GPS vs. WSM
Compare and contrast key facts about The Gap, Inc. (GPS) and Williams-Sonoma, Inc. (WSM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GPS or WSM.
Key characteristics
| GPS | WSM | |
|---|---|---|
| YTD Return | 6.31% | 30.81% |
| 1Y Return | 64.91% | 77.91% |
| 3Y Return (Ann) | 0.05% | 9.66% |
| 5Y Return (Ann) | 9.89% | 32.46% |
| 10Y Return (Ann) | -2.17% | 16.91% |
| Sharpe Ratio | 1.58 | 1.80 |
| Sortino Ratio | 2.94 | 2.39 |
| Omega Ratio | 1.32 | 1.33 |
| Calmar Ratio | 1.49 | 2.66 |
| Martin Ratio | 5.57 | 8.81 |
| Ulcer Index | 17.08% | 8.96% |
| Daily Std Dev | 60.32% | 43.90% |
| Max Drawdown | -96.84% | -89.01% |
| Current Drawdown | -32.28% | -19.71% |
Fundamentals
| GPS | WSM | |
|---|---|---|
| Market Cap | $9.21B | $16.40B |
| EPS | $1.80 | $8.32 |
| PE Ratio | 13.64 | 15.61 |
| PEG Ratio | 0.65 | 1.94 |
| Total Revenue (TTM) | $11.41B | $5.73B |
| Gross Profit (TTM) | $4.65B | $2.68B |
| EBITDA (TTM) | $1.13B | $1.25B |
Correlation
The correlation between GPS and WSM is 0.36, 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
GPS vs. WSM - Performance Comparison
In the year-to-date period, GPS achieves a 6.31% return, which is significantly lower than WSM's 30.81% return. Over the past 10 years, GPS has underperformed WSM with an annualized return of -2.17%, while WSM has yielded a comparatively higher 16.91% 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
GPS vs. WSM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Gap, Inc. (GPS) 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
GPS vs. WSM - Dividend Comparison
GPS's dividend yield for the trailing twelve months is around 2.77%, more than WSM's 1.66% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GPS The Gap, Inc. | 2.77% | 2.87% | 5.05% | 2.73% | 2.40% | 5.49% | 3.72% | 2.03% | 5.12% | 3.68% | 2.04% | 1.28% |
WSM Williams-Sonoma, Inc. | 1.66% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% | 1.72% | 1.97% |
Drawdowns
GPS vs. WSM - Drawdown Comparison
The maximum GPS drawdown since its inception was -96.84%, which is greater than WSM's maximum drawdown of -89.01%. Use the drawdown chart below to compare losses from any high point for GPS and WSM. For additional features, visit the drawdowns tool.
Volatility
GPS vs. WSM - Volatility Comparison
The current volatility for The Gap, Inc. (GPS) is 0.74%, while Williams-Sonoma, Inc. (WSM) has a volatility of 10.36%. This indicates that GPS 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
GPS vs. WSM - Financials Comparison
This section allows you to compare key financial metrics between The Gap, 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