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

Correlation

The correlation between WING and WSO is 0.32, 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

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.

500.00%1,000.00%1,500.00%JulyAugustSeptemberOctoberNovemberDecember
1,177.68%
425.40%
WING
WSO

Key characteristics

Sharpe Ratio

WING:

0.36

WSO:

0.67

Sortino Ratio

WING:

0.72

WSO:

1.08

Omega Ratio

WING:

1.11

WSO:

1.13

Calmar Ratio

WING:

0.45

WSO:

1.26

Martin Ratio

WING:

1.30

WSO:

2.95

Ulcer Index

WING:

11.73%

WSO:

6.34%

Daily Std Dev

WING:

41.96%

WSO:

27.81%

Max Drawdown

WING:

-61.13%

WSO:

-79.75%

Current Drawdown

WING:

-32.12%

WSO:

-14.85%

Fundamentals

Market Cap

WING:

$8.64B

WSO:

$20.68B

EPS

WING:

$3.43

WSO:

$12.97

PE Ratio

WING:

86.25

WSO:

39.20

PEG Ratio

WING:

2.39

WSO:

4.49

Total Revenue (TTM)

WING:

$591.04M

WSO:

$7.47B

Gross Profit (TTM)

WING:

$337.90M

WSO:

$1.97B

EBITDA (TTM)

WING:

$172.50M

WSO:

$757.42M

Returns By Period

In the year-to-date period, WING achieves a 13.59% return, which is significantly lower than WSO's 15.72% return.


WING

YTD

13.59%

1M

-14.11%

6M

-29.81%

1Y

12.89%

5Y*

29.17%

10Y*

N/A

WSO

YTD

15.72%

1M

-11.33%

6M

3.70%

1Y

16.53%

5Y*

25.45%

10Y*

19.98%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for WING, currently valued at 0.36, compared to the broader market-4.00-2.000.002.000.360.67
The chart of Sortino ratio for WING, currently valued at 0.72, compared to the broader market-4.00-2.000.002.004.000.721.08
The chart of Omega ratio for WING, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.13
The chart of Calmar ratio for WING, currently valued at 0.45, compared to the broader market0.002.004.006.000.451.26
The chart of Martin ratio for WING, currently valued at 1.30, compared to the broader market-5.000.005.0010.0015.0020.0025.001.302.95
WING
WSO

The current WING Sharpe Ratio is 0.36, which is lower than the WSO Sharpe Ratio of 0.67. 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.36
0.67
WING
WSO

Dividends

WING vs. WSO - Dividend Comparison

WING's dividend yield for the trailing twelve months is around 0.34%, less than WSO's 2.18% yield.


TTM20232022202120202019201820172016201520142013
WING
Wingstop Inc.
0.34%0.32%3.43%0.36%0.38%0.46%10.19%0.36%9.80%0.00%0.00%0.00%
WSO
Watsco, Inc.
2.18%2.29%3.43%2.44%3.06%3.55%4.02%2.71%2.43%2.39%1.87%1.20%

Drawdowns

WING vs. WSO - Drawdown Comparison

The maximum WING drawdown since its inception was -61.13%, smaller than the maximum WSO drawdown of -79.75%. Use the drawdown chart below to compare losses from any high point for WING and WSO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-32.12%
-14.85%
WING
WSO

Volatility

WING vs. WSO - Volatility Comparison

Wingstop Inc. (WING) has a higher volatility of 10.99% compared to Watsco, Inc. (WSO) at 7.37%. This indicates that WING's price experiences larger fluctuations and is considered to be riskier than WSO 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
10.99%
7.37%
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
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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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