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

Correlation

The correlation between WSO and WING is 0.56, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

WSO vs. WING - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Watsco, Inc. (WSO) and Wingstop Inc. (WING). 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%NovemberDecember2025FebruaryMarchApril
400.41%
938.42%
WSO
WING

Key characteristics

Sharpe Ratio

WSO:

0.39

WING:

-0.80

Sortino Ratio

WSO:

0.77

WING:

-0.94

Omega Ratio

WSO:

1.10

WING:

0.87

Calmar Ratio

WSO:

0.62

WING:

-0.73

Martin Ratio

WSO:

1.36

WING:

-1.42

Ulcer Index

WSO:

9.37%

WING:

26.46%

Daily Std Dev

WSO:

31.76%

WING:

47.01%

Max Drawdown

WSO:

-64.38%

WING:

-61.13%

Current Drawdown

WSO:

-18.90%

WING:

-46.85%

Fundamentals

Market Cap

WSO:

$18.61B

WING:

$6.34B

EPS

WSO:

$12.95

WING:

$3.70

PE Ratio

WSO:

35.22

WING:

61.43

PEG Ratio

WSO:

3.32

WING:

2.89

PS Ratio

WSO:

2.45

WING:

10.13

PB Ratio

WSO:

6.91

WING:

0.00

Total Revenue (TTM)

WSO:

$7.58B

WING:

$480.02M

Gross Profit (TTM)

WSO:

$2.03B

WING:

$282.93M

EBITDA (TTM)

WSO:

$771.52M

WING:

$141.52M

Returns By Period

In the year-to-date period, WSO achieves a -2.66% return, which is significantly higher than WING's -19.92% return.


WSO

YTD

-2.66%

1M

-10.75%

6M

-3.07%

1Y

5.22%

5Y*

26.64%

10Y*

17.61%

WING

YTD

-19.92%

1M

-0.87%

6M

-36.80%

1Y

-40.39%

5Y*

17.22%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

WSO vs. WING — 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 6767
Overall Rank
The Sharpe Ratio Rank of WSO is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of WSO is 6060
Sortino Ratio Rank
The Omega Ratio Rank of WSO is 6060
Omega Ratio Rank
The Calmar Ratio Rank of WSO is 7777
Calmar Ratio Rank
The Martin Ratio Rank of WSO is 6868
Martin Ratio Rank

WING
The Risk-Adjusted Performance Rank of WING is 1111
Overall Rank
The Sharpe Ratio Rank of WING is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of WING is 1414
Sortino Ratio Rank
The Omega Ratio Rank of WING is 1313
Omega Ratio Rank
The Calmar Ratio Rank of WING is 88
Calmar Ratio Rank
The Martin Ratio Rank of WING is 1111
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. WING - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Watsco, Inc. (WSO) and Wingstop Inc. (WING). 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.


The chart of Sharpe ratio for WSO, currently valued at 0.39, compared to the broader market-2.00-1.000.001.002.003.00
WSO: 0.39
WING: -0.80
The chart of Sortino ratio for WSO, currently valued at 0.77, compared to the broader market-6.00-4.00-2.000.002.004.00
WSO: 0.77
WING: -0.94
The chart of Omega ratio for WSO, currently valued at 1.10, compared to the broader market0.501.001.502.00
WSO: 1.10
WING: 0.87
The chart of Calmar ratio for WSO, currently valued at 0.62, compared to the broader market0.001.002.003.004.005.00
WSO: 0.62
WING: -0.73
The chart of Martin ratio for WSO, currently valued at 1.36, compared to the broader market-5.000.005.0010.0015.0020.00
WSO: 1.36
WING: -1.42

The current WSO Sharpe Ratio is 0.39, which is higher than the WING Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of WSO and WING, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.39
-0.80
WSO
WING

Dividends

WSO vs. WING - Dividend Comparison

WSO's dividend yield for the trailing twelve months is around 2.43%, more than WING's 0.45% yield.


TTM20242023202220212020201920182017201620152014
WSO
Watsco, Inc.
2.43%2.23%2.29%3.43%2.44%3.06%3.55%4.02%2.71%2.43%2.39%1.87%
WING
Wingstop Inc.
0.45%0.34%0.32%3.43%0.36%4.04%0.46%10.19%0.36%9.80%0.00%0.00%

Drawdowns

WSO vs. WING - Drawdown Comparison

The maximum WSO drawdown since its inception was -64.38%, which is greater than WING's maximum drawdown of -61.13%. Use the drawdown chart below to compare losses from any high point for WSO and WING. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.90%
-46.85%
WSO
WING

Volatility

WSO vs. WING - Volatility Comparison

Watsco, Inc. (WSO) and Wingstop Inc. (WING) have volatilities of 16.99% and 17.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
16.99%
17.19%
WSO
WING

Financials

WSO vs. WING - Financials Comparison

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