WSM vs. LMT
Compare and contrast key facts about Williams-Sonoma, Inc. (WSM) and Lockheed Martin Corporation (LMT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WSM or LMT.
Performance
WSM vs. LMT - Performance Comparison
Returns By Period
In the year-to-date period, WSM achieves a 31.62% return, which is significantly higher than LMT's 20.34% return. Over the past 10 years, WSM has outperformed LMT with an annualized return of 17.00%, while LMT has yielded a comparatively lower 14.18% annualized return.
WSM
31.62%
-13.09%
-14.91%
54.91%
31.94%
17.00%
LMT
20.34%
-12.73%
16.14%
23.28%
9.22%
14.18%
Fundamentals
| WSM | LMT | |
|---|---|---|
| Market Cap | $16.31B | $134.15B |
| EPS | $8.32 | $27.62 |
| PE Ratio | 15.52 | 20.49 |
| PEG Ratio | 1.94 | 4.67 |
| Total Revenue (TTM) | $5.73B | $71.30B |
| Gross Profit (TTM) | $2.68B | $8.62B |
| EBITDA (TTM) | $1.25B | $10.30B |
Key characteristics
| WSM | LMT | |
|---|---|---|
| Sharpe Ratio | 1.49 | 1.43 |
| Sortino Ratio | 2.09 | 2.02 |
| Omega Ratio | 1.29 | 1.29 |
| Calmar Ratio | 3.09 | 1.57 |
| Martin Ratio | 6.95 | 5.78 |
| Ulcer Index | 9.29% | 4.05% |
| Daily Std Dev | 43.37% | 16.35% |
| Max Drawdown | -89.01% | -70.23% |
| Current Drawdown | -19.21% | -12.98% |
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Correlation
The correlation between WSM and LMT is 0.18, 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. LMT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Williams-Sonoma, Inc. (WSM) and Lockheed Martin Corporation (LMT). 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.
Dividends
WSM vs. LMT - Dividend Comparison
WSM's dividend yield for the trailing twelve months is around 1.65%, less than LMT's 2.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
LMT Lockheed Martin Corporation | 2.36% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% | 3.22% |
Drawdowns
WSM vs. LMT - Drawdown Comparison
The maximum WSM drawdown since its inception was -89.01%, which is greater than LMT's maximum drawdown of -70.23%. Use the drawdown chart below to compare losses from any high point for WSM and LMT. For additional features, visit the drawdowns tool.
Volatility
WSM vs. LMT - Volatility Comparison
Williams-Sonoma, Inc. (WSM) and Lockheed Martin Corporation (LMT) have volatilities of 8.24% and 8.04%, 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.
Financials
WSM vs. LMT - Financials Comparison
This section allows you to compare key financial metrics between Williams-Sonoma, Inc. and Lockheed Martin Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities