The Williams Companies, Inc. (WMB)

New York Stock Exchange
USD
US9694571004
31 December 1981  –  25 January 2022

Performance

Annualized Return
8.68%
Sharpe Ratio
0.41
Maximum Drawdown
-98.03%

Metrics

Metric The Williams Companies, Inc.
Initial Balance $10,000
Final Balance $281,656
Returns
Month-To-Date 11.25%
Year-To-Date 11.25%
3M 2.67%
6M 18.95%
Annual Return (1Y) 42.96%
Annual Return (3Y) 10.37%
Annual Return (5Y) 6.42%
Annual Return (10Y) 6.01%
Annual Return (All) 8.68%
Enh Ann Return 15.97%
Best Year 265.92%
Worst Year -89.01%
Risk
Annual Volatility 46.91%
Max Drawdown -98.03%
Sharpe Ratio 0.41
Sortino Ratio 0.62
Adjusted Sortino (S/√2) 0.44
Ulcer Index 0.37
Gain to Pain Ratio 0.09

  • Initial balance: The amount of starting capital used to invest in the asset or portfolio. In this case, we're starting with a $10,000 investment on December 1981.
  • Final balance: The amount of capital we've accrued over time as of January 2022.
  • Annual return: Also known as annualized return, or CAGR (Compound Annual Growth Rate), measures how much an investment has increased on average each year, during a specific time period. The time period in this case is approximately 40 year(s). Even a small difference in return can have a big impact on the final balance over a long period of time.
  • Annual volatility: Basically indicates how much, in percentage points, the investment can deviate from its annual return, under most circumstances. An investment with an annual return of 5% and an annual volatility of 10% would indicate returns from approximately -5% to 15% most of the time. A lower volatility is usually preferred to ensure more steady returns over time.
  • Best year: The best performance attained over its lifetime in a given year.
  • Worst year: The worst performance undergone over its lifetime in a given year.
  • Max drawdown: The largest percentage drop from a peak to a trough of an asset or portfolio, before a new peak is attained. Maximum drawdown is an indicator of downside risk over a specified time period.
  • Sharpe Ratio: The Sharpe ratio measures the performance of an investment compared to a risk-free asset, after adjusting for its risk. A Sharpe Ratio above 1 is considered good.
  • Sortino Ratio: The Sortino Ratio is a variation of the Sharpe ratio that only penalizes the investment for negative volatility/outcomes, and not for positive volatility. A Sortino Ratio above 1 is considered good.
  • Adjusted Sortino Ratio: Sortino Ratio/√2. To allow for comparing the Sortino ratio to the Sharpe ratio, we multiply the risk measure of the Sortino ratio by the square root of 2 (which is the same as dividing the Sortino ratio by the square root of 2).
  • Ulcer Index: The Ulcer Index (UI) is a technical indicator that measures downside risk in terms of both the depth and duration of price declines.
  • Gain to Pain Ratio: The sum of all returns divided by the absolute value of the sum of all negative returns. In essence, the GPR shows the ratio of net returns to the losses incurred in getting those returns.

Chart

Table

Year The Williams Companies, Inc.
1981 0%
1982 -37.89%
1983 62.47%
1984 7.71%
1985 -0%
1986 -21.85%
1987 2.16%
1988 36.9%
1989 31.75%
1990 -29.69%
1991 54.72%
1992 6.98%
1993 28.05%
1994 6.25%
1995 80.2%
1996 31.78%
1997 55.54%
1998 11.67%
1999 -0.8%
2000 32.96%
2001 -29.06%
2002 -89.01%
2003 265.92%
2004 66.89%
2005 43.97%
2006 14.41%
2007 38.7%
2008 -58.85%
2009 49.79%
2010 20.06%
2011 37.15%
2012 25.93%
2013 22.79%
2014 21.42%
2015 -39.22%
2016 31.37%
2017 2.04%
2018 -23.88%
2019 14.21%
2020 -7.6%
2021 38.43%
2022 11.25%

The Williams Companies, Inc. had 30 positive years and 10 negative years. That's a positive ratio of 75%.

