AMAT vs. WSM
AMAT (Applied Materials, Inc.) and WSM (Williams-Sonoma, Inc.) are both stocks. AMAT operates in Semiconductor Equipment & Materials (Technology), while WSM operates in Specialty Retail (Consumer Cyclical). Over the past 10 years, AMAT returned 38.86%/yr vs 27.10%/yr for WSM. At a 0.29 correlation, their price movements are largely independent.
Performance
AMAT vs. WSM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AMAT achieves a 121.28% return, which is significantly higher than WSM's 26.06% return. Over the past 10 years, AMAT has outperformed WSM with an annualized return of 38.86%, while WSM has yielded a comparatively lower 27.10% annualized return.
AMAT
- 1D
- 2.64%
- 1M
- 30.08%
- YTD
- 121.28%
- 6M
- 119.38%
- 1Y
- 234.96%
- 3Y*
- 60.05%
- 5Y*
- 34.02%
- 10Y*
- 38.86%
WSM
- 1D
- 2.19%
- 1M
- 32.55%
- YTD
- 26.06%
- 6M
- 20.02%
- 1Y
- 47.32%
- 3Y*
- 53.75%
- 5Y*
- 23.70%
- 10Y*
- 27.10%
AMAT vs. WSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMAT Applied Materials, Inc. | 121.28% | 59.60% | 1.13% | 67.97% | -37.54% | 83.64% | 43.29% | 89.86% | -34.92% | 59.86% |
WSM Williams-Sonoma, Inc. | 26.06% | -2.09% | 86.56% | 80.24% | -30.49% | 68.60% | 42.38% | 50.07% | 0.61% | 10.20% |
Correlation
The correlation between AMAT and WSM is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 1990 | 0.29 |
The correlation between AMAT and WSM shifts across timeframes, from 0.29 (1 year) to 0.43 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
AMAT:
$453.23B
WSM:
$26.80B
AMAT:
$10.61
WSM:
$8.93
AMAT:
53.45
WSM:
25.04
AMAT:
6.80
WSM:
5.06
AMAT:
15.67
WSM:
3.46
AMAT:
18.96
WSM:
14.33
AMAT:
$29.02B
WSM:
$7.88B
AMAT:
$14.21B
WSM:
$3.63B
AMAT:
$9.92B
WSM:
$1.49B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AMAT vs. WSM — Risk / Return Rank
AMAT
WSM
AMAT vs. WSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Applied Materials, Inc. (AMAT) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AMAT | WSM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.30 | ||
| Sortino ratioReturn per unit of downside risk | +2.07 | ||
| Omega ratioGain probability vs. loss probability | 1.59 | 1.23 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 10.67 | 2.01 | +8.66 |
| Martin ratioReturn relative to average drawdown | 30.41 | 4.55 | +25.86 |
Loading charts...
Drawdowns
AMAT vs. WSM - Drawdown Comparison
The maximum AMAT drawdown since its inception was -85.22%, roughly equal to the maximum WSM drawdown of -89.01%. Use the drawdown chart below to compare losses from any high point for AMAT and WSM.
Loading charts...
Drawdown Indicators
| AMAT | WSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.22% | -89.01% | +3.79% |
Max Drawdown (1Y)Largest decline over 1 year | -21.37% | -23.27% | +1.90% |
Max Drawdown (3Y)Largest decline over 3 years | -49.88% | -36.79% | -13.09% |
Max Drawdown (5Y)Largest decline over 5 years | -55.14% | -51.92% | -3.22% |
Max Drawdown (10Y)Largest decline over 10 years | -55.14% | -59.71% | +4.57% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -38.78% | -25.03% | -13.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.49% | 10.25% | -2.76% |
Volatility
AMAT vs. WSM - Volatility Comparison
Applied Materials, Inc. (AMAT) has a higher volatility of 20.52% compared to Williams-Sonoma, Inc. (WSM) at 12.02%. This indicates that AMAT'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.
Loading charts...
Volatility by Period
| AMAT | WSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.52% | 12.02% | +8.50% |
Volatility (6M)Calculated over the trailing 6-month period | 38.83% | 25.57% | +13.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.03% | 34.63% | +14.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.20% | 44.77% | -0.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.94% | 44.26% | -1.32% |
Dividends
AMAT vs. WSM - Dividend Comparison
AMAT's dividend yield for the trailing twelve months is around 0.34%, less than WSM's 1.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMAT Applied Materials, Inc. | 0.34% | 0.69% | 0.93% | 0.75% | 1.05% | 0.60% | 1.01% | 1.36% | 2.14% | 0.78% | 1.24% | 2.14% |
WSM Williams-Sonoma, Inc. | 1.23% | 1.43% | 1.16% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% |
Financials
AMAT vs. WSM - Financials Comparison
This section allows you to compare key financial metrics between Applied Materials, 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
AMAT vs. WSM - Profitability Comparison
AMAT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Applied Materials, Inc. reported a gross profit of 3.95B and revenue of 7.91B. Therefore, the gross margin over that period was 49.9%.
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%.
AMAT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Applied Materials, Inc. reported an operating income of 2.52B and revenue of 7.91B, resulting in an operating margin of 31.9%.
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%.
AMAT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Applied Materials, Inc. reported a net income of 2.81B and revenue of 7.91B, resulting in a net margin of 35.5%.
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
AMAT and WSM have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMAT has higher volatility (20.52%) compared to WSM (12.02%). In terms of maximum drawdown, AMAT dropped -85.22% vs WSM's -89.01%.
AMAT currently has the higher Sharpe Ratio (4.65 vs 1.35), 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.
Find the right allocation for AMAT and WSM
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer