RL vs. WSM
Compare and contrast key facts about Ralph Lauren Corporation (RL) and Williams-Sonoma, Inc. (WSM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RL or WSM.
Key characteristics
| RL | WSM | |
|---|---|---|
| YTD Return | 15.65% | 56.46% |
| 1Y Return | 51.59% | 178.30% |
| 3Y Return (Ann) | 9.09% | 25.01% |
| 5Y Return (Ann) | 10.42% | 45.88% |
| 10Y Return (Ann) | 3.00% | 20.09% |
| Sharpe Ratio | 1.81 | 4.68 |
| Daily Std Dev | 30.37% | 39.80% |
| Max Drawdown | -68.62% | -89.01% |
| Current Drawdown | -12.42% | -2.24% |
Fundamentals
| RL | WSM | |
|---|---|---|
| Market Cap | $10.69B | $20.30B |
| EPS | $8.83 | $14.56 |
| PE Ratio | 18.93 | 21.70 |
| PEG Ratio | 1.15 | 2.15 |
| Revenue (TTM) | $6.60B | $7.75B |
| Gross Profit (TTM) | $4.18B | $3.68B |
| EBITDA (TTM) | $974.20M | $1.49B |
Correlation
The correlation between RL and WSM is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
RL vs. WSM - Performance Comparison
In the year-to-date period, RL achieves a 15.65% return, which is significantly lower than WSM's 56.46% return. Over the past 10 years, RL has underperformed WSM with an annualized return of 3.00%, while WSM has yielded a comparatively higher 20.09% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
RL vs. WSM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ralph Lauren Corporation (RL) 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.
Dividends
RL vs. WSM - Dividend Comparison
RL's dividend yield for the trailing twelve months is around 1.81%, more than WSM's 1.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RL Ralph Lauren Corporation | 1.81% | 2.08% | 2.78% | 1.74% | 0.66% | 2.29% | 2.30% | 1.93% | 2.21% | 1.79% | 0.97% | 0.93% |
WSM Williams-Sonoma, Inc. | 1.22% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% | 1.72% | 1.97% |
Drawdowns
RL vs. WSM - Drawdown Comparison
The maximum RL drawdown since its inception was -68.62%, smaller than the maximum WSM drawdown of -89.01%. Use the drawdown chart below to compare losses from any high point for RL and WSM. For additional features, visit the drawdowns tool.
Volatility
RL vs. WSM - Volatility Comparison
The current volatility for Ralph Lauren Corporation (RL) is 5.79%, while Williams-Sonoma, Inc. (WSM) has a volatility of 8.12%. This indicates that RL 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.
Financials
RL vs. WSM - Financials Comparison
This section allows you to compare key financial metrics between Ralph Lauren 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.
Total Revenue: Total amount of money received from sales and other business activities