WSM vs. MUSA

In the year-to-date period, WSM achieves a -17.73% return, which is significantly lower than MUSA's -1.93% return. Over the past 10 years, WSM has underperformed MUSA with an annualized return of 17.83%, while MUSA has yielded a comparatively higher 22.13% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Williams-Sonoma, Inc. (WSM) and Murphy USA Inc. (MUSA). 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 0.14, which is lower than the MUSA Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of WSM and MUSA, 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%, more than MUSA's 0.38% yield.

The maximum WSM drawdown since its inception was -89.01%, which is greater than MUSA's maximum drawdown of -33.72%. Use the drawdown chart below to compare losses from any high point for WSM and MUSA. For additional features, visit the drawdowns tool.

Williams-Sonoma, Inc. (WSM) has a higher volatility of 25.36% compared to Murphy USA Inc. (MUSA) at 9.71%. This indicates that WSM's price experiences larger fluctuations and is considered to be riskier than MUSA 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 Murphy USA Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.