DCI vs. WMB
DCI (Donaldson Company, Inc.) and WMB (The Williams Companies, Inc.) are both stocks. DCI operates in Specialty Industrial Machinery (Industrials), while WMB operates in Oil & Gas Midstream (Energy). Over the past 10 years, DCI returned 11.09%/yr vs 19.28%/yr for WMB. At a 0.28 correlation, their price movements are largely independent.
Performance
DCI vs. WMB - Performance Comparison
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Returns By Period
In the year-to-date period, DCI achieves a -2.28% return, which is significantly lower than WMB's 21.67% return. Over the past 10 years, DCI has underperformed WMB with an annualized return of 11.09%, while WMB has yielded a comparatively higher 19.28% annualized return.
DCI
- 1D
- 1.18%
- 1M
- 5.44%
- YTD
- -2.28%
- 6M
- -6.11%
- 1Y
- 27.67%
- 3Y*
- 13.77%
- 5Y*
- 8.47%
- 10Y*
- 11.09%
WMB
- 1D
- 1.39%
- 1M
- -6.57%
- YTD
- 21.67%
- 6M
- 22.42%
- 1Y
- 24.40%
- 3Y*
- 38.58%
- 5Y*
- 26.67%
- 10Y*
- 19.28%
DCI vs. WMB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DCI Donaldson Company, Inc. | -2.28% | 33.71% | 4.62% | 12.80% | 0.96% | 7.56% | -1.41% | 34.98% | -9.95% | 18.17% |
WMB The Williams Companies, Inc. | 21.67% | 14.91% | 62.35% | 11.86% | 32.83% | 38.36% | -8.20% | 14.18% | -23.88% | 2.02% |
Correlation
The correlation between DCI and WMB is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 1987 | 0.28 |
Over the past year, the correlation between DCI and WMB has dropped to 0.04 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.
Fundamentals
DCI:
$10.20B
WMB:
$88.15B
DCI:
$3.72
WMB:
$2.28
DCI:
23.23
WMB:
31.55
DCI:
2.69
WMB:
1.64
DCI:
2.68
WMB:
7.39
DCI:
6.02
WMB:
6.80
DCI:
$3.81B
WMB:
$11.92B
DCI:
$1.30B
WMB:
$7.49B
DCI:
$664.30M
WMB:
$6.88B
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Return for Risk
DCI vs. WMB — Risk / Return Rank
DCI
WMB
DCI vs. WMB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Donaldson Company, Inc. (DCI) and The Williams Companies, Inc. (WMB). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DCI | WMB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.20 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.00 | 2.02 | -1.02 |
| Martin ratioReturn relative to average drawdown | 2.17 | 4.27 | -2.10 |
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Drawdowns
DCI vs. WMB - Drawdown Comparison
The maximum DCI drawdown since its inception was -56.90%, smaller than the maximum WMB drawdown of -98.03%. Use the drawdown chart below to compare losses from any high point for DCI and WMB.
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Drawdown Indicators
| DCI | WMB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.90% | -98.03% | +41.13% |
Max Drawdown (1Y)Largest decline over 1 year | -26.05% | -12.36% | -13.69% |
Max Drawdown (3Y)Largest decline over 3 years | -26.05% | -12.36% | -13.69% |
Max Drawdown (5Y)Largest decline over 5 years | -32.20% | -23.01% | -9.19% |
Max Drawdown (10Y)Largest decline over 10 years | -42.72% | -68.08% | +25.36% |
Current DrawdownCurrent decline from peak | -21.65% | -8.55% | -13.10% |
Average DrawdownAverage peak-to-trough decline | -11.09% | -27.07% | +15.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.98% | 5.82% | +6.16% |
Volatility
DCI vs. WMB - Volatility Comparison
Donaldson Company, Inc. (DCI) has a higher volatility of 8.17% compared to The Williams Companies, Inc. (WMB) at 7.36%. This indicates that DCI's price experiences larger fluctuations and is considered to be riskier than WMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DCI | WMB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.17% | 7.36% | +0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 20.95% | 15.58% | +5.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.36% | 23.00% | +3.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.53% | 23.62% | -0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.90% | 30.95% | -5.05% |
Dividends
DCI vs. WMB - Dividend Comparison
DCI's dividend yield for the trailing twelve months is around 1.39%, less than WMB's 3.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DCI Donaldson Company, Inc. | 1.39% | 1.32% | 1.57% | 1.50% | 1.55% | 1.47% | 1.50% | 1.42% | 1.73% | 1.45% | 1.65% | 2.36% |
WMB The Williams Companies, Inc. | 2.84% | 3.33% | 3.51% | 5.14% | 5.17% | 6.30% | 7.98% | 6.41% | 6.17% | 3.94% | 5.39% | 9.53% |
Financials
DCI vs. WMB - Financials Comparison
This section allows you to compare key financial metrics between Donaldson Company, Inc. and The Williams Companies, 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
DCI vs. WMB - Profitability Comparison
DCI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Donaldson Company, Inc. reported a gross profit of 333.40M and revenue of 995.10M. Therefore, the gross margin over that period was 33.5%.
WMB - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Williams Companies, Inc. reported a gross profit of 2.49B and revenue of 3.03B. Therefore, the gross margin over that period was 82.1%.
DCI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Donaldson Company, Inc. reported an operating income of 155.30M and revenue of 995.10M, resulting in an operating margin of 15.6%.
WMB - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Williams Companies, Inc. reported an operating income of 1.32B and revenue of 3.03B, resulting in an operating margin of 43.6%.
DCI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Donaldson Company, Inc. reported a net income of 118.10M and revenue of 995.10M, resulting in a net margin of 11.9%.
WMB - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Williams Companies, Inc. reported a net income of 865.00M and revenue of 3.03B, resulting in a net margin of 28.6%.
Frequently Asked Questions
DCI and WMB have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DCI has higher volatility (8.17%) compared to WMB (7.36%). In terms of maximum drawdown, DCI dropped -56.90% vs WMB's -98.03%.
WMB currently has the higher Sharpe Ratio (1.08 vs 0.99), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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