AFL vs. WSM

Last updated Jun 9, 2026

AFL (Aflac Incorporated) and WSM (Williams-Sonoma, Inc.) are both stocks. AFL operates in Insurance - Life (Financial Services), while WSM operates in Specialty Retail (Consumer Cyclical). Over the past 10 years, AFL returned 15.48%/yr vs 25.88%/yr for WSM. At a 0.27 correlation, their price movements are largely independent.

Performance

AFL vs. WSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aflac Incorporated (AFL) and Williams-Sonoma, Inc. (WSM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AFL achieves a 5.61% return, which is significantly lower than WSM's 14.19% return. Over the past 10 years, AFL has underperformed WSM with an annualized return of 15.48%, while WSM has yielded a comparatively higher 25.88% annualized return.

AFL

• 1D: -2.54%
• 1M: 2.42%
• YTD: 5.61%
• 6M: 7.77%
• 1Y: 13.52%
• 3Y*: 21.24%
• 5Y*: 17.94%
• 10Y*: 15.48%

WSM

• 1D: -1.21%
• 1M: 11.20%
• YTD: 14.19%
• 6M: 13.65%
• 1Y: 30.20%
• 3Y*: 50.28%
• 5Y*: 21.62%
• 10Y*: 25.88%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AFL vs. WSM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AFL Aflac Incorporated	5.61%	8.94%	28.08%	17.36%	26.41%	34.55%	-13.60%	18.55%	6.20%	29.02%
WSM Williams-Sonoma, Inc.	14.19%	-2.09%	86.56%	80.24%	-30.49%	68.60%	42.38%	50.07%	0.61%	10.20%

Correlation

The correlation between AFL and WSM is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.12
Correlation (3Y) Calculated over the trailing 3-year period	0.15
Correlation (5Y) Calculated over the trailing 5-year period	0.25
Correlation (10Y) Calculated over the trailing 10-year period	0.26
Correlation (All Time) Calculated using the full available price history since Mar 26, 1990	0.27

The correlation between AFL and WSM shifts across timeframes, from 0.12 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap AFL : $59.32B WSM : $24.28B
EPS AFL : $8.76 WSM : $8.93
PE Ratio AFL : 13.16 WSM : 22.68
PEG Ratio AFL : 3.41 WSM : 4.59
PS Ratio AFL : 3.35 WSM : 3.13
PB Ratio AFL : 2.64 WSM : 12.98
Total Revenue (TTM) AFL : $18.22B WSM : $7.88B
Gross Profit (TTM) AFL : $8.70B WSM : $3.63B
EBITDA (TTM) AFL : $6.67B WSM : $1.49B

Return for Risk

AFL vs. WSM — Risk / Return Rank

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

AFL

AFL Risk / Return Rank: 65
AFL Sharpe Ratio Rank: 68
AFL Sortino Ratio Rank: 61
AFL Omega Ratio Rank: 58
AFL Calmar Ratio Rank: 70
AFL Martin Ratio Rank: 71

WSM

WSM Risk / Return Rank: 67
WSM Sharpe Ratio Rank: 70
WSM Sortino Ratio Rank: 67
WSM Omega Ratio Rank: 62
WSM Calmar Ratio Rank: 67
WSM Martin Ratio Rank: 68

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AFL vs. WSM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aflac Incorporated (AFL) 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.

	AFL	WSM	Difference
Sharpe ratio: Return per unit of total volatility	0.80	0.90	-0.11
Sortino ratio: Return per unit of downside risk	1.23	1.50	-0.27
Omega ratio: Gain probability vs. loss probability	1.14	1.17	-0.02
Calmar ratio: Return relative to maximum drawdown	1.49	1.30	+0.19
Martin ratio: Return relative to average drawdown	3.70	2.96	+0.75
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AFL vs. WSM - Sharpe Ratio Comparison

The current AFL Sharpe Ratio is 0.80, which is comparable to the WSM Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of AFL and WSM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AFL	WSM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.80	0.90	-0.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.86	0.49	+0.37
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.60	0.59	+0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.34	+0.14

Drawdowns

AFL vs. WSM - Drawdown Comparison

The maximum AFL drawdown since its inception was -82.71%, smaller than the maximum WSM drawdown of -89.01%. Use the drawdown chart below to compare losses from any high point for AFL and WSM.

Drawdown Indicators

	AFL	WSM	Difference
Max Drawdown Largest peak-to-trough decline	-82.71%	-89.01%	+6.30%
Max Drawdown (1Y) Largest decline over 1 year	-9.11%	-23.27%	+14.16%
Max Drawdown (3Y) Largest decline over 3 years	-13.56%	-36.79%	+23.23%
Max Drawdown (5Y) Largest decline over 5 years	-19.86%	-51.92%	+32.06%
Max Drawdown (10Y) Largest decline over 10 years	-54.89%	-59.71%	+4.82%
Current Drawdown Current decline from peak	-2.54%	-7.87%	+5.33%
Average Drawdown Average peak-to-trough decline	-11.66%	-25.04%	+13.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.67%	10.24%	-6.57%

Volatility

AFL vs. WSM - Volatility Comparison

The current volatility for Aflac Incorporated (AFL) is 5.82%, while Williams-Sonoma, Inc. (WSM) has a volatility of 10.77%. This indicates that AFL experiences smaller price fluctuations and is considered to be less risky than WSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AFL	WSM	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.82%	10.77%	-4.95%
Volatility (6M) Calculated over the trailing 6-month period	12.24%	24.49%	-12.25%
Volatility (1Y) Calculated over the trailing 1-year period	17.08%	33.72%	-16.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.94%	44.64%	-23.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.77%	44.20%	-18.43%

Dividends

AFL vs. WSM - Dividend Comparison

AFL's dividend yield for the trailing twelve months is around 2.07%, more than WSM's 1.35% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AFL Aflac Incorporated	2.07%	2.10%	1.93%	2.04%	2.22%	2.26%	2.52%	2.04%	2.28%	1.98%	2.39%	2.64%
WSM Williams-Sonoma, Inc.	1.35%	1.43%	1.16%	1.72%	2.65%	1.43%	1.93%	2.55%	3.33%	2.98%	3.02%	2.36%

Financials

AFL vs. WSM - Profitability Comparison

The chart below illustrates the profitability comparison between Aflac Incorporated and Williams-Sonoma, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

AFL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Aflac Incorporated reported a gross profit of 2.48B and revenue of 4.32B. Therefore, the gross margin over that period was 57.5%.

WSM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Williams-Sonoma, Inc. reported a gross profit of 793.43M and revenue of 1.81B. Therefore, the gross margin over that period was 44.0%.

AFL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Aflac Incorporated reported an operating income of 1.23B and revenue of 4.32B, resulting in an operating margin of 28.4%.

WSM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Williams-Sonoma, Inc. reported an operating income of 291.69M and revenue of 1.81B, resulting in an operating margin of 16.2%.

AFL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Aflac Incorporated reported a net income of 1.02B and revenue of 4.32B, resulting in a net margin of 23.6%.

WSM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Williams-Sonoma, Inc. reported a net income of 231.36M and revenue of 1.81B, resulting in a net margin of 12.8%.

Frequently Asked Questions

Can I hold both AFL and WSM in my portfolio?

AFL and WSM have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AFL or WSM?

WSM has higher volatility (10.77%) compared to AFL (5.82%). In terms of maximum drawdown, AFL dropped -82.71% vs WSM's -89.01%.

Which has better risk-adjusted returns?

WSM currently has the higher Sharpe Ratio (0.90 vs 0.80), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.