Table

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
1981 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1982 3.7% -18.1% -15.1% 1.3% -19.4% -4.6% -8.1% 9.7% 7.2% 7.5% 1.4% -6.2% -37.1%
1983 19.1% 1.2% 9.2% 10.1% 2.5% -2% 1% 17.5% -6.4% -2.7% 0.9% 2.3% 53.8%
1984 -0% -3.6% 5.1% 1.4% -11% 4% -6.2% 22.8% -0% 1.2% -8.1% 5.8% 11.2%
1985 -2.5% -3.9% 7.6% -8.3% 12.7% -8.1% -1.8% 10.2% -8.5% 7.5% -3.3% 1.3% 4.8%
1986 -18.5% 2.1% -5.1% 0.5% 0% -0.5% -20.2% 10.7% -10.8% 1.4% 34% -7.4% -17.2%
1987 26.3% 5.5% 3.2% -1.9% 4% 5.4% 2.6% -5% 4.9% -23.1% -19.5% 9.3% 11.7%
1988 4.3% 14.2% -0% 15.9% -3.6% 2.9% -3.6% -3% 12.6% 5% -7.3% -2.4% 36%
1989 9.4% -4.2% -4.7% 4.1% 15.9% 3.8% 6.7% 8.2% -2.3% -3.6% -3.1% 0% 30.8%
1990 -13.3% -6.4% 4% -7% 7.8% -6.3% -4.2% -10% 2% 8.2% -0.1% -6.8% -29.9%
1991 1.5% 19.9% 2% 7.5% 3.6% -9.3% 5.1% 1.8% 6.3% 0.3% -2.9% 11.2% 46.9%
1992 -6.8% 8.8% -7.1% -14.7% -0.4% -3.3% 12.9% 2.3% 5.6% 9.3% 3.3% 0.3% 10.5%
1993 5.1% 6.4% 10.9% -0.2% 2.3% 12% 3.4% 5.8% 5.7% -5.6% -7.9% -10.1% 29.1%
1994 7.2% -4.9% -2.6% 7.3% 10% 1.8% 13.6% -3.6% -3.6% -3.3% -1.8% -11.1% 11.6%
1995 7.5% 7.5% 6.5% 7.4% 4.3% 2.6% 6.1% 0.1% 6.1% -1% 9.4% 4.5% 61.3%
1996 7.4% 1.5% 6% 1.5% -1% -1.5% -7.6% 9.8% 2.2% 2.5% 7.4% 0.9% 30.2%
1997 6.7% 9.7% 2.3% -1.4% 0.9% -0.8% 4.6% 2.6% 0.3% 8.8% 4.9% 7.3% 47.5%
1998 -0% 15.1% -2% -0.6% 2% 4.5% -4.8% -28% 25% -4.8% 5.2% 8.9% 18.1%
1999 5.8% 12.1% 5.7% 19.6% 9.7% -17.4% -1.2% -1.3% -8.8% -0.3% -10% -8.6% 8.2%
2000 24.9% 9.9% 5.4% -14.7% 10.8% 0.7% 0.6% 10.2% -8.3% -1% -15.4% 13.4% 40.5%
2001 -2% 6.6% 3.1% 6.9% -6.6% -16% 1.7% -2.3% -16.1% 5.8% -7.4% -3.7% -25%
2002 -30.7% -12.6% 53.9% -18.9% -25.7% -56.9% -50.8% 9.5% -29.8% -16.8% 43.1% 0.8% -71.2%
2003 20% 17.6% 20.5% 51.7% 13.8% -0% -19.6% 43.9% 3.2% 8.3% -8% 4.8% 152.4%
2004 3.3% -6.6% 1.2% 7.6% 15.6% 0% 2.1% -2.1% 1.8% 3.4% 33.3% -2% 56%
2005 3.2% 12% 0.2% -9.5% 8.2% 3.5% 11.8% 6% 11.6% -11% -3.6% 8.1% 41.9%
2006 2.9% -9.5% -0.5% 2.5% 3.1% 3.8% 3.8% 1.9% -3.1% 2.3% 13.6% -5.6% 17%
2007 3.3% -0.1% 5.9% 3.7% 8% -0.4% 2% -3.6% 9.9% 7.1% -4.9% 3.4% 36%
2008 -10.6% 12.7% -8.2% 7.6% 7.2% 6.3% -20.5% -3.3% -23.4% -11.3% -22.7% -10.1% -62%
2009 -2.3% -20.1% 1.7% 23.9% 19% -6.4% 6.9% -0.9% 8.7% 5.5% 5.5% 6.6% 53.7%
