PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
WMB vs. STNG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WMB and STNG 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.


-0.50.00.51.00.3

Performance

WMB vs. STNG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Williams Companies, Inc. (WMB) and Scorpio Tankers Inc. (STNG). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
487.44%
-44.64%
WMB
STNG

Key characteristics

Sharpe Ratio

WMB:

2.90

STNG:

-0.61

Sortino Ratio

WMB:

3.72

STNG:

-0.73

Omega Ratio

WMB:

1.49

STNG:

0.92

Calmar Ratio

WMB:

4.65

STNG:

-0.38

Martin Ratio

WMB:

18.17

STNG:

-1.10

Ulcer Index

WMB:

3.12%

STNG:

16.42%

Daily Std Dev

WMB:

19.49%

STNG:

29.76%

Max Drawdown

WMB:

-98.04%

STNG:

-91.08%

Current Drawdown

WMB:

-12.18%

STNG:

-46.52%

Fundamentals

Market Cap

WMB:

$65.45B

STNG:

$2.38B

EPS

WMB:

$2.36

STNG:

$13.97

PE Ratio

WMB:

22.75

STNG:

3.38

PEG Ratio

WMB:

8.92

STNG:

-0.22

Total Revenue (TTM)

WMB:

$10.68B

STNG:

$1.37B

Gross Profit (TTM)

WMB:

$6.07B

STNG:

$826.28M

EBITDA (TTM)

WMB:

$7.49B

STNG:

$957.30M

Returns By Period

In the year-to-date period, WMB achieves a 56.02% return, which is significantly higher than STNG's -18.85% return. Over the past 10 years, WMB has outperformed STNG with an annualized return of 7.39%, while STNG has yielded a comparatively lower -2.18% annualized return.


WMB

YTD

56.02%

1M

-9.33%

6M

26.81%

1Y

54.95%

5Y*

24.11%

10Y*

7.39%

STNG

YTD

-18.85%

1M

-11.41%

6M

-39.56%

1Y

-20.85%

5Y*

7.82%

10Y*

-2.18%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

WMB vs. STNG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Williams Companies, Inc. (WMB) and Scorpio Tankers Inc. (STNG). 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 WMB, currently valued at 2.90, compared to the broader market-4.00-2.000.002.002.90-0.61
The chart of Sortino ratio for WMB, currently valued at 3.72, compared to the broader market-4.00-2.000.002.004.003.72-0.73
The chart of Omega ratio for WMB, currently valued at 1.49, compared to the broader market0.501.001.502.001.490.92
The chart of Calmar ratio for WMB, currently valued at 4.65, compared to the broader market0.002.004.006.004.65-0.38
The chart of Martin ratio for WMB, currently valued at 18.17, compared to the broader market0.0010.0020.0018.17-1.10
WMB
STNG

The current WMB Sharpe Ratio is 2.90, which is higher than the STNG Sharpe Ratio of -0.61. The chart below compares the historical Sharpe Ratios of WMB and STNG, 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.90
-0.61
WMB
STNG

Dividends

WMB vs. STNG - Dividend Comparison

WMB's dividend yield for the trailing twelve months is around 3.65%, more than STNG's 3.32% yield.


TTM20232022202120202019201820172016201520142013
WMB
The Williams Companies, Inc.
3.65%5.14%5.17%6.30%7.98%6.41%6.17%3.94%5.39%9.53%4.36%3.73%
STNG
Scorpio Tankers Inc.
3.32%1.73%0.74%3.12%3.57%1.27%2.27%1.31%11.04%6.17%4.49%1.10%

Drawdowns

WMB vs. STNG - Drawdown Comparison

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


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.18%
-46.52%
WMB
STNG

Volatility

WMB vs. STNG - Volatility Comparison

The current volatility for The Williams Companies, Inc. (WMB) is 7.40%, while Scorpio Tankers Inc. (STNG) has a volatility of 7.94%. This indicates that WMB experiences smaller price fluctuations and is considered to be less risky than STNG 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%JulyAugustSeptemberOctoberNovemberDecember
7.40%
7.94%
WMB
STNG

Financials

WMB vs. STNG - Financials Comparison

This section allows you to compare key financial metrics between The Williams Companies, Inc. and Scorpio Tankers 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab