AYI vs. WSM
AYI (Acuity Brands, Inc.) and WSM (Williams-Sonoma, Inc.) are both stocks. AYI operates in Electrical Equipment & Parts (Industrials), while WSM operates in Specialty Retail (Consumer Cyclical). Over the past 10 years, AYI returned 3.02%/yr vs 26.98%/yr for WSM. At a 0.41 correlation, their price movements are largely independent.
Performance
AYI vs. WSM - Performance Comparison
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Returns By Period
In the year-to-date period, AYI achieves a -10.54% return, which is significantly lower than WSM's 27.49% return. Over the past 10 years, AYI has underperformed WSM with an annualized return of 3.02%, while WSM has yielded a comparatively higher 26.98% annualized return.
AYI
- 1D
- 1.28%
- 1M
- 11.85%
- YTD
- -10.54%
- 6M
- -12.44%
- 1Y
- 18.08%
- 3Y*
- 26.45%
- 5Y*
- 11.25%
- 10Y*
- 3.02%
WSM
- 1D
- -0.38%
- 1M
- 17.43%
- YTD
- 27.49%
- 6M
- 19.15%
- 1Y
- 44.40%
- 3Y*
- 58.20%
- 5Y*
- 25.80%
- 10Y*
- 26.98%
AYI vs. WSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AYI Acuity Brands, Inc. | -10.54% | 23.53% | 42.95% | 24.06% | -21.55% | 75.42% | -11.79% | 20.54% | -34.44% | -23.55% |
WSM Williams-Sonoma, Inc. | 27.49% | -2.09% | 86.56% | 80.24% | -30.49% | 68.60% | 42.38% | 50.07% | 0.61% | 10.20% |
Correlation
The correlation between AYI and WSM is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2001 | 0.41 |
The correlation between AYI and WSM has been stable across timeframes, ranging from 0.41 to 0.51 - a consistent structural relationship.
Fundamentals
AYI:
$10.09B
WSM:
$27.10B
AYI:
$13.65
WSM:
$8.93
AYI:
23.57
WSM:
25.32
AYI:
1.90
WSM:
5.12
AYI:
2.21
WSM:
3.50
AYI:
3.55
WSM:
14.50
AYI:
$4.59B
WSM:
$7.88B
AYI:
$2.24B
WSM:
$3.63B
AYI:
$700.10M
WSM:
$1.49B
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Return for Risk
AYI vs. WSM — Risk / Return Rank
AYI
WSM
AYI vs. WSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Acuity Brands, Inc. (AYI) 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.
| AYI | WSM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.73 | ||
| Sortino ratioReturn per unit of downside risk | -1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.22 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.58 | 1.92 | -1.34 |
| Martin ratioReturn relative to average drawdown | 1.21 | 4.35 | -3.13 |
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Drawdowns
AYI vs. WSM - Drawdown Comparison
The maximum AYI drawdown since its inception was -74.22%, smaller than the maximum WSM drawdown of -89.01%. Use the drawdown chart below to compare losses from any high point for AYI and WSM.
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Drawdown Indicators
| AYI | WSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.22% | -89.01% | +14.79% |
Max Drawdown (1Y)Largest decline over 1 year | -31.52% | -23.27% | -8.25% |
Max Drawdown (3Y)Largest decline over 3 years | -33.72% | -36.79% | +3.07% |
Max Drawdown (5Y)Largest decline over 5 years | -34.64% | -51.92% | +17.28% |
Max Drawdown (10Y)Largest decline over 10 years | -74.22% | -59.71% | -14.51% |
Current DrawdownCurrent decline from peak | -14.49% | -0.49% | -14.00% |
Average DrawdownAverage peak-to-trough decline | -23.15% | -25.02% | +1.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.94% | 10.25% | +4.69% |
Volatility
AYI vs. WSM - Volatility Comparison
The current volatility for Acuity Brands, Inc. (AYI) is 10.71%, while Williams-Sonoma, Inc. (WSM) has a volatility of 11.58%. This indicates that AYI 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.
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Volatility by Period
| AYI | WSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.71% | 11.58% | -0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 27.26% | 25.83% | +1.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.94% | 34.74% | -1.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.88% | 44.75% | -12.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.94% | 44.29% | -7.35% |
Dividends
AYI vs. WSM - Dividend Comparison
AYI's dividend yield for the trailing twelve months is around 0.23%, less than WSM's 1.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AYI Acuity Brands, Inc. | 0.23% | 0.19% | 0.21% | 0.25% | 0.31% | 0.25% | 0.43% | 0.38% | 0.45% | 0.30% | 0.23% | 0.22% |
WSM Williams-Sonoma, Inc. | 1.21% | 1.43% | 1.16% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% |
Financials
AYI vs. WSM - Financials Comparison
This section allows you to compare key financial metrics between Acuity Brands, 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
AYI vs. WSM - Profitability Comparison
AYI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Acuity Brands, Inc. reported a gross profit of 520.40M and revenue of 1.06B. Therefore, the gross margin over that period was 49.3%.
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%.
AYI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Acuity Brands, Inc. reported an operating income of 133.00M and revenue of 1.06B, resulting in an operating margin of 12.6%.
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%.
AYI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Acuity Brands, Inc. reported a net income of 96.80M and revenue of 1.06B, resulting in a net margin of 9.2%.
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
AYI and WSM have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WSM has higher volatility (11.58%) compared to AYI (10.71%). In terms of maximum drawdown, AYI dropped -74.22% vs WSM's -89.01%.
WSM currently has the higher Sharpe Ratio (1.29 vs 0.55), 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.
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