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WSO vs. AVY
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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.

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WSO vs. AVY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WSO
Watsco, Inc.
8.82%-27.02%13.22%77.00%-17.74%42.09%30.57%34.99%-15.54%18.36%
AVY
Avery Dennison Corporation
-4.59%-0.73%-5.95%13.66%-15.06%41.41%20.86%48.54%-20.28%66.75%

Fundamentals

Market Cap

WSO:

$13.80B

AVY:

$13.37B

EPS

WSO:

$13.84

AVY:

$8.82

PE Ratio

WSO:

26.28

AVY:

19.58

PEG Ratio

WSO:

5.11

AVY:

6.53

PS Ratio

WSO:

1.90

AVY:

1.52

PB Ratio

WSO:

4.28

AVY:

5.96

Total Revenue (TTM)

WSO:

$7.24B

AVY:

$8.86B

Gross Profit (TTM)

WSO:

$2.06B

AVY:

$2.55B

EBITDA (TTM)

WSO:

$751.61M

AVY:

$1.34B

Returns By Period

In the year-to-date period, WSO achieves a 8.82% return, which is significantly higher than AVY's -4.59% return. Over the past 10 years, WSO has outperformed AVY with an annualized return of 14.03%, while AVY has yielded a comparatively lower 11.02% annualized return.


WSO

1D
4.26%
1M
-12.83%
YTD
8.82%
6M
-8.54%
1Y
-26.36%
3Y*
7.34%
5Y*
9.38%
10Y*
14.03%

AVY

1D
2.69%
1M
-11.62%
YTD
-4.59%
6M
7.60%
1Y
-0.89%
3Y*
0.66%
5Y*
-0.01%
10Y*
11.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

WSO vs. AVY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WSO
WSO Risk / Return Rank: 1414
Overall Rank
WSO Sharpe Ratio Rank: 99
Sharpe Ratio Rank
WSO Sortino Ratio Rank: 1212
Sortino Ratio Rank
WSO Omega Ratio Rank: 1313
Omega Ratio Rank
WSO Calmar Ratio Rank: 1818
Calmar Ratio Rank
WSO Martin Ratio Rank: 2020
Martin Ratio Rank

AVY
AVY Risk / Return Rank: 3838
Overall Rank
AVY Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
AVY Sortino Ratio Rank: 3434
Sortino Ratio Rank
AVY Omega Ratio Rank: 3333
Omega Ratio Rank
AVY Calmar Ratio Rank: 4242
Calmar Ratio Rank
AVY Martin Ratio Rank: 4343
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WSO vs. AVY - Risk-Adjusted Trends 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.


WSOAVYDifference

Sharpe ratio

Return per unit of total volatility

-0.79

-0.04

-0.76

Sortino ratio

Return per unit of downside risk

-0.98

0.14

-1.12

Omega ratio

Gain probability vs. loss probability

0.88

1.02

-0.14

Calmar ratio

Return relative to maximum drawdown

-0.70

0.02

-0.71

Martin ratio

Return relative to average drawdown

-1.15

0.05

-1.20

WSO vs. AVY - Sharpe Ratio Comparison

The current WSO Sharpe Ratio is -0.79, which is lower than the AVY Sharpe Ratio of -0.04. 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.


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Sharpe Ratios by Period


WSOAVYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.79

-0.04

-0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

-0.00

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.41

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.36

+0.11

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.


Dividends

WSO vs. AVY - Dividend Comparison

WSO's dividend yield for the trailing twelve months is around 3.30%, more than AVY's 2.18% yield.


TTM20252024202320222021202020192018201720162015
WSO
Watsco, Inc.
3.30%3.47%2.23%2.29%3.43%2.44%3.06%3.55%4.02%2.71%2.43%2.39%
AVY
Avery Dennison Corporation
2.18%2.03%1.84%1.57%1.62%1.23%1.52%1.73%2.24%1.53%2.28%2.33%

Drawdowns

WSO vs. AVY - Drawdown Comparison

The maximum WSO drawdown since its inception was -64.30%, smaller than the maximum AVY drawdown of -73.03%. Use the drawdown chart below to compare losses from any high point for WSO and AVY.


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Drawdown Indicators


WSOAVYDifference

Max Drawdown

Largest peak-to-trough decline

-64.30%

-73.03%

+8.73%

Max Drawdown (1Y)

Largest decline over 1 year

-36.57%

-17.97%

-18.60%

Max Drawdown (5Y)

Largest decline over 5 years

-41.62%

-31.80%

-9.82%

Max Drawdown (10Y)

Largest decline over 10 years

-41.62%

-43.52%

+1.90%

Current Drawdown

Current decline from peak

-33.83%

-22.13%

-11.70%

Average Drawdown

Average peak-to-trough decline

-18.02%

-16.74%

-1.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.10%

6.95%

+15.15%

Volatility

WSO vs. AVY - Volatility Comparison

Watsco, Inc. (WSO) has a higher volatility of 11.77% compared to Avery Dennison Corporation (AVY) at 7.80%. 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.


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Volatility by Period


WSOAVYDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.77%

7.80%

+3.97%

Volatility (6M)

Calculated over the trailing 6-month period

23.57%

17.73%

+5.84%

Volatility (1Y)

Calculated over the trailing 1-year period

33.39%

25.11%

+8.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.78%

24.49%

+5.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.51%

26.94%

+0.57%

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


1.20B1.40B1.60B1.80B2.00B2.20B2.40BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
1.58B
2.27B
(WSO) Total Revenue
(AVY) Total Revenue
Values in USD except per share items

WSO vs. AVY - Profitability Comparison

The chart below illustrates the profitability comparison between Watsco, Inc. and Avery Dennison Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

25.0%26.0%27.0%28.0%29.0%30.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
27.1%
28.7%
Portfolio components
WSO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Watsco, Inc. reported a gross profit of 428.44M and revenue of 1.58B. Therefore, the gross margin over that period was 27.1%.

AVY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Avery Dennison Corporation reported a gross profit of 650.70M and revenue of 2.27B. Therefore, the gross margin over that period was 28.7%.

WSO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Watsco, Inc. reported an operating income of 101.53M and revenue of 1.58B, resulting in an operating margin of 6.4%.

AVY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Avery Dennison Corporation reported an operating income of 281.50M and revenue of 2.27B, resulting in an operating margin of 12.4%.

WSO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Watsco, Inc. reported a net income of 71.75M and revenue of 1.58B, resulting in a net margin of 4.5%.

AVY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Avery Dennison Corporation reported a net income of 166.40M and revenue of 2.27B, resulting in a net margin of 7.3%.