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

Correlation

The correlation between WSO and BLD is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

WSO vs. BLD - Performance Comparison

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

400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%JulyAugustSeptemberOctoberNovemberDecember
426.04%
1,049.19%
WSO
BLD

Key characteristics

Sharpe Ratio

WSO:

0.67

BLD:

-0.40

Sortino Ratio

WSO:

1.08

BLD:

-0.34

Omega Ratio

WSO:

1.13

BLD:

0.96

Calmar Ratio

WSO:

1.26

BLD:

-0.44

Martin Ratio

WSO:

2.95

BLD:

-1.08

Ulcer Index

WSO:

6.34%

BLD:

14.58%

Daily Std Dev

WSO:

27.81%

BLD:

39.53%

Max Drawdown

WSO:

-79.75%

BLD:

-52.26%

Current Drawdown

WSO:

-14.85%

BLD:

-35.24%

Fundamentals

Market Cap

WSO:

$20.68B

BLD:

$10.03B

EPS

WSO:

$12.97

BLD:

$19.79

PE Ratio

WSO:

39.20

BLD:

17.18

PEG Ratio

WSO:

4.49

BLD:

0.00

Total Revenue (TTM)

WSO:

$7.47B

BLD:

$5.30B

Gross Profit (TTM)

WSO:

$1.97B

BLD:

$1.62B

EBITDA (TTM)

WSO:

$757.42M

BLD:

$1.03B

Returns By Period

In the year-to-date period, WSO achieves a 15.72% return, which is significantly higher than BLD's -17.10% return.


WSO

YTD

15.72%

1M

-11.33%

6M

3.70%

1Y

16.53%

5Y*

25.45%

10Y*

19.98%

BLD

YTD

-17.10%

1M

-11.63%

6M

-20.11%

1Y

-17.32%

5Y*

24.71%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

WSO vs. BLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Watsco, Inc. (WSO) and TopBuild Corp. (BLD). 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-4.00-2.000.002.000.67-0.40
The chart of Sortino ratio for WSO, currently valued at 1.08, compared to the broader market-4.00-2.000.002.004.001.08-0.34
The chart of Omega ratio for WSO, currently valued at 1.13, compared to the broader market0.501.001.502.001.130.96
The chart of Calmar ratio for WSO, currently valued at 1.26, compared to the broader market0.002.004.006.001.26-0.44
The chart of Martin ratio for WSO, currently valued at 2.95, compared to the broader market-5.000.005.0010.0015.0020.0025.002.95-1.08
WSO
BLD

The current WSO Sharpe Ratio is 0.67, which is higher than the BLD Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of WSO and BLD, 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 Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.67
-0.40
WSO
BLD

Dividends

WSO vs. BLD - Dividend Comparison

WSO's dividend yield for the trailing twelve months is around 2.18%, while BLD has not paid dividends to shareholders.


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%
BLD
TopBuild Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

WSO vs. BLD - Drawdown Comparison

The maximum WSO drawdown since its inception was -79.75%, which is greater than BLD's maximum drawdown of -52.26%. Use the drawdown chart below to compare losses from any high point for WSO and BLD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.85%
-35.24%
WSO
BLD

Volatility

WSO vs. BLD - Volatility Comparison

The current volatility for Watsco, Inc. (WSO) is 7.37%, while TopBuild Corp. (BLD) has a volatility of 14.61%. This indicates that WSO experiences smaller price fluctuations and is considered to be less risky than BLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
7.37%
14.61%
WSO
BLD

Financials

WSO vs. BLD - Financials Comparison

This section allows you to compare key financial metrics between Watsco, Inc. and TopBuild Corp.. 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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