SPNS vs. WMB
Compare and contrast key facts about Sapiens International Corporation N.V. (SPNS) and The Williams Companies, Inc. (WMB).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPNS or WMB.
Correlation
The correlation between SPNS and WMB is 0.45, 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
SPNS vs. WMB - Performance Comparison
Key characteristics
SPNS:
-0.14
WMB:
2.41
SPNS:
0.09
WMB:
2.83
SPNS:
1.02
WMB:
1.41
SPNS:
-0.07
WMB:
5.15
SPNS:
-0.23
WMB:
13.86
SPNS:
23.51%
WMB:
4.53%
SPNS:
39.11%
WMB:
26.09%
SPNS:
-99.45%
WMB:
-98.04%
SPNS:
-74.87%
WMB:
-2.60%
Fundamentals
SPNS:
$1.53B
WMB:
$73.24B
SPNS:
$1.29
WMB:
$1.82
SPNS:
21.18
WMB:
32.97
SPNS:
5.92
WMB:
2.64
SPNS:
2.90
WMB:
6.81
SPNS:
3.28
WMB:
5.91
SPNS:
$408.13M
WMB:
$7.86B
SPNS:
$182.12M
WMB:
$4.64B
SPNS:
$78.54M
WMB:
$4.84B
Returns By Period
In the year-to-date period, SPNS achieves a 7.61% return, which is significantly lower than WMB's 11.86% return. Over the past 10 years, SPNS has outperformed WMB with an annualized return of 14.84%, while WMB has yielded a comparatively lower 8.07% annualized return.
SPNS
7.61%
12.73%
-21.88%
-5.55%
5.36%
14.84%
WMB
11.86%
9.95%
18.43%
61.44%
33.22%
8.07%
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Risk-Adjusted Performance
SPNS vs. WMB — Risk-Adjusted Performance Rank
SPNS
WMB
SPNS vs. WMB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sapiens International Corporation N.V. (SPNS) and The Williams Companies, Inc. (WMB). 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
SPNS vs. WMB - Dividend Comparison
SPNS's dividend yield for the trailing twelve months is around 3.37%, more than WMB's 3.21% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPNS Sapiens International Corporation N.V. | 3.37% | 2.12% | 1.76% | 3.79% | 1.07% | 0.46% | 1.07% | 1.81% | 1.74% | 1.39% | 1.47% | 0.00% |
WMB The Williams Companies, Inc. | 3.21% | 3.51% | 5.14% | 5.17% | 6.30% | 7.98% | 6.41% | 6.17% | 3.94% | 5.39% | 9.53% | 4.36% |
Drawdowns
SPNS vs. WMB - Drawdown Comparison
The maximum SPNS drawdown since its inception was -99.45%, roughly equal to the maximum WMB drawdown of -98.04%. Use the drawdown chart below to compare losses from any high point for SPNS and WMB. For additional features, visit the drawdowns tool.
Volatility
SPNS vs. WMB - Volatility Comparison
Sapiens International Corporation N.V. (SPNS) has a higher volatility of 13.52% compared to The Williams Companies, Inc. (WMB) at 12.62%. This indicates that SPNS's price experiences larger fluctuations and is considered to be riskier than WMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SPNS vs. WMB - Financials Comparison
This section allows you to compare key financial metrics between Sapiens International Corporation N.V. and The Williams Companies, 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
SPNS vs. WMB - Profitability Comparison
SPNS - Gross Margin
WMB - Gross Margin
SPNS - Operating Margin
WMB - Operating Margin
SPNS - Net Margin
WMB - Net Margin
User Portfolios with SPNS or WMB
16%
YTD
Recent discussions
Screener
michael
Additions to Wishlist: Monte-Carlo Simulations
Hello Dmitry,
Is it possible to add Monte-Carlo simulations to the list of available tools? Since Portfolioslab doesn't have it, I need to use some other Websites just to run Monte-Carlos of my portfolios. Thank you!
Investing_4Fun
calculation of performance
Portfolio performance graph for past 1Y (thru 3/13/2025):
GLD=37.82%
IAU=37.97%
IAUM=38.34%
using daily adjusted closing market price (from NASDAQ) integrating the logarithmic daily rate of return between 3/13/2025 to 3/14/2025 to calculate the cumulative rate of return, I calculate
GLD=31.34%
IAU=31.45%
IAUM=31.66%
These ETF's do not pay a dividend, Expense cost is included in the closing price.
The difference in rate of return is about 6%, which is too large. I can send you my calculation (xls) if this would be useful.
What is causing the error?
Marcus Crahan