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

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.

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-16.81%
19.06%
WSM
AXP

Returns By Period

In the year-to-date period, WSM achieves a 31.62% return, which is significantly lower than AXP's 54.96% return. Over the past 10 years, WSM has outperformed AXP with an annualized return of 17.00%, while AXP has yielded a comparatively lower 13.91% annualized return.


WSM

YTD

31.62%

1M

-13.09%

6M

-14.91%

1Y

54.91%

5Y (annualized)

31.94%

10Y (annualized)

17.00%

AXP

YTD

54.96%

1M

3.64%

6M

18.80%

1Y

78.58%

5Y (annualized)

20.76%

10Y (annualized)

13.91%

Fundamentals


WSMAXP
Market Cap$16.31B$206.38B
EPS$8.32$13.39
PE Ratio15.5221.55
PEG Ratio1.941.82
Total Revenue (TTM)$5.73B$68.64B
Gross Profit (TTM)$2.68B$40.70B
EBITDA (TTM)$1.25B$17.11B

Key characteristics


WSMAXP
Sharpe Ratio1.493.44
Sortino Ratio2.094.33
Omega Ratio1.291.60
Calmar Ratio3.094.61
Martin Ratio6.9527.74
Ulcer Index9.29%2.96%
Daily Std Dev43.37%23.88%
Max Drawdown-89.01%-83.91%
Current Drawdown-19.21%-2.81%

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Correlation

-0.50.00.51.00.3

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.

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 1.49, compared to the broader market-4.00-2.000.002.004.001.493.44
The chart of Sortino ratio for WSM, currently valued at 2.09, compared to the broader market-4.00-2.000.002.004.002.094.33
The chart of Omega ratio for WSM, currently valued at 1.28, compared to the broader market0.501.001.502.001.291.60
The chart of Calmar ratio for WSM, currently valued at 3.09, compared to the broader market0.002.004.006.003.094.61
The chart of Martin ratio for WSM, currently valued at 6.95, compared to the broader market0.0010.0020.0030.006.9527.74
WSM
AXP

The current WSM Sharpe Ratio is 1.49, which is lower than the AXP Sharpe Ratio of 3.44. 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 Ratio1.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
1.49
3.44
WSM
AXP

Dividends

WSM vs. AXP - Dividend Comparison

WSM's dividend yield for the trailing twelve months is around 1.65%, more than AXP's 0.94% yield.


TTM20232022202120202019201820172016201520142013
WSM
Williams-Sonoma, Inc.
1.65%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
0.94%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%JuneJulyAugustSeptemberOctoberNovember
-19.21%
-2.81%
WSM
AXP

Volatility

WSM vs. AXP - Volatility Comparison

The current volatility for Williams-Sonoma, Inc. (WSM) is 8.24%, while American Express Company (AXP) has a volatility of 9.68%. This indicates that WSM experiences smaller price fluctuations and is considered to be less risky 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%JuneJulyAugustSeptemberOctoberNovember
8.24%
9.68%
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