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

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.


-0.50.00.51.00.3

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.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%60.00%SeptemberOctoberNovemberDecember2025February
38.03%
40.87%
MD
WSM

Key characteristics

Sharpe Ratio

MD:

1.57

WSM:

1.49

Sortino Ratio

MD:

2.78

WSM:

2.35

Omega Ratio

MD:

1.32

WSM:

1.31

Calmar Ratio

MD:

0.90

WSM:

3.69

Martin Ratio

MD:

5.88

WSM:

8.12

Ulcer Index

MD:

14.37%

WSM:

9.49%

Daily Std Dev

MD:

53.98%

WSM:

51.86%

Max Drawdown

MD:

-93.99%

WSM:

-89.01%

Current Drawdown

MD:

-86.14%

WSM:

-10.35%

Fundamentals

Market Cap

MD:

$1.34B

WSM:

$24.03B

EPS

MD:

-$1.19

WSM:

$8.45

PEG Ratio

MD:

0.88

WSM:

2.44

Total Revenue (TTM)

MD:

$2.01B

WSM:

$5.25B

Gross Profit (TTM)

MD:

$435.25M

WSM:

$2.47B

EBITDA (TTM)

MD:

-$72.33M

WSM:

$1.05B

Returns By Period

In the year-to-date period, MD achieves a 18.98% return, which is significantly higher than WSM's 5.70% return. Over the past 10 years, MD has underperformed WSM with an annualized return of -14.13%, while WSM has yielded a comparatively higher 19.94% annualized return.


MD

YTD

18.98%

1M

10.95%

6M

38.02%

1Y

81.93%

5Y*

-4.84%

10Y*

-14.13%

WSM

YTD

5.70%

1M

-7.98%

6M

40.87%

1Y

75.68%

5Y*

42.61%

10Y*

19.94%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of MD is 9090
Sortino Ratio Rank
The Omega Ratio Rank of MD is 8686
Omega Ratio Rank
The Calmar Ratio Rank of MD is 7777
Calmar Ratio Rank
The Martin Ratio Rank of MD is 8484
Martin Ratio Rank

WSM
The Risk-Adjusted Performance Rank of WSM is 8989
Overall Rank
The Sharpe Ratio Rank of WSM is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of WSM is 8585
Sortino Ratio Rank
The Omega Ratio Rank of WSM is 8484
Omega Ratio Rank
The Calmar Ratio Rank of WSM is 9696
Calmar Ratio Rank
The Martin Ratio Rank of WSM is 8989
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.


Sharpe ratio
The chart of Sharpe ratio for MD, currently valued at 1.57, compared to the broader market-2.000.002.001.571.49
The chart of Sortino ratio for MD, currently valued at 2.78, compared to the broader market-4.00-2.000.002.004.006.002.782.35
The chart of Omega ratio for MD, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.31
The chart of Calmar ratio for MD, currently valued at 0.90, compared to the broader market0.002.004.006.000.903.69
The chart of Martin ratio for MD, currently valued at 5.88, compared to the broader market-10.000.0010.0020.0030.005.888.12
MD
WSM

The current MD Sharpe Ratio is 1.57, which is comparable to the WSM Sharpe Ratio of 1.49. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
1.57
1.49
MD
WSM

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 1.17%.


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.
1.17%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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-86.14%
-10.35%
MD
WSM

Volatility

MD vs. WSM - Volatility Comparison

MEDNAX, Inc. (MD) has a higher volatility of 24.59% compared to Williams-Sonoma, Inc. (WSM) at 10.58%. 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.


10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
24.59%
10.58%
MD
WSM

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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