MUSA vs. WSM

In the year-to-date period, MUSA achieves a -2.96% return, which is significantly higher than WSM's -17.61% return. Over the past 10 years, MUSA has outperformed WSM with an annualized return of 21.96%, while WSM has yielded a comparatively lower 17.74% annualized return.

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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.

The current MUSA Sharpe Ratio is 0.65, which is higher than the WSM Sharpe Ratio of 0.18. 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.

MUSA's dividend yield for the trailing twelve months is around 0.38%, less than WSM's 1.57% yield.

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.

The current volatility for Murphy USA Inc. (MUSA) is 9.69%, while Williams-Sonoma, Inc. (WSM) has a volatility of 25.42%. 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.

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.