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STNG vs. WMB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


STNGWMB
YTD Return-8.59%67.47%
1Y Return-2.50%69.53%
3Y Return (Ann)52.49%32.20%
5Y Return (Ann)14.82%28.16%
10Y Return (Ann)-1.62%6.34%
Sharpe Ratio0.083.71
Sortino Ratio0.344.80
Omega Ratio1.041.61
Calmar Ratio0.066.67
Martin Ratio0.2320.95
Ulcer Index10.74%3.25%
Daily Std Dev30.51%18.37%
Max Drawdown-91.08%-98.04%
Current Drawdown-39.76%0.00%

Fundamentals


STNGWMB
Market Cap$2.76B$67.58B
EPS$13.77$2.32
PE Ratio3.9723.90
PEG Ratio-0.229.23
Total Revenue (TTM)$1.37B$10.68B
Gross Profit (TTM)$826.28M$6.07B
EBITDA (TTM)$957.30M$5.97B

Correlation

-0.50.00.51.00.3

The correlation between STNG and WMB is 0.33, 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.

Performance

STNG vs. WMB - Performance Comparison

In the year-to-date period, STNG achieves a -8.59% return, which is significantly lower than WMB's 67.47% return. Over the past 10 years, STNG has underperformed WMB with an annualized return of -1.62%, while WMB has yielded a comparatively higher 6.34% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-29.00%
45.23%
STNG
WMB

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Risk-Adjusted Performance

STNG vs. WMB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Scorpio Tankers Inc. (STNG) 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.


STNG
Sharpe ratio
The chart of Sharpe ratio for STNG, currently valued at 0.08, compared to the broader market-4.00-2.000.002.004.000.08
Sortino ratio
The chart of Sortino ratio for STNG, currently valued at 0.34, compared to the broader market-4.00-2.000.002.004.006.000.34
Omega ratio
The chart of Omega ratio for STNG, currently valued at 1.04, compared to the broader market0.501.001.502.001.04
Calmar ratio
The chart of Calmar ratio for STNG, currently valued at 0.06, compared to the broader market0.002.004.006.000.06
Martin ratio
The chart of Martin ratio for STNG, currently valued at 0.23, compared to the broader market0.0010.0020.0030.000.23
WMB
Sharpe ratio
The chart of Sharpe ratio for WMB, currently valued at 3.71, compared to the broader market-4.00-2.000.002.004.003.71
Sortino ratio
The chart of Sortino ratio for WMB, currently valued at 4.80, compared to the broader market-4.00-2.000.002.004.006.004.80
Omega ratio
The chart of Omega ratio for WMB, currently valued at 1.61, compared to the broader market0.501.001.502.001.61
Calmar ratio
The chart of Calmar ratio for WMB, currently valued at 6.67, compared to the broader market0.002.004.006.006.67
Martin ratio
The chart of Martin ratio for WMB, currently valued at 20.95, compared to the broader market0.0010.0020.0030.0020.95

STNG vs. WMB - Sharpe Ratio Comparison

The current STNG Sharpe Ratio is 0.08, which is lower than the WMB Sharpe Ratio of 3.71. The chart below compares the historical Sharpe Ratios of STNG and WMB, 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
0.08
3.71
STNG
WMB

Dividends

STNG vs. WMB - Dividend Comparison

STNG's dividend yield for the trailing twelve months is around 2.84%, less than WMB's 3.33% yield.


TTM20232022202120202019201820172016201520142013
STNG
Scorpio Tankers Inc.
2.84%1.73%0.74%3.12%3.57%1.27%2.27%1.31%11.04%6.17%4.49%1.10%
WMB
The Williams Companies, Inc.
3.33%5.14%5.17%6.30%7.98%6.41%6.17%3.94%5.39%9.53%4.36%3.73%

Drawdowns

STNG vs. WMB - Drawdown Comparison

The maximum STNG drawdown since its inception was -91.08%, smaller than the maximum WMB drawdown of -98.04%. Use the drawdown chart below to compare losses from any high point for STNG and WMB. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-39.76%
0
STNG
WMB

Volatility

STNG vs. WMB - Volatility Comparison

Scorpio Tankers Inc. (STNG) has a higher volatility of 7.28% compared to The Williams Companies, Inc. (WMB) at 5.75%. This indicates that STNG'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.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.28%
5.75%
STNG
WMB

Financials

STNG vs. WMB - Financials Comparison

This section allows you to compare key financial metrics between Scorpio Tankers Inc. 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items