MD vs. WSM
Compare and contrast key facts about MEDNAX, Inc. (MD) and Williams-Sonoma, Inc. (WSM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MD or WSM.
Key characteristics
| MD | WSM | |
|---|---|---|
| YTD Return | -11.83% | 60.05% |
| 1Y Return | -40.45% | 192.86% |
| 3Y Return (Ann) | -36.21% | 25.84% |
| 5Y Return (Ann) | -21.07% | 46.59% |
| 10Y Return (Ann) | -17.70% | 20.43% |
| Sharpe Ratio | -1.11 | 4.52 |
| Daily Std Dev | 38.26% | 39.97% |
| Max Drawdown | -92.99% | -89.01% |
| Current Drawdown | -92.72% | 0.00% |
Fundamentals
| MD | WSM | |
|---|---|---|
| Market Cap | $691.69M | $20.30B |
| EPS | -$0.12 | $14.56 |
| PE Ratio | 0.00 | 21.70 |
| PEG Ratio | 0.88 | 2.15 |
| Revenue (TTM) | $2.00B | $7.75B |
| Gross Profit (TTM) | $467.03M | $3.68B |
| EBITDA (TTM) | $189.71M | $1.49B |
Correlation
The correlation between MD and WSM is 0.26, 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
In the year-to-date period, MD achieves a -11.83% return, which is significantly lower than WSM's 60.05% return. Over the past 10 years, MD has underperformed WSM with an annualized return of -17.70%, while WSM has yielded a comparatively higher 20.43% 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
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.
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 1.20%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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. | 1.20% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% | 1.72% | 1.97% |
Drawdowns
MD vs. WSM - Drawdown Comparison
The maximum MD drawdown since its inception was -92.99%, roughly equal to the maximum WSM 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.
Volatility
MD vs. WSM - Volatility Comparison
MEDNAX, Inc. (MD) has a higher volatility of 12.08% compared to Williams-Sonoma, Inc. (WSM) at 7.61%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities