ENB-PP.TO vs. WSM
ENB-PP.TO (Enbridge Inc.) and WSM (Williams-Sonoma, Inc.) are both stocks. ENB-PP.TO operates in Oil & Gas Midstream (Energy), while WSM operates in Specialty Retail (Consumer Cyclical). Over the past 10 years, ENB-PP.TO returned 11.49%/yr vs 28.19%/yr for WSM. At a 0.10 correlation, their price movements are largely independent.
Performance
ENB-PP.TO vs. WSM - Performance Comparison
Loading charts...
Different Trading Currencies
ENB-PP.TO is traded in CAD, while WSM is traded in USD. To make them comparable, the WSM values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, ENB-PP.TO achieves a 9.81% return, which is significantly lower than WSM's 28.62% return. Over the past 10 years, ENB-PP.TO has underperformed WSM with an annualized return of 11.49%, while WSM has yielded a comparatively higher 28.19% annualized return.
ENB-PP.TO
- 1D
- 0.25%
- 1M
- -0.91%
- YTD
- 9.81%
- 6M
- 11.64%
- 1Y
- 25.24%
- 3Y*
- 22.41%
- 5Y*
- 11.21%
- 10Y*
- 11.49%
WSM
- 1D
- 2.38%
- 1M
- 31.24%
- YTD
- 28.62%
- 6M
- 21.73%
- 1Y
- 51.39%
- 3Y*
- 56.05%
- 5Y*
- 27.32%
- 10Y*
- 28.19%
ENB-PP.TO vs. WSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ENB-PP.TO Enbridge Inc. | 9.81% | 19.26% | 30.47% | 14.74% | -17.62% | 44.79% | -3.99% | 6.63% | -15.91% | 19.44% |
WSM Williams-Sonoma, Inc. | 28.62% | -6.56% | 102.36% | 75.95% | -26.09% | 68.52% | 39.00% | 43.89% | 9.07% | 2.74% |
Correlation
The correlation between ENB-PP.TO and WSM is -0.08, 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 | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Sep 13, 2012 | 0.10 |
The correlation between ENB-PP.TO and WSM shifts across timeframes, from -0.08 (1 year) to 0.12 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
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
ENB-PP.TO vs. WSM — Risk / Return Rank
ENB-PP.TO
WSM
ENB-PP.TO vs. WSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Enbridge Inc. (ENB-PP.TO) 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.
| ENB-PP.TO | WSM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.10 | ||
| Sortino ratioReturn per unit of downside risk | +3.26 | ||
| Omega ratioGain probability vs. loss probability | 1.72 | 1.24 | +0.49 |
| Calmar ratioReturn relative to maximum drawdown | 5.99 | 2.16 | +3.83 |
| Martin ratioReturn relative to average drawdown | 25.80 | 5.03 | +20.77 |
Loading charts...
Drawdowns
ENB-PP.TO vs. WSM - Drawdown Comparison
The maximum ENB-PP.TO drawdown since its inception was -50.40%, smaller than the maximum WSM drawdown of -88.37%. Use the drawdown chart below to compare losses from any high point for ENB-PP.TO and WSM.
Loading charts...
Drawdown Indicators
| ENB-PP.TO | WSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.40% | -88.37% | +37.97% |
Max Drawdown (1Y)Largest decline over 1 year | -4.25% | -23.21% | +18.96% |
Max Drawdown (3Y)Largest decline over 3 years | -10.83% | -38.68% | +27.85% |
Max Drawdown (5Y)Largest decline over 5 years | -26.27% | -50.87% | +24.60% |
Max Drawdown (10Y)Largest decline over 10 years | -50.40% | -56.01% | +5.61% |
Current DrawdownCurrent decline from peak | -1.31% | 0.00% | -1.31% |
Average DrawdownAverage peak-to-trough decline | -11.22% | -24.94% | +13.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.98% | 9.92% | -8.94% |
Volatility
ENB-PP.TO vs. WSM - Volatility Comparison
The current volatility for Enbridge Inc. (ENB-PP.TO) is 1.49%, while Williams-Sonoma, Inc. (WSM) has a volatility of 11.99%. This indicates that ENB-PP.TO 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.
Loading charts...
Volatility by Period
| ENB-PP.TO | WSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.49% | 11.99% | -10.50% |
Volatility (6M)Calculated over the trailing 6-month period | 4.63% | 26.18% | -21.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.23% | 35.22% | -27.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.68% | 45.27% | -32.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.34% | 44.75% | -27.41% |
Dividends
ENB-PP.TO vs. WSM - Dividend Comparison
ENB-PP.TO's dividend yield for the trailing twelve months is around 6.15%, more than WSM's 1.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENB-PP.TO Enbridge Inc. | 6.15% | 6.55% | 6.81% | 6.54% | 5.26% | 4.14% | 7.62% | 6.60% | 6.15% | 4.92% | 5.59% | 5.93% |
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
ENB-PP.TO vs. WSM - Financials Comparison
This section allows you to compare key financial metrics between Enbridge 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
Frequently Asked Questions
ENB-PP.TO and WSM have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for ENB-PP.TO 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