CQP vs. WSM
CQP (Cheniere Energy Partners, L.P.) and WSM (Williams-Sonoma, Inc.) are both stocks. CQP operates in Oil & Gas Midstream (Energy), while WSM operates in Specialty Retail (Consumer Cyclical). Over the past 10 years, CQP returned 14.69%/yr vs 27.10%/yr for WSM. At a 0.16 correlation, their price movements are largely independent.
Performance
CQP vs. WSM - Performance Comparison
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Returns By Period
In the year-to-date period, CQP achieves a 21.40% return, which is significantly lower than WSM's 26.06% return. Over the past 10 years, CQP has underperformed WSM with an annualized return of 14.69%, while WSM has yielded a comparatively higher 27.10% annualized return.
CQP
- 1D
- -3.81%
- 1M
- -0.79%
- YTD
- 21.40%
- 6M
- 22.64%
- 1Y
- 16.02%
- 3Y*
- 19.41%
- 5Y*
- 15.15%
- 10Y*
- 14.69%
WSM
- 1D
- 2.19%
- 1M
- 28.73%
- YTD
- 26.06%
- 6M
- 20.02%
- 1Y
- 47.32%
- 3Y*
- 53.75%
- 5Y*
- 23.70%
- 10Y*
- 27.10%
CQP vs. WSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CQP Cheniere Energy Partners, L.P. | 21.40% | 6.80% | 12.59% | -5.09% | 44.79% | 27.83% | -4.97% | 16.60% | 30.13% | 8.91% |
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 CQP and WSM is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Mar 21, 2007 | 0.16 |
The correlation between CQP and WSM shifts across timeframes, from 0.00 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.
Fundamentals
CQP:
$30.58B
WSM:
$26.80B
CQP:
$5.21
WSM:
$8.93
CQP:
12.13
WSM:
25.04
CQP:
0.38
WSM:
5.06
CQP:
2.69
WSM:
3.46
CQP:
392.10
WSM:
14.33
CQP:
$11.37B
WSM:
$7.88B
CQP:
$3.20B
WSM:
$3.63B
CQP:
$3.96B
WSM:
$1.49B
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Return for Risk
CQP vs. WSM — Risk / Return Rank
CQP
WSM
CQP vs. WSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cheniere Energy Partners, L.P. (CQP) 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.
| CQP | WSM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.77 | ||
| Sortino ratioReturn per unit of downside risk | -1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.23 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.04 | 2.01 | -0.97 |
| Martin ratioReturn relative to average drawdown | 2.51 | 4.55 | -2.04 |
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Drawdowns
CQP vs. WSM - Drawdown Comparison
The maximum CQP drawdown since its inception was -78.70%, smaller than the maximum WSM drawdown of -89.01%. Use the drawdown chart below to compare losses from any high point for CQP and WSM.
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Drawdown Indicators
| CQP | WSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.70% | -89.01% | +10.31% |
Max Drawdown (1Y)Largest decline over 1 year | -14.72% | -23.27% | +8.55% |
Max Drawdown (3Y)Largest decline over 3 years | -24.87% | -36.79% | +11.92% |
Max Drawdown (5Y)Largest decline over 5 years | -29.12% | -51.92% | +22.80% |
Max Drawdown (10Y)Largest decline over 10 years | -60.31% | -59.71% | -0.60% |
Current DrawdownCurrent decline from peak | -8.77% | 0.00% | -8.77% |
Average DrawdownAverage peak-to-trough decline | -14.73% | -25.03% | +10.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.41% | 10.25% | -3.84% |
Volatility
CQP vs. WSM - Volatility Comparison
The current volatility for Cheniere Energy Partners, L.P. (CQP) is 9.30%, while Williams-Sonoma, Inc. (WSM) has a volatility of 12.02%. This indicates that CQP 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
| CQP | WSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.30% | 12.02% | -2.72% |
Volatility (6M)Calculated over the trailing 6-month period | 19.67% | 25.57% | -5.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.21% | 34.63% | -8.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.44% | 44.77% | -12.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.14% | 44.26% | -12.12% |
Dividends
CQP vs. WSM - Dividend Comparison
CQP's dividend yield for the trailing twelve months is around 5.17%, more than WSM's 1.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CQP Cheniere Energy Partners, L.P. | 5.17% | 6.15% | 5.06% | 8.36% | 6.82% | 6.30% | 7.28% | 6.08% | 6.07% | 5.79% | 5.90% | 6.52% |
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
CQP vs. WSM - Financials Comparison
This section allows you to compare key financial metrics between Cheniere Energy Partners, L.P. 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
CQP vs. WSM - Profitability Comparison
CQP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cheniere Energy Partners, L.P. reported a gross profit of 0.00 and revenue of 3.60B. Therefore, the gross margin over that period was 0.0%.
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%.
CQP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cheniere Energy Partners, L.P. reported an operating income of 361.00M and revenue of 3.60B, resulting in an operating margin of 10.0%.
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%.
CQP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cheniere Energy Partners, L.P. reported a net income of 186.00M and revenue of 3.60B, resulting in a net margin of 5.2%.
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
CQP and WSM have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WSM has higher volatility (12.02%) compared to CQP (9.30%). In terms of maximum drawdown, CQP dropped -78.70% vs WSM's -89.01%.
WSM currently has the higher Sharpe Ratio (1.35 vs 0.58), 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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