MD vs. WSM

Last updated Apr 1, 2026

Compare and contrast key facts about MEDNAX, Inc. (MD) and Williams-Sonoma, Inc. (WSM).

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.

MD vs. WSM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MD MEDNAX, Inc.	-0.00%	63.03%	41.08%	-37.42%	-45.39%	10.88%	-11.69%	-15.79%	-38.25%	-19.83%
WSM Williams-Sonoma, Inc.	2.42%	-2.09%	86.56%	80.24%	-30.49%	68.60%	42.38%	50.07%	0.61%	10.20%

Fundamentals

Market Cap MD : $1.81B WSM : $22.06B
EPS MD : $1.93 WSM : $8.84
PE Ratio MD : 11.07 WSM : 20.63
PEG Ratio MD : 1.35 WSM : 4.17
PS Ratio MD : 0.96 WSM : 2.88
PB Ratio MD : 2.09 WSM : 10.59
Total Revenue (TTM) MD : $1.91B WSM : $7.81B
Gross Profit (TTM) MD : $367.72M WSM : $3.60B
EBITDA (TTM) MD : $227.04M WSM : $1.55B

Returns By Period

Over the past 10 years, MD has underperformed WSM with an annualized return of -10.46%, while WSM has yielded a comparatively higher 23.78% annualized return.

MD

• 1D: 2.84%
• 1M: 7.76%
• YTD: -0.00%
• 6M: 27.70%
• 1Y: 47.62%
• 3Y*: 12.78%
• 5Y*: -3.34%
• 10Y*: -10.46%

WSM

• 1D: 3.10%
• 1M: -11.34%
• YTD: 2.42%
• 6M: -6.09%
• 1Y: 17.11%
• 3Y*: 46.82%
• 5Y*: 17.09%
• 10Y*: 23.78%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

MD vs. WSM — Risk / Return Rank

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

MD

MD Risk / Return Rank: 76
MD Sharpe Ratio Rank: 76
MD Sortino Ratio Rank: 76
MD Omega Ratio Rank: 74
MD Calmar Ratio Rank: 79
MD Martin Ratio Rank: 75

WSM

WSM Risk / Return Rank: 57
WSM Sharpe Ratio Rank: 58
WSM Sortino Ratio Rank: 53
WSM Omega Ratio Rank: 53
WSM Calmar Ratio Rank: 61
WSM Martin Ratio Rank: 60

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MD vs. WSM - Risk-Adjusted Trends 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.

	MD	WSM	Difference
Sharpe ratio Return per unit of total volatility	1.04	0.42	+0.62
Sortino ratio Return per unit of downside risk	1.85	0.87	+0.98
Omega ratio Gain probability vs. loss probability	1.24	1.11	+0.13
Calmar ratio Return relative to maximum drawdown	2.16	0.80	+1.36
Martin ratio Return relative to average drawdown	4.62	1.81	+2.80
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MD vs. WSM - Sharpe Ratio Comparison

The current MD Sharpe Ratio is 1.04, which is higher than the WSM Sharpe Ratio of 0.42. 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.

Sharpe Ratios by Period

	MD	WSM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.04	0.42	+0.62
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.08	0.38	-0.46
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.23	0.54	-0.77
Sharpe Ratio (All Time) Calculated using the full available price history	0.09	0.33	-0.24

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.

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 1.45%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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.	1.45%	1.43%	1.16%	1.72%	2.65%	1.43%	1.93%	2.55%	3.33%	2.98%	3.02%	2.36%

Drawdowns

MD vs. WSM - Drawdown Comparison

The maximum MD drawdown since its inception was -92.08%, 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.

Drawdown Indicators

	MD	WSM	Difference
Max Drawdown Largest peak-to-trough decline	-92.08%	-89.01%	-3.07%
Max Drawdown (1Y) Largest decline over 1 year	-23.65%	-20.56%	-3.09%
Max Drawdown (5Y) Largest decline over 5 years	-80.74%	-51.92%	-28.82%
Max Drawdown (10Y) Largest decline over 10 years	-91.13%	-59.71%	-31.42%
Current Drawdown Current decline from peak	-74.97%	-17.37%	-57.60%
Average Drawdown Average peak-to-trough decline	-38.54%	-25.10%	-13.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.06%	9.07%	+1.99%

Volatility

MD vs. WSM - Volatility Comparison

MEDNAX, Inc. (MD) and Williams-Sonoma, Inc. (WSM) have volatilities of 8.29% and 8.53%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MD	WSM	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.29%	8.53%	-0.24%
Volatility (6M) Calculated over the trailing 6-month period	32.97%	23.90%	+9.07%
Volatility (1Y) Calculated over the trailing 1-year period	45.85%	40.81%	+5.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	44.70%	44.73%	-0.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	45.77%	44.20%	+1.57%

Financials

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.

MD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, MEDNAX, Inc. reported a gross profit of 0.00 and revenue of 493.77M. Therefore, the gross margin over that period was 0.0%.

WSM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Williams-Sonoma, Inc. reported a gross profit of 1.10B and revenue of 2.36B. Therefore, the gross margin over that period was 46.9%.

MD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, MEDNAX, Inc. reported an operating income of 48.79M and revenue of 493.77M, resulting in an operating margin of 9.9%.

WSM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Williams-Sonoma, Inc. reported an operating income of 477.81M and revenue of 2.36B, resulting in an operating margin of 20.3%.

MD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, MEDNAX, Inc. reported a net income of 33.68M and revenue of 493.77M, resulting in a net margin of 6.8%.

WSM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Williams-Sonoma, Inc. reported a net income of 368.02M and revenue of 2.36B, resulting in a net margin of 15.6%.