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WING vs. WSO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WING and WSO is 0.56, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

WING vs. WSO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wingstop Inc. (WING) and Watsco, Inc. (WSO). The values are adjusted to include any dividend payments, if applicable.

400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%NovemberDecember2025FebruaryMarchApril
938.42%
400.41%
WING
WSO

Key characteristics

Sharpe Ratio

WING:

-0.80

WSO:

0.39

Sortino Ratio

WING:

-0.94

WSO:

0.77

Omega Ratio

WING:

0.87

WSO:

1.10

Calmar Ratio

WING:

-0.73

WSO:

0.62

Martin Ratio

WING:

-1.42

WSO:

1.36

Ulcer Index

WING:

26.46%

WSO:

9.37%

Daily Std Dev

WING:

47.01%

WSO:

31.76%

Max Drawdown

WING:

-61.13%

WSO:

-64.38%

Current Drawdown

WING:

-46.85%

WSO:

-18.90%

Fundamentals

Market Cap

WING:

$6.34B

WSO:

$18.61B

EPS

WING:

$3.70

WSO:

$12.95

PE Ratio

WING:

61.43

WSO:

35.22

PEG Ratio

WING:

2.89

WSO:

3.32

PS Ratio

WING:

10.13

WSO:

2.45

PB Ratio

WING:

0.00

WSO:

6.91

Total Revenue (TTM)

WING:

$480.02M

WSO:

$7.58B

Gross Profit (TTM)

WING:

$282.93M

WSO:

$2.03B

EBITDA (TTM)

WING:

$141.52M

WSO:

$771.52M

Returns By Period

In the year-to-date period, WING achieves a -19.92% return, which is significantly lower than WSO's -2.66% return.


WING

YTD

-19.92%

1M

-0.87%

6M

-36.80%

1Y

-40.39%

5Y*

17.22%

10Y*

N/A

WSO

YTD

-2.66%

1M

-10.75%

6M

-3.07%

1Y

5.22%

5Y*

26.64%

10Y*

17.61%

*Annualized

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Risk-Adjusted Performance

WING vs. WSO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WING
The Risk-Adjusted Performance Rank of WING is 1111
Overall Rank
The Sharpe Ratio Rank of WING is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of WING is 1414
Sortino Ratio Rank
The Omega Ratio Rank of WING is 1313
Omega Ratio Rank
The Calmar Ratio Rank of WING is 88
Calmar Ratio Rank
The Martin Ratio Rank of WING is 1111
Martin Ratio Rank

WSO
The Risk-Adjusted Performance Rank of WSO is 6767
Overall Rank
The Sharpe Ratio Rank of WSO is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of WSO is 6060
Sortino Ratio Rank
The Omega Ratio Rank of WSO is 6060
Omega Ratio Rank
The Calmar Ratio Rank of WSO is 7777
Calmar Ratio Rank
The Martin Ratio Rank of WSO is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WING vs. WSO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wingstop Inc. (WING) and Watsco, Inc. (WSO). 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.


The chart of Sharpe ratio for WING, currently valued at -0.80, compared to the broader market-2.00-1.000.001.002.003.00
WING: -0.80
WSO: 0.39
The chart of Sortino ratio for WING, currently valued at -0.94, compared to the broader market-6.00-4.00-2.000.002.004.00
WING: -0.94
WSO: 0.77
The chart of Omega ratio for WING, currently valued at 0.87, compared to the broader market0.501.001.502.00
WING: 0.87
WSO: 1.10
The chart of Calmar ratio for WING, currently valued at -0.73, compared to the broader market0.001.002.003.004.005.00
WING: -0.73
WSO: 0.62
The chart of Martin ratio for WING, currently valued at -1.42, compared to the broader market-5.000.005.0010.0015.0020.00
WING: -1.42
WSO: 1.36

The current WING Sharpe Ratio is -0.80, which is lower than the WSO Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of WING and WSO, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.80
0.39
WING
WSO

Dividends

WING vs. WSO - Dividend Comparison

WING's dividend yield for the trailing twelve months is around 0.45%, less than WSO's 2.43% yield.


TTM20242023202220212020201920182017201620152014
WING
Wingstop Inc.
0.45%0.34%0.32%3.43%0.36%4.04%0.46%10.19%0.36%9.80%0.00%0.00%
WSO
Watsco, Inc.
2.43%2.23%2.29%3.43%2.44%3.06%3.55%4.02%2.71%2.43%2.39%1.87%

Drawdowns

WING vs. WSO - Drawdown Comparison

The maximum WING drawdown since its inception was -61.13%, smaller than the maximum WSO drawdown of -64.38%. Use the drawdown chart below to compare losses from any high point for WING and WSO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-46.85%
-18.90%
WING
WSO

Volatility

WING vs. WSO - Volatility Comparison

Wingstop Inc. (WING) and Watsco, Inc. (WSO) have volatilities of 17.19% and 16.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
17.19%
16.99%
WING
WSO

Financials

WING vs. WSO - Financials Comparison

This section allows you to compare key financial metrics between Wingstop Inc. and Watsco, 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