WSM vs. LMT

In the year-to-date period, WSM achieves a -17.61% return, which is significantly lower than LMT's -3.23% return. Over the past 10 years, WSM has outperformed LMT with an annualized return of 17.74%, while LMT has yielded a comparatively lower 12.19% annualized return.

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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.

The current WSM Sharpe Ratio is 0.18, which is comparable to the LMT Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of WSM and LMT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

WSM's dividend yield for the trailing twelve months is around 1.57%, less than LMT's 2.76% yield.

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.

Williams-Sonoma, Inc. (WSM) has a higher volatility of 25.42% compared to Lockheed Martin Corporation (LMT) at 8.82%. This indicates that WSM's price experiences larger fluctuations and is considered to be riskier than LMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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.