2010 -1.1% 3.4% 7.8% 2.2% -16.3% -6.8% 6.2% -6% 5.4% 12.6% 6% 9% 23.7%
2011 9.2% 12.5% 3.1% 6.4% -5.4% -3% 4.8% -14.2% -9.8% 23.7% 7.2% 3.1% 39.1%
2012 6.7% 3.7% 4% 10.5% -10.3% -4.6% 10.3% 2.5% 8.4% 0.1% -6.1% 0.7% 25.7%
2013 7.1% -1% 9% 1.8% -7.7% -6.8% 5.2% 6.1% 1.4% -1.8% -1.4% 10.7% 22.7%
2014 5% 2% -0.8% 3.9% 11.4% 25.1% -2.7% 5% -6% 0.3% -6.8% -12.1% 23.7%
2015 -2.4% 11.8% 4.5% 1.2% -0.2% 13.7% -8.6% -8.2% -22.4% 7% -7.3% -28.2% -37.1%
2016 -24.9% -17.2% 4.5% 20.7% 14.3% 0.4% 10.8% 16.6% 10.7% -5% 5.1% 2.1% 60.6%
2017 -7.4% -1.7% 5.5% 3.5% -6.6% 7% 5% -6.5% 2% -5% 1.9% 6.1% 4.4%
2018 3% -11.6% -9.3% 3.5% 4.4% 2.2% 9.7% -0.5% -7% -10.5% 4.1% -11.7% -24.2%
2019 22.1% -0.9% 9.1% -1.4% -6.9% 7.8% -12.1% -4.2% 3.5% -7.3% 1.8% 6.2% 15.4%
2020 -12.8% -7.9% -23.5% 36.9% 5.5% -4.9% 0.6% 8.5% -3.5% -2.3% 9.3% -2.7% 12.9%
2021 5.9% 7.6% 5.5% 2.8% 8.1% 2.3% -5.6% -1.4% 6.8% 8.3% -4.6% -1.3% 35.1%
2022 11.3% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 10.9%
Pos 63.4% 57.5% 70% 72.5% 64.1% 50% 60% 55% 57.5% 55% 47.5% 59% 80.5%
Avg 2.3% 1.8% 3.2% 4.9% 2.1% -1.2% -1% 2.7% -0.5% 0.5% 1.1% -0.1% 19%

Drawdown Periods

Simply said, a drawdown is the "pain" period experienced by an investor between a peak (new highs) and subsequent valley (a low point before moving higher). In the table below are the fifth largest drawdowns encountered for the portfolio/asset in question.

The Williams Companies, Inc.

start valley end Drawdown days
1999-06-09 2002-07-25 2012-03-20 -98.03% 4668
2015-06-23 2016-02-08 - -80.99% 2408
1982-02-04 1982-08-13 1983-08-26 -55.33% 568
1985-10-21 1986-08-01 1987-03-17 -46% 512
1989-10-10 1990-08-23 1992-02-12 -45.6% 855

The The Williams Companies, Inc. took approximately 60 months on average to recover from a major drawdown.

Underwater plot

The underwater plot shows you the drawdown periods on a chart. Whereas the performance chart usually gives you a positive viewpoint, the underwater plot gives you a pessimistic viewpoint. It helps you to visualize downtrends that occurred and how long it took for the portfolio's value to rebound to hit a new high after suffering a loss.

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