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WSM vs. AXP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WSM and AXP 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

WSM vs. AXP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Williams-Sonoma, Inc. (WSM) and American Express Company (AXP). The values are adjusted to include any dividend payments, if applicable.

5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%JulyAugustSeptemberOctoberNovemberDecember
24,293.09%
7,777.04%
WSM
AXP

Key characteristics

Sharpe Ratio

WSM:

1.66

AXP:

2.79

Sortino Ratio

WSM:

2.55

AXP:

3.63

Omega Ratio

WSM:

1.34

AXP:

1.50

Calmar Ratio

WSM:

4.09

AXP:

6.28

Martin Ratio

WSM:

9.05

AXP:

22.48

Ulcer Index

WSM:

9.43%

AXP:

2.99%

Daily Std Dev

WSM:

51.31%

AXP:

24.09%

Max Drawdown

WSM:

-89.01%

AXP:

-83.91%

Current Drawdown

WSM:

-7.33%

AXP:

-2.26%

Fundamentals

Market Cap

WSM:

$24.40B

AXP:

$212.28B

EPS

WSM:

$8.46

AXP:

$13.60

PE Ratio

WSM:

23.43

AXP:

22.16

PEG Ratio

WSM:

2.48

AXP:

1.91

Total Revenue (TTM)

WSM:

$7.53B

AXP:

$68.64B

Gross Profit (TTM)

WSM:

$3.52B

AXP:

$40.70B

EBITDA (TTM)

WSM:

$1.57B

AXP:

$16.27B

Returns By Period

In the year-to-date period, WSM achieves a 85.05% return, which is significantly higher than AXP's 61.32% return. Over the past 10 years, WSM has outperformed AXP with an annualized return of 20.12%, while AXP has yielded a comparatively lower 13.97% annualized return.


WSM

YTD

85.05%

1M

6.49%

6M

22.05%

1Y

83.42%

5Y*

41.01%

10Y*

20.12%

AXP

YTD

61.32%

1M

3.80%

6M

30.36%

1Y

63.55%

5Y*

20.56%

10Y*

13.97%

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Risk-Adjusted Performance

WSM vs. AXP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Williams-Sonoma, Inc. (WSM) and American Express Company (AXP). 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 WSM, currently valued at 1.66, compared to the broader market-4.00-2.000.002.001.662.79
The chart of Sortino ratio for WSM, currently valued at 2.55, compared to the broader market-4.00-2.000.002.004.002.553.63
The chart of Omega ratio for WSM, currently valued at 1.34, compared to the broader market0.501.001.502.001.341.50
The chart of Calmar ratio for WSM, currently valued at 4.09, compared to the broader market0.002.004.006.004.096.28
The chart of Martin ratio for WSM, currently valued at 9.05, compared to the broader market-5.000.005.0010.0015.0020.0025.009.0522.48
WSM
AXP

The current WSM Sharpe Ratio is 1.66, which is lower than the AXP Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of WSM and AXP, 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 Ratio1.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
1.66
2.79
WSM
AXP

Dividends

WSM vs. AXP - Dividend Comparison

WSM's dividend yield for the trailing twelve months is around 1.17%, more than AXP's 0.90% yield.


TTM20232022202120202019201820172016201520142013
WSM
Williams-Sonoma, Inc.
1.17%1.72%2.65%1.43%1.93%2.55%3.33%2.98%3.02%2.36%1.72%1.97%
AXP
American Express Company
0.90%1.24%1.35%1.05%1.42%1.29%1.51%1.32%1.61%1.58%1.05%0.95%

Drawdowns

WSM vs. AXP - Drawdown Comparison

The maximum WSM drawdown since its inception was -89.01%, which is greater than AXP's maximum drawdown of -83.91%. Use the drawdown chart below to compare losses from any high point for WSM and AXP. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.33%
-2.26%
WSM
AXP

Volatility

WSM vs. AXP - Volatility Comparison

Williams-Sonoma, Inc. (WSM) has a higher volatility of 11.84% compared to American Express Company (AXP) at 7.50%. This indicates that WSM's price experiences larger fluctuations and is considered to be riskier than AXP 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
11.84%
7.50%
WSM
AXP

Financials

WSM vs. AXP - Financials Comparison

This section allows you to compare key financial metrics between Williams-Sonoma, Inc. and American Express Company. 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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