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

Correlation

The correlation between MUSA and WSM is 0.30, 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

MUSA vs. WSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Murphy USA Inc. (MUSA) 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%JulyAugustSeptemberOctoberNovemberDecember
9.83%
20.27%
MUSA
WSM

Key characteristics

Sharpe Ratio

MUSA:

1.86

WSM:

1.61

Sortino Ratio

MUSA:

2.74

WSM:

2.50

Omega Ratio

MUSA:

1.33

WSM:

1.34

Calmar Ratio

MUSA:

3.83

WSM:

3.96

Martin Ratio

MUSA:

10.49

WSM:

8.76

Ulcer Index

MUSA:

4.36%

WSM:

9.43%

Daily Std Dev

MUSA:

24.65%

WSM:

51.27%

Max Drawdown

MUSA:

-33.72%

WSM:

-89.01%

Current Drawdown

MUSA:

-5.36%

WSM:

-8.68%

Fundamentals

Market Cap

MUSA:

$10.93B

WSM:

$24.40B

EPS

MUSA:

$24.20

WSM:

$8.46

PE Ratio

MUSA:

22.30

WSM:

23.43

PEG Ratio

MUSA:

2.40

WSM:

2.48

Total Revenue (TTM)

MUSA:

$20.60B

WSM:

$7.53B

Gross Profit (TTM)

MUSA:

$5.88B

WSM:

$3.52B

EBITDA (TTM)

MUSA:

$1.00B

WSM:

$1.57B

Returns By Period

In the year-to-date period, MUSA achieves a 48.01% return, which is significantly lower than WSM's 82.35% return. Over the past 10 years, MUSA has outperformed WSM with an annualized return of 23.63%, while WSM has yielded a comparatively lower 19.98% annualized return.


MUSA

YTD

48.01%

1M

0.27%

6M

9.50%

1Y

48.67%

5Y*

35.03%

10Y*

23.63%

WSM

YTD

82.35%

1M

31.89%

6M

20.04%

1Y

82.62%

5Y*

40.86%

10Y*

19.98%

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Risk-Adjusted Performance

MUSA vs. WSM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Murphy USA Inc. (MUSA) 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 MUSA, currently valued at 1.98, compared to the broader market-4.00-2.000.002.001.981.61
The chart of Sortino ratio for MUSA, currently valued at 2.90, compared to the broader market-4.00-2.000.002.004.002.902.50
The chart of Omega ratio for MUSA, currently valued at 1.35, compared to the broader market0.501.001.502.001.351.34
The chart of Calmar ratio for MUSA, currently valued at 4.07, compared to the broader market0.002.004.006.004.073.96
The chart of Martin ratio for MUSA, currently valued at 11.12, compared to the broader market0.0010.0020.0011.128.76
MUSA
WSM

The current MUSA Sharpe Ratio is 1.86, which is comparable to the WSM Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of MUSA 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 Ratio1.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
1.98
1.61
MUSA
WSM

Dividends

MUSA vs. WSM - Dividend Comparison

MUSA's dividend yield for the trailing twelve months is around 0.34%, less than WSM's 1.19% yield.


TTM20232022202120202019201820172016201520142013
MUSA
Murphy USA Inc.
0.34%0.43%0.45%0.52%0.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WSM
Williams-Sonoma, Inc.
1.19%1.72%2.65%1.43%1.93%2.55%3.33%2.98%3.02%2.36%1.72%1.97%

Drawdowns

MUSA vs. WSM - Drawdown Comparison

The maximum MUSA drawdown since its inception was -33.72%, smaller than the maximum WSM drawdown of -89.01%. Use the drawdown chart below to compare losses from any high point for MUSA and WSM. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.36%
-8.68%
MUSA
WSM

Volatility

MUSA vs. WSM - Volatility Comparison

The current volatility for Murphy USA Inc. (MUSA) is 6.19%, while Williams-Sonoma, Inc. (WSM) has a volatility of 11.67%. This indicates that MUSA 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.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
6.19%
11.67%
MUSA
WSM

Financials

MUSA vs. WSM - Financials Comparison

This section allows you to compare key financial metrics between Murphy USA 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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