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

Correlation

The correlation between WSO and TXN is 0.25, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

WSO vs. TXN - Performance Comparison

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

0.00%20,000.00%40,000.00%60,000.00%80,000.00%100,000.00%120,000.00%NovemberDecember2025FebruaryMarchApril
101,697.27%
9,912.57%
WSO
TXN

Key characteristics

Sharpe Ratio

WSO:

0.45

TXN:

-0.27

Sortino Ratio

WSO:

0.86

TXN:

-0.16

Omega Ratio

WSO:

1.10

TXN:

0.98

Calmar Ratio

WSO:

0.71

TXN:

-0.28

Martin Ratio

WSO:

1.48

TXN:

-0.90

Ulcer Index

WSO:

8.88%

TXN:

9.57%

Daily Std Dev

WSO:

29.52%

TXN:

32.08%

Max Drawdown

WSO:

-64.38%

TXN:

-85.81%

Current Drawdown

WSO:

-15.49%

TXN:

-30.77%

Fundamentals

Market Cap

WSO:

$19.48B

TXN:

$137.75B

EPS

WSO:

$13.29

TXN:

$5.21

PE Ratio

WSO:

35.97

TXN:

29.06

PEG Ratio

WSO:

3.45

TXN:

1.59

Total Revenue (TTM)

WSO:

$6.05B

TXN:

$11.98B

Gross Profit (TTM)

WSO:

$1.60B

TXN:

$7.00B

EBITDA (TTM)

WSO:

$659.33M

TXN:

$5.77B

Returns By Period

In the year-to-date period, WSO achieves a 1.43% return, which is significantly higher than TXN's -18.67% return. Over the past 10 years, WSO has outperformed TXN with an annualized return of 18.01%, while TXN has yielded a comparatively lower 13.33% annualized return.


WSO

YTD

1.43%

1M

-4.71%

6M

0.55%

1Y

13.17%

5Y*

30.41%

10Y*

18.01%

TXN

YTD

-18.67%

1M

-22.59%

6M

-24.27%

1Y

-7.66%

5Y*

11.75%

10Y*

13.33%

*Annualized

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. TXN — Risk-Adjusted Performance Rank

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

WSO
The Risk-Adjusted Performance Rank of WSO is 7070
Overall Rank
The Sharpe Ratio Rank of WSO is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of WSO is 6565
Sortino Ratio Rank
The Omega Ratio Rank of WSO is 6363
Omega Ratio Rank
The Calmar Ratio Rank of WSO is 8181
Calmar Ratio Rank
The Martin Ratio Rank of WSO is 7171
Martin Ratio Rank

TXN
The Risk-Adjusted Performance Rank of TXN is 3737
Overall Rank
The Sharpe Ratio Rank of TXN is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of TXN is 3636
Sortino Ratio Rank
The Omega Ratio Rank of TXN is 3737
Omega Ratio Rank
The Calmar Ratio Rank of TXN is 3737
Calmar Ratio Rank
The Martin Ratio Rank of TXN is 3535
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WSO vs. TXN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Watsco, Inc. (WSO) and Texas Instruments Incorporated (TXN). 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 0.45, compared to the broader market-2.00-1.000.001.002.00
WSO: 0.45
TXN: -0.27
The chart of Sortino ratio for WSO, currently valued at 0.86, compared to the broader market-6.00-4.00-2.000.002.004.00
WSO: 0.86
TXN: -0.16
The chart of Omega ratio for WSO, currently valued at 1.10, compared to the broader market0.501.001.502.00
WSO: 1.10
TXN: 0.98
The chart of Calmar ratio for WSO, currently valued at 0.71, compared to the broader market0.001.002.003.004.00
WSO: 0.71
TXN: -0.28
The chart of Martin ratio for WSO, currently valued at 1.48, compared to the broader market-10.000.0010.0020.00
WSO: 1.48
TXN: -0.90

The current WSO Sharpe Ratio is 0.45, which is higher than the TXN Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of WSO and TXN, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.45
-0.27
WSO
TXN

Dividends

WSO vs. TXN - Dividend Comparison

WSO's dividend yield for the trailing twelve months is around 2.26%, less than TXN's 3.51% yield.


TTM20242023202220212020201920182017201620152014
WSO
Watsco, Inc.
2.26%2.23%2.29%3.43%2.44%3.06%3.55%4.02%2.71%2.43%2.39%1.87%
TXN
Texas Instruments Incorporated
3.51%2.81%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%

Drawdowns

WSO vs. TXN - Drawdown Comparison

The maximum WSO drawdown since its inception was -64.38%, smaller than the maximum TXN drawdown of -85.81%. Use the drawdown chart below to compare losses from any high point for WSO and TXN. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.49%
-30.77%
WSO
TXN

Volatility

WSO vs. TXN - Volatility Comparison

The current volatility for Watsco, Inc. (WSO) is 11.09%, while Texas Instruments Incorporated (TXN) has a volatility of 13.73%. This indicates that WSO experiences smaller price fluctuations and is considered to be less risky than TXN 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%14.00%NovemberDecember2025FebruaryMarchApril
11.09%
13.73%
WSO
TXN

Financials

WSO vs. TXN - Financials Comparison

This section allows you to compare key financial metrics between Watsco, Inc. and Texas Instruments 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.


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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