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

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%JuneJulyAugustSeptemberOctoberNovember
-4.65%
22.19%
OSK
WSM

Returns By Period

In the year-to-date period, OSK achieves a 2.55% return, which is significantly lower than WSM's 73.78% return. Over the past 10 years, OSK has underperformed WSM with an annualized return of 10.34%, while WSM has yielded a comparatively higher 19.42% annualized return.


OSK

YTD

2.55%

1M

4.34%

6M

-4.65%

1Y

15.46%

5Y (annualized)

5.50%

10Y (annualized)

10.34%

WSM

YTD

73.78%

1M

23.30%

6M

22.19%

1Y

93.22%

5Y (annualized)

41.72%

10Y (annualized)

19.42%

Fundamentals


OSKWSM
Market Cap$7.02B$21.68B
EPS$10.30$8.45
PE Ratio10.4820.71
PEG Ratio6.512.62
Total Revenue (TTM)$10.60B$7.53B
Gross Profit (TTM)$1.93B$3.52B
EBITDA (TTM)$917.50M$1.57B

Key characteristics


OSKWSM
Sharpe Ratio0.541.87
Sortino Ratio0.942.79
Omega Ratio1.121.38
Calmar Ratio0.584.54
Martin Ratio1.2910.09
Ulcer Index12.22%9.40%
Daily Std Dev29.29%50.84%
Max Drawdown-93.84%-89.01%
Current Drawdown-15.45%-1.46%

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Correlation

-0.50.00.51.00.3

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.

Risk-Adjusted Performance

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 0.54, compared to the broader market-4.00-2.000.002.004.000.541.87
The chart of Sortino ratio for OSK, currently valued at 0.94, compared to the broader market-4.00-2.000.002.004.000.942.79
The chart of Omega ratio for OSK, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.38
The chart of Calmar ratio for OSK, currently valued at 0.58, compared to the broader market0.002.004.006.000.584.54
The chart of Martin ratio for OSK, currently valued at 1.29, compared to the broader market0.0010.0020.0030.001.2910.09
OSK
WSM

The current OSK Sharpe Ratio is 0.54, which is lower than the WSM Sharpe Ratio of 1.87. 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.54
1.87
OSK
WSM

Dividends

OSK vs. WSM - Dividend Comparison

OSK's dividend yield for the trailing twelve months is around 1.68%, more than WSM's 1.25% yield.


TTM20232022202120202019201820172016201520142013
OSK
Oshkosh Corporation
1.68%1.51%1.68%1.21%1.43%1.17%1.61%0.96%1.21%1.79%1.27%0.30%
WSM
Williams-Sonoma, Inc.
1.25%1.72%2.65%1.43%1.93%2.55%3.33%2.98%3.02%2.36%1.72%1.97%

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-15.45%
-1.46%
OSK
WSM

Volatility

OSK vs. WSM - Volatility Comparison

The current volatility for Oshkosh Corporation (OSK) is 12.68%, while Williams-Sonoma, Inc. (WSM) has a volatility of 25.89%. 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%JuneJulyAugustSeptemberOctoberNovember
12.68%
25.89%
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