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SON vs. WBA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SON and WBA is 0.28, 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

SON vs. WBA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sonoco Products Company (SON) and Walgreens Boots Alliance, Inc. (WBA). The values are adjusted to include any dividend payments, if applicable.

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.24%
-38.16%
SON
WBA

Key characteristics

Sharpe Ratio

SON:

-0.33

WBA:

-1.14

Sortino Ratio

SON:

-0.34

WBA:

-1.98

Omega Ratio

SON:

0.96

WBA:

0.75

Calmar Ratio

SON:

-0.28

WBA:

-0.68

Martin Ratio

SON:

-0.60

WBA:

-1.28

Ulcer Index

SON:

10.58%

WBA:

47.15%

Daily Std Dev

SON:

18.92%

WBA:

52.64%

Max Drawdown

SON:

-59.62%

WBA:

-87.93%

Current Drawdown

SON:

-18.45%

WBA:

-85.89%

Fundamentals

Market Cap

SON:

$4.96B

WBA:

$8.61B

EPS

SON:

$2.91

WBA:

-$10.01

PEG Ratio

SON:

1.20

WBA:

3.55

Total Revenue (TTM)

SON:

$6.57B

WBA:

$110.95B

Gross Profit (TTM)

SON:

$1.39B

WBA:

$19.75B

EBITDA (TTM)

SON:

$952.12M

WBA:

-$11.89B

Returns By Period

In the year-to-date period, SON achieves a -7.03% return, which is significantly higher than WBA's -61.21% return. Over the past 10 years, SON has outperformed WBA with an annualized return of 4.57%, while WBA has yielded a comparatively lower -15.54% annualized return.


SON

YTD

-7.03%

1M

1.59%

6M

-9.64%

1Y

-6.31%

5Y*

-1.02%

10Y*

4.57%

WBA

YTD

-61.21%

1M

12.92%

6M

-37.77%

1Y

-60.13%

5Y*

-26.77%

10Y*

-15.54%

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Risk-Adjusted Performance

SON vs. WBA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sonoco Products Company (SON) and Walgreens Boots Alliance, Inc. (WBA). 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 SON, currently valued at -0.33, compared to the broader market-4.00-2.000.002.00-0.33-1.14
The chart of Sortino ratio for SON, currently valued at -0.34, compared to the broader market-4.00-2.000.002.004.00-0.34-1.98
The chart of Omega ratio for SON, currently valued at 0.96, compared to the broader market0.501.001.502.000.960.75
The chart of Calmar ratio for SON, currently valued at -0.28, compared to the broader market0.002.004.006.00-0.28-0.68
The chart of Martin ratio for SON, currently valued at -0.60, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.60-1.28
SON
WBA

The current SON Sharpe Ratio is -0.33, which is higher than the WBA Sharpe Ratio of -1.14. The chart below compares the historical Sharpe Ratios of SON and WBA, 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 Ratio-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-0.33
-1.14
SON
WBA

Dividends

SON vs. WBA - Dividend Comparison

SON's dividend yield for the trailing twelve months is around 4.14%, less than WBA's 10.68% yield.


TTM20232022202120202019201820172016201520142013
SON
Sonoco Products Company
4.14%3.62%3.16%3.11%2.90%2.75%3.05%2.90%2.77%4.21%2.91%2.95%
WBA
Walgreens Boots Alliance, Inc.
10.68%7.35%5.13%3.63%4.64%3.05%2.46%2.13%1.78%1.64%1.71%2.05%

Drawdowns

SON vs. WBA - Drawdown Comparison

The maximum SON drawdown since its inception was -59.62%, smaller than the maximum WBA drawdown of -87.93%. Use the drawdown chart below to compare losses from any high point for SON and WBA. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-18.45%
-85.89%
SON
WBA

Volatility

SON vs. WBA - Volatility Comparison

The current volatility for Sonoco Products Company (SON) is 6.08%, while Walgreens Boots Alliance, Inc. (WBA) has a volatility of 21.99%. This indicates that SON experiences smaller price fluctuations and is considered to be less risky than WBA 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
6.08%
21.99%
SON
WBA

Financials

SON vs. WBA - Financials Comparison

This section allows you to compare key financial metrics between Sonoco Products Company and Walgreens Boots Alliance, 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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