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WSO vs. AVY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WSO and AVY is 0.29, 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.


-0.50.00.51.00.3

Performance

WSO vs. AVY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Watsco, Inc. (WSO) and Avery Dennison Corporation (AVY). The values are adjusted to include any dividend payments, if applicable.

10,000.00%15,000.00%20,000.00%25,000.00%30,000.00%JulyAugustSeptemberOctoberNovemberDecember
25,229.74%
6,733.39%
WSO
AVY

Key characteristics

Sharpe Ratio

WSO:

0.67

AVY:

-0.28

Sortino Ratio

WSO:

1.08

AVY:

-0.27

Omega Ratio

WSO:

1.13

AVY:

0.97

Calmar Ratio

WSO:

1.26

AVY:

-0.27

Martin Ratio

WSO:

2.95

AVY:

-0.80

Ulcer Index

WSO:

6.34%

AVY:

6.17%

Daily Std Dev

WSO:

27.81%

AVY:

17.60%

Max Drawdown

WSO:

-79.75%

AVY:

-73.03%

Current Drawdown

WSO:

-14.85%

AVY:

-17.35%

Fundamentals

Market Cap

WSO:

$20.68B

AVY:

$15.38B

EPS

WSO:

$12.97

AVY:

$8.32

PE Ratio

WSO:

39.20

AVY:

23.01

PEG Ratio

WSO:

4.49

AVY:

1.16

Total Revenue (TTM)

WSO:

$7.47B

AVY:

$8.68B

Gross Profit (TTM)

WSO:

$1.97B

AVY:

$2.52B

EBITDA (TTM)

WSO:

$757.42M

AVY:

$1.40B

Returns By Period

In the year-to-date period, WSO achieves a 15.72% return, which is significantly higher than AVY's -5.44% return. Over the past 10 years, WSO has outperformed AVY with an annualized return of 19.98%, while AVY has yielded a comparatively lower 15.85% annualized return.


WSO

YTD

15.72%

1M

-11.33%

6M

3.70%

1Y

16.53%

5Y*

25.45%

10Y*

19.98%

AVY

YTD

-5.44%

1M

-4.40%

6M

-16.41%

1Y

-5.70%

5Y*

9.14%

10Y*

15.85%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

WSO vs. AVY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Watsco, Inc. (WSO) and Avery Dennison Corporation (AVY). 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.


Sharpe ratio
The chart of Sharpe ratio for WSO, currently valued at 0.67, compared to the broader market-4.00-2.000.002.000.67-0.28
The chart of Sortino ratio for WSO, currently valued at 1.08, compared to the broader market-4.00-2.000.002.004.001.08-0.27
The chart of Omega ratio for WSO, currently valued at 1.13, compared to the broader market0.501.001.502.001.130.97
The chart of Calmar ratio for WSO, currently valued at 1.26, compared to the broader market0.002.004.006.001.26-0.27
The chart of Martin ratio for WSO, currently valued at 2.95, compared to the broader market-5.000.005.0010.0015.0020.0025.002.95-0.80
WSO
AVY

The current WSO Sharpe Ratio is 0.67, which is higher than the AVY Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of WSO and AVY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.67
-0.28
WSO
AVY

Dividends

WSO vs. AVY - Dividend Comparison

WSO's dividend yield for the trailing twelve months is around 2.18%, more than AVY's 1.83% yield.


TTM20232022202120202019201820172016201520142013
WSO
Watsco, Inc.
2.18%2.29%3.43%2.44%3.06%3.55%4.02%2.71%2.43%2.39%1.87%1.20%
AVY
Avery Dennison Corporation
1.83%1.57%1.62%1.23%1.52%1.73%2.24%1.53%2.28%2.33%2.58%2.27%

Drawdowns

WSO vs. AVY - Drawdown Comparison

The maximum WSO drawdown since its inception was -79.75%, which is greater than AVY's maximum drawdown of -73.03%. Use the drawdown chart below to compare losses from any high point for WSO and AVY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.85%
-17.35%
WSO
AVY

Volatility

WSO vs. AVY - Volatility Comparison

Watsco, Inc. (WSO) has a higher volatility of 7.37% compared to Avery Dennison Corporation (AVY) at 5.52%. This indicates that WSO's price experiences larger fluctuations and is considered to be riskier than AVY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
7.37%
5.52%
WSO
AVY

Financials

WSO vs. AVY - Financials Comparison

This section allows you to compare key financial metrics between Watsco, Inc. and Avery Dennison 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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