YELP vs. WSM
Compare and contrast key facts about Yelp Inc. (YELP) and Williams-Sonoma, Inc. (WSM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: YELP or WSM.
Performance
YELP vs. WSM - Performance Comparison
Returns By Period
In the year-to-date period, YELP achieves a -24.06% return, which is significantly lower than WSM's 31.62% return. Over the past 10 years, YELP has underperformed WSM with an annualized return of -4.59%, while WSM has yielded a comparatively higher 17.00% annualized return.
YELP
-24.06%
3.30%
-3.49%
-19.48%
0.76%
-4.59%
WSM
31.62%
-13.09%
-14.91%
54.91%
31.94%
17.00%
Fundamentals
| YELP | WSM | |
|---|---|---|
| Market Cap | $2.56B | $16.31B |
| EPS | $1.64 | $8.32 |
| PE Ratio | 23.30 | 15.52 |
| PEG Ratio | 0.40 | 1.94 |
| Total Revenue (TTM) | $1.39B | $5.73B |
| Gross Profit (TTM) | $1.26B | $2.68B |
| EBITDA (TTM) | $190.76M | $1.25B |
Key characteristics
| YELP | WSM | |
|---|---|---|
| Sharpe Ratio | -0.71 | 1.49 |
| Sortino Ratio | -0.79 | 2.09 |
| Omega Ratio | 0.89 | 1.29 |
| Calmar Ratio | -0.30 | 3.09 |
| Martin Ratio | -0.92 | 6.95 |
| Ulcer Index | 21.97% | 9.29% |
| Daily Std Dev | 28.46% | 43.37% |
| Max Drawdown | -85.25% | -89.01% |
| Current Drawdown | -63.33% | -19.21% |
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Correlation
The correlation between YELP and WSM is 0.30, 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.
Risk-Adjusted Performance
YELP vs. WSM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Yelp Inc. (YELP) and Williams-Sonoma, Inc. (WSM). 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.
Dividends
YELP vs. WSM - Dividend Comparison
YELP has not paid dividends to shareholders, while WSM's dividend yield for the trailing twelve months is around 1.65%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
YELP Yelp Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WSM Williams-Sonoma, Inc. | 1.65% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% | 1.72% | 1.97% |
Drawdowns
YELP vs. WSM - Drawdown Comparison
The maximum YELP drawdown since its inception was -85.25%, roughly equal to the maximum WSM drawdown of -89.01%. Use the drawdown chart below to compare losses from any high point for YELP and WSM. For additional features, visit the drawdowns tool.
Volatility
YELP vs. WSM - Volatility Comparison
Yelp Inc. (YELP) has a higher volatility of 9.40% compared to Williams-Sonoma, Inc. (WSM) at 8.24%. This indicates that YELP's price experiences larger fluctuations and is considered to be riskier than WSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
YELP vs. WSM - Financials Comparison
This section allows you to compare key financial metrics between Yelp Inc. and Williams-Sonoma, 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.
Total Revenue: Total amount of money received from sales and other business activities