PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
OSK vs. WSM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between OSK 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

OSK vs. WSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oshkosh Corporation (OSK) and Williams-Sonoma, Inc. (WSM). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-17.35%
19.10%
OSK
WSM

Key characteristics

Sharpe Ratio

OSK:

-0.37

WSM:

1.82

Sortino Ratio

OSK:

-0.34

WSM:

2.71

Omega Ratio

OSK:

0.96

WSM:

1.36

Calmar Ratio

OSK:

-0.35

WSM:

4.48

Martin Ratio

OSK:

-0.75

WSM:

9.88

Ulcer Index

OSK:

14.41%

WSM:

9.46%

Daily Std Dev

OSK:

29.63%

WSM:

51.46%

Max Drawdown

OSK:

-93.84%

WSM:

-89.01%

Current Drawdown

OSK:

-28.06%

WSM:

-3.85%

Fundamentals

Market Cap

OSK:

$6.05B

WSM:

$23.71B

EPS

OSK:

$10.30

WSM:

$8.46

PE Ratio

OSK:

9.03

WSM:

22.77

PEG Ratio

OSK:

6.51

WSM:

2.44

Total Revenue (TTM)

OSK:

$8.13B

WSM:

$7.53B

Gross Profit (TTM)

OSK:

$1.50B

WSM:

$3.52B

EBITDA (TTM)

OSK:

$659.60M

WSM:

$1.57B

Returns By Period

In the year-to-date period, OSK achieves a -2.16% return, which is significantly lower than WSM's 4.01% return. Over the past 10 years, OSK has underperformed WSM with an annualized return of 10.65%, while WSM has yielded a comparatively higher 20.55% annualized return.


OSK

YTD

-2.16%

1M

-6.98%

6M

-17.35%

1Y

-10.34%

5Y*

1.86%

10Y*

10.65%

WSM

YTD

4.01%

1M

-1.55%

6M

19.10%

1Y

91.96%

5Y*

41.37%

10Y*

20.55%

*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

OSK vs. WSM — Risk-Adjusted Performance Rank

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

OSK
The Risk-Adjusted Performance Rank of OSK is 2929
Overall Rank
The Sharpe Ratio Rank of OSK is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of OSK is 2626
Sortino Ratio Rank
The Omega Ratio Rank of OSK is 2727
Omega Ratio Rank
The Calmar Ratio Rank of OSK is 2828
Calmar Ratio Rank
The Martin Ratio Rank of OSK is 3333
Martin Ratio Rank

WSM
The Risk-Adjusted Performance Rank of WSM is 9292
Overall Rank
The Sharpe Ratio Rank of WSM is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of WSM is 9090
Sortino Ratio Rank
The Omega Ratio Rank of WSM is 9090
Omega Ratio Rank
The Calmar Ratio Rank of WSM is 9898
Calmar Ratio Rank
The Martin Ratio Rank of WSM is 9292
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.

OSK vs. WSM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Oshkosh Corporation (OSK) 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 OSK, currently valued at -0.37, compared to the broader market-2.000.002.00-0.371.82
The chart of Sortino ratio for OSK, currently valued at -0.34, compared to the broader market-4.00-2.000.002.004.00-0.342.71
The chart of Omega ratio for OSK, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.36
The chart of Calmar ratio for OSK, currently valued at -0.35, compared to the broader market0.002.004.006.00-0.354.48
The chart of Martin ratio for OSK, currently valued at -0.75, compared to the broader market0.0010.0020.00-0.759.88
OSK
WSM

The current OSK Sharpe Ratio is -0.37, which is lower than the WSM Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of OSK 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
-0.37
1.82
OSK
WSM

Dividends

OSK vs. WSM - Dividend Comparison

OSK's dividend yield for the trailing twelve months is around 1.98%, more than WSM's 1.12% yield.


TTM20242023202220212020201920182017201620152014
OSK
Oshkosh Corporation
1.98%1.94%1.51%1.68%1.21%1.43%1.17%1.61%0.96%1.21%1.79%1.27%
WSM
Williams-Sonoma, Inc.
1.12%1.16%1.72%2.65%1.43%1.93%2.55%3.33%2.98%3.02%2.36%1.72%

Drawdowns

OSK vs. WSM - Drawdown Comparison

The maximum OSK drawdown since its inception was -93.84%, which is greater than WSM's maximum drawdown of -89.01%. Use the drawdown chart below to compare losses from any high point for OSK and WSM. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-28.06%
-3.85%
OSK
WSM

Volatility

OSK vs. WSM - Volatility Comparison

The current volatility for Oshkosh Corporation (OSK) is 5.99%, while Williams-Sonoma, Inc. (WSM) has a volatility of 10.57%. This indicates that OSK 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%AugustSeptemberOctoberNovemberDecember2025
5.99%
10.57%
OSK
WSM

Financials

OSK vs. WSM - Financials Comparison

This section allows you to compare key financial metrics between Oshkosh Corporation 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab