WSM vs. UNH
Compare and contrast key facts about Williams-Sonoma, Inc. (WSM) and UnitedHealth Group Incorporated (UNH).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WSM or UNH.
Performance
WSM vs. UNH - Performance Comparison
Returns By Period
In the year-to-date period, WSM achieves a 31.62% return, which is significantly higher than UNH's 13.82% return. Over the past 10 years, WSM has underperformed UNH with an annualized return of 17.00%, while UNH has yielded a comparatively higher 21.57% annualized return.
WSM
31.62%
-13.09%
-14.91%
54.91%
31.94%
17.00%
UNH
13.82%
3.66%
13.77%
11.38%
18.83%
21.57%
Fundamentals
| WSM | UNH | |
|---|---|---|
| Market Cap | $16.31B | $575.41B |
| EPS | $8.32 | $15.38 |
| PE Ratio | 15.52 | 40.65 |
| PEG Ratio | 1.94 | 1.70 |
| Total Revenue (TTM) | $5.73B | $392.72B |
| Gross Profit (TTM) | $2.68B | $88.91B |
| EBITDA (TTM) | $1.25B | $27.22B |
Key characteristics
| WSM | UNH | |
|---|---|---|
| Sharpe Ratio | 1.49 | 0.48 |
| Sortino Ratio | 2.09 | 0.82 |
| Omega Ratio | 1.29 | 1.11 |
| Calmar Ratio | 3.09 | 0.58 |
| Martin Ratio | 6.95 | 1.54 |
| Ulcer Index | 9.29% | 7.60% |
| Daily Std Dev | 43.37% | 24.40% |
| Max Drawdown | -89.01% | -82.67% |
| Current Drawdown | -19.21% | -5.28% |
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Correlation
The correlation between WSM and UNH is 0.19, 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. UNH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Williams-Sonoma, Inc. (WSM) and UnitedHealth Group Incorporated (UNH). 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. UNH - Dividend Comparison
WSM's dividend yield for the trailing twelve months is around 1.65%, more than UNH's 1.34% 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% |
UNH UnitedHealth Group Incorporated | 1.34% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
Drawdowns
WSM vs. UNH - Drawdown Comparison
The maximum WSM drawdown since its inception was -89.01%, which is greater than UNH's maximum drawdown of -82.67%. Use the drawdown chart below to compare losses from any high point for WSM and UNH. For additional features, visit the drawdowns tool.
Volatility
WSM vs. UNH - Volatility Comparison
Williams-Sonoma, Inc. (WSM) has a higher volatility of 8.24% compared to UnitedHealth Group Incorporated (UNH) at 7.29%. This indicates that WSM's price experiences larger fluctuations and is considered to be riskier than UNH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
WSM vs. UNH - Financials Comparison
This section allows you to compare key financial metrics between Williams-Sonoma, Inc. and UnitedHealth Group Incorporated. 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