the broader market-4.00-2.000.002.004.001.121.08
The chart of Omega ratio for CNM, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.13
The chart of Calmar ratio for CNM, currently valued at 0.72, compared to the broader market0.002.004.006.000.721.26
The chart of Martin ratio for CNM, currently valued at 1.54, compared to the broader market-5.000.005.0010.0015.0020.0025.001.542.95
CNM
WSO

The current CNM Sharpe Ratio is 0.67, which is comparable to the WSO Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of CNM and WSO, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.67
0.67
CNM
WSO

Dividends

CNM vs. WSO - Dividend Comparison

CNM has not paid dividends to shareholders, while WSO's dividend yield for the trailing twelve months is around 2.18%.


TTM20232022202120202019201820172016201520142013
CNM
Core & Main, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WSO
Watsco, Inc.
2.18%2.29%3.43%2.44%3.06%3.55%4.02%2.71%2.43%2.39%1.87%1.20%

Drawdowns

CNM vs. WSO - Drawdown Comparison

The maximum CNM drawdown since its inception was -40.00%, smaller than the maximum WSO drawdown of -79.75%. Use the drawdown chart below to compare losses from any high point for CNM and WSO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-18.52%
-14.85%
CNM
WSO

Volatility

CNM vs. WSO - Volatility Comparison

Core & Main, Inc. (CNM) has a higher volatility of 16.86% compared to Watsco, Inc. (WSO) at 7.37%. This indicates that CNM's price experiences larger fluctuations and is considered to be riskier than WSO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
16.86%
7.37%
CNM
WSO

Financials

CNM vs. WSO - Financials Comparison

This section allows you to compare key financial metrics between Core & Main, Inc. and Watsco, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab