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.
Key characteristics
| WSM | LMT | |
|---|---|---|
| YTD Return | 51.45% | 37.89% |
| 1Y Return | 88.01% | 42.68% |
| 3Y Return (Ann) | 20.96% | 22.09% |
| 5Y Return (Ann) | 37.35% | 13.51% |
| 10Y Return (Ann) | 19.87% | 16.41% |
| Sharpe Ratio | 2.06 | 2.94 |
| Sortino Ratio | 2.64 | 4.40 |
| Omega Ratio | 1.36 | 1.57 |
| Calmar Ratio | 2.82 | 2.89 |
| Martin Ratio | 11.13 | 13.87 |
| Ulcer Index | 8.03% | 3.09% |
| Daily Std Dev | 43.34% | 14.61% |
| Max Drawdown | -89.01% | -70.23% |
| Current Drawdown | -7.04% | 0.00% |
Fundamentals
| WSM | LMT | |
|---|---|---|
| Market Cap | $19.07B | $146.07B |
| EPS | $8.32 | $27.53 |
| PE Ratio | 18.14 | 22.26 |
| PEG Ratio | 2.18 | 5.20 |
| Total Revenue (TTM) | $7.58B | $54.19B |
| Gross Profit (TTM) | $3.50B | $6.51B |
| EBITDA (TTM) | $1.62B | $7.74B |
Correlation
The correlation between WSM and LMT is 0.16, 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.
Performance
WSM vs. LMT - Performance Comparison
In the year-to-date period, WSM achieves a 51.45% return, which is significantly higher than LMT's 37.89% return. Over the past 10 years, WSM has outperformed LMT with an annualized return of 19.87%, while LMT has yielded a comparatively lower 16.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 1.35%, less than LMT's 2.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WSM Williams-Sonoma, Inc. | 1.35% | 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 | 2.06% | 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) has a higher volatility of 7.98% compared to Lockheed Martin Corporation (LMT) at 4.82%. 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.
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