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.
Performance
SPNS vs. WMB - Performance Comparison
Returns By Period
In the year-to-date period, SPNS achieves a -4.60% return, which is significantly lower than WMB's 72.07% return. Over the past 10 years, SPNS has outperformed WMB with an annualized return of 15.57%, while WMB has yielded a comparatively lower 6.56% annualized return.
SPNS
-4.60%
-25.35%
-20.97%
8.52%
5.73%
15.57%
WMB
72.07%
10.50%
42.75%
71.30%
28.57%
6.56%
Fundamentals
| SPNS | WMB | |
|---|---|---|
| Market Cap | $1.57B | $69.17B |
| EPS | $1.23 | $2.36 |
| PE Ratio | 22.85 | 24.04 |
| PEG Ratio | 5.92 | 9.36 |
| Total Revenue (TTM) | $407.85M | $10.68B |
| Gross Profit (TTM) | $182.45M | $6.07B |
| EBITDA (TTM) | $75.38M | $5.97B |
Key characteristics
| SPNS | WMB | |
|---|---|---|
| Sharpe Ratio | 0.23 | 4.02 |
| Sortino Ratio | 0.51 | 5.14 |
| Omega Ratio | 1.10 | 1.65 |
| Calmar Ratio | 0.11 | 7.30 |
| Martin Ratio | 1.02 | 22.91 |
| Ulcer Index | 8.40% | 3.26% |
| Daily Std Dev | 38.08% | 18.52% |
| Max Drawdown | -99.45% | -98.04% |
| Current Drawdown | -76.42% | 0.00% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between SPNS and WMB is 0.13, 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
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 2.10%, less than WMB's 3.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPNS Sapiens International Corporation N.V. | 2.10% | 1.76% | 3.79% | 1.07% | 0.46% | 1.07% | 1.81% | 1.74% | 1.39% | 1.47% | 0.00% | 1.95% |
WMB The Williams Companies, Inc. | 3.24% | 5.14% | 5.17% | 6.30% | 7.98% | 6.41% | 6.17% | 3.94% | 5.39% | 9.53% | 4.36% | 3.73% |
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 32.00% compared to The Williams Companies, Inc. (WMB) at 6.44%. 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