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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.


-0.50.00.51.00.2

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.

10,000.00%15,000.00%20,000.00%25,000.00%30,000.00%JulyAugustSeptemberOctoberNovemberDecember
26,496.92%
11,999.06%
WSO
TXN

Key characteristics

Sharpe Ratio

WSO:

0.67

TXN:

0.60

Sortino Ratio

WSO:

1.08

TXN:

1.03

Omega Ratio

WSO:

1.13

TXN:

1.12

Calmar Ratio

WSO:

1.26

TXN:

1.01

Martin Ratio

WSO:

2.95

TXN:

2.94

Ulcer Index

WSO:

6.34%

TXN:

5.57%

Daily Std Dev

WSO:

27.81%

TXN:

27.25%

Max Drawdown

WSO:

-79.75%

TXN:

-85.81%

Current Drawdown

WSO:

-14.85%

TXN:

-15.17%

Fundamentals

Market Cap

WSO:

$20.68B

TXN:

$171.61B

EPS

WSO:

$12.97

TXN:

$5.38

PE Ratio

WSO:

39.20

TXN:

34.97

PEG Ratio

WSO:

4.49

TXN:

3.02

Total Revenue (TTM)

WSO:

$7.47B

TXN:

$15.71B

Gross Profit (TTM)

WSO:

$1.97B

TXN:

$9.21B

EBITDA (TTM)

WSO:

$757.42M

TXN:

$7.60B

Returns By Period

In the year-to-date period, WSO achieves a 15.72% return, which is significantly higher than TXN's 12.75% return. Over the past 10 years, WSO has outperformed TXN with an annualized return of 19.98%, while TXN has yielded a comparatively lower 16.17% annualized return.


WSO

YTD

15.72%

1M

-11.33%

6M

3.70%

1Y

16.53%

5Y*

25.45%

10Y*

19.98%

TXN

YTD

12.75%

1M

-5.72%

6M

-3.17%

1Y

14.24%

5Y*

10.84%

10Y*

16.17%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

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 0.67, compared to the broader market-4.00-2.000.002.000.670.60
The chart of Sortino ratio for WSO, currently valued at 1.08, compared to the broader market-4.00-2.000.002.004.001.081.03
The chart of Omega ratio for WSO, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.12
The chart of Calmar ratio for WSO, currently valued at 1.26, compared to the broader market0.002.004.006.001.261.01
The chart of Martin ratio for WSO, currently valued at 2.95, compared to the broader market-5.000.005.0010.0015.0020.0025.002.952.94
WSO
TXN

The current WSO Sharpe Ratio is 0.67, which is comparable to the TXN Sharpe Ratio of 0.60. 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.67
0.60
WSO
TXN

Dividends

WSO vs. TXN - Dividend Comparison

WSO's dividend yield for the trailing twelve months is around 2.18%, less than TXN's 2.81% 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%
TXN
Texas Instruments Incorporated
2.81%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%2.44%

Drawdowns

WSO vs. TXN - Drawdown Comparison

The maximum WSO drawdown since its inception was -79.75%, 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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.85%
-15.17%
WSO
TXN

Volatility

WSO vs. TXN - Volatility Comparison

Watsco, Inc. (WSO) has a higher volatility of 7.37% compared to Texas Instruments Incorporated (TXN) at 5.21%. This indicates that WSO's price experiences larger fluctuations and is considered to be riskier 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%JulyAugustSeptemberOctoberNovemberDecember
7.37%
5.21%
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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