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

Correlation

The correlation between MD and WSM is 0.38, 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

MD vs. WSM - Performance Comparison

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

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Key characteristics

Sharpe Ratio

MD:

1.42

WSM:

0.04

Sortino Ratio

MD:

2.18

WSM:

0.62

Omega Ratio

MD:

1.25

WSM:

1.08

Calmar Ratio

MD:

0.64

WSM:

0.22

Martin Ratio

MD:

4.62

WSM:

0.53

Ulcer Index

MD:

13.10%

WSM:

15.14%

Daily Std Dev

MD:

55.53%

WSM:

54.78%

Max Drawdown

MD:

-93.99%

WSM:

-89.01%

Current Drawdown

MD:

-87.10%

WSM:

-26.01%

Fundamentals

Market Cap

MD:

$1.25B

WSM:

$19.80B

EPS

MD:

-$1.00

WSM:

$8.78

PEG Ratio

MD:

0.88

WSM:

2.10

PS Ratio

MD:

0.63

WSM:

2.57

PB Ratio

MD:

1.57

WSM:

9.09

Total Revenue (TTM)

MD:

$1.98B

WSM:

$6.05B

Gross Profit (TTM)

MD:

$453.32M

WSM:

$2.83B

EBITDA (TTM)

MD:

-$57.10M

WSM:

$1.31B

Returns By Period

In the year-to-date period, MD achieves a 10.75% return, which is significantly higher than WSM's -12.76% return. Over the past 10 years, MD has underperformed WSM with an annualized return of -14.54%, while WSM has yielded a comparatively higher 18.41% annualized return.


MD

YTD

10.75%

1M

7.15%

6M

-7.80%

1Y

76.76%

5Y*

0.58%

10Y*

-14.54%

WSM

YTD

-12.76%

1M

8.92%

6M

24.46%

1Y

3.07%

5Y*

39.11%

10Y*

18.41%

*Annualized

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Risk-Adjusted Performance

MD vs. WSM — Risk-Adjusted Performance Rank

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

MD
The Risk-Adjusted Performance Rank of MD is 8585
Overall Rank
The Sharpe Ratio Rank of MD is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of MD is 8888
Sortino Ratio Rank
The Omega Ratio Rank of MD is 8383
Omega Ratio Rank
The Calmar Ratio Rank of MD is 7777
Calmar Ratio Rank
The Martin Ratio Rank of MD is 8686
Martin Ratio Rank

WSM
The Risk-Adjusted Performance Rank of WSM is 5757
Overall Rank
The Sharpe Ratio Rank of WSM is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of WSM is 5656
Sortino Ratio Rank
The Omega Ratio Rank of WSM is 5555
Omega Ratio Rank
The Calmar Ratio Rank of WSM is 6262
Calmar Ratio Rank
The Martin Ratio Rank of WSM is 5959
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.

MD vs. WSM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MEDNAX, Inc. (MD) 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.


The current MD Sharpe Ratio is 1.42, which is higher than the WSM Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of MD 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.


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Dividends

MD vs. WSM - Dividend Comparison

MD has not paid dividends to shareholders, while WSM's dividend yield for the trailing twelve months is around 1.48%.


TTM20242023202220212020201920182017201620152014
MD
MEDNAX, 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%
WSM
Williams-Sonoma, Inc.
1.48%1.16%1.72%2.65%1.43%1.93%2.55%3.33%2.98%3.02%2.36%1.72%

Drawdowns

MD vs. WSM - Drawdown Comparison

The maximum MD drawdown since its inception was -93.99%, which is greater than WSM's maximum drawdown of -89.01%. Use the drawdown chart below to compare losses from any high point for MD and WSM. For additional features, visit the drawdowns tool.


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Volatility

MD vs. WSM - Volatility Comparison

MEDNAX, Inc. (MD) has a higher volatility of 15.19% compared to Williams-Sonoma, Inc. (WSM) at 11.61%. This indicates that MD'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.


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Financials

MD vs. WSM - Financials Comparison

This section allows you to compare key financial metrics between MEDNAX, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


500.00M1.00B1.50B2.00B2.50B20212022202320242025
458.36M
2.46B
(MD) Total Revenue
(WSM) Total Revenue
Values in USD except per share items

MD vs. WSM - Profitability Comparison

The chart below illustrates the profitability comparison between MEDNAX, Inc. and Williams-Sonoma, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

15.0%20.0%25.0%30.0%35.0%40.0%45.0%50.0%20212022202320242025
22.4%
47.3%
(MD) Gross Margin
(WSM) Gross Margin
MD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, MEDNAX, Inc. reported a gross profit of 102.64M and revenue of 458.36M. Therefore, the gross margin over that period was 22.4%.

WSM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Williams-Sonoma, Inc. reported a gross profit of 1.17B and revenue of 2.46B. Therefore, the gross margin over that period was 47.3%.

MD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, MEDNAX, Inc. reported an operating income of 38.71M and revenue of 458.36M, resulting in an operating margin of 8.4%.

WSM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Williams-Sonoma, Inc. reported an operating income of 530.14M and revenue of 2.46B, resulting in an operating margin of 21.5%.

MD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, MEDNAX, Inc. reported a net income of 20.74M and revenue of 458.36M, resulting in a net margin of 4.5%.

WSM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Williams-Sonoma, Inc. reported a net income of 410.72M and revenue of 2.46B, resulting in a net margin of 16.7%.