EPD vs. WSM
EPD (Enterprise Products Partners L.P.) and WSM (Williams-Sonoma, Inc.) are both stocks. EPD operates in Oil & Gas Midstream (Energy), while WSM operates in Specialty Retail (Consumer Cyclical). Over the past 10 years, EPD returned 10.61%/yr vs 27.10%/yr for WSM. At a 0.18 correlation, their price movements are largely independent.
Performance
EPD vs. WSM - Performance Comparison
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Returns By Period
In the year-to-date period, EPD achieves a 19.79% return, which is significantly lower than WSM's 26.06% return. Over the past 10 years, EPD has underperformed WSM with an annualized return of 10.61%, while WSM has yielded a comparatively higher 27.10% annualized return.
EPD
- 1D
- -0.08%
- 1M
- -5.05%
- YTD
- 19.79%
- 6M
- 19.53%
- 1Y
- 24.08%
- 3Y*
- 20.73%
- 5Y*
- 15.96%
- 10Y*
- 10.61%
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%
EPD vs. WSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPD Enterprise Products Partners L.P. | 19.79% | 9.45% | 28.00% | 17.71% | 18.32% | 21.40% | -23.61% | 21.88% | -1.32% | 4.24% |
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 EPD and WSM is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jul 28, 1998 | 0.18 |
The correlation between EPD and WSM shifts across timeframes, from -0.04 (1 year) to 0.21 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
EPD:
$81.47B
WSM:
$26.80B
EPD:
$2.69
WSM:
$8.93
EPD:
13.83
WSM:
25.04
EPD:
2.22
WSM:
5.06
EPD:
1.58
WSM:
3.46
EPD:
$51.57B
WSM:
$7.88B
EPD:
$7.31B
WSM:
$3.63B
EPD:
$10.11B
WSM:
$1.49B
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Return for Risk
EPD vs. WSM — Risk / Return Rank
EPD
WSM
EPD vs. WSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Enterprise Products Partners L.P. (EPD) 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.
| EPD | WSM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.23 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.24 | 2.01 | +1.24 |
| Martin ratioReturn relative to average drawdown | 9.50 | 4.55 | +4.95 |
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Drawdowns
EPD vs. WSM - Drawdown Comparison
The maximum EPD drawdown since its inception was -58.78%, smaller than the maximum WSM drawdown of -89.01%. Use the drawdown chart below to compare losses from any high point for EPD and WSM.
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Drawdown Indicators
| EPD | WSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.78% | -89.01% | +30.23% |
Max Drawdown (1Y)Largest decline over 1 year | -7.56% | -23.27% | +15.71% |
Max Drawdown (3Y)Largest decline over 3 years | -15.40% | -36.79% | +21.39% |
Max Drawdown (5Y)Largest decline over 5 years | -18.06% | -51.92% | +33.86% |
Max Drawdown (10Y)Largest decline over 10 years | -58.04% | -59.71% | +1.67% |
Current DrawdownCurrent decline from peak | -6.41% | 0.00% | -6.41% |
Average DrawdownAverage peak-to-trough decline | -10.22% | -25.03% | +14.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 10.25% | -7.67% |
Volatility
EPD vs. WSM - Volatility Comparison
The current volatility for Enterprise Products Partners L.P. (EPD) is 6.00%, while Williams-Sonoma, Inc. (WSM) has a volatility of 12.02%. This indicates that EPD 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
| EPD | WSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.00% | 12.02% | -6.02% |
Volatility (6M)Calculated over the trailing 6-month period | 13.27% | 25.57% | -12.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.90% | 34.63% | -18.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.23% | 44.77% | -27.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.14% | 44.26% | -20.12% |
Dividends
EPD vs. WSM - Dividend Comparison
EPD's dividend yield for the trailing twelve months is around 5.88%, more than WSM's 1.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPD Enterprise Products Partners L.P. | 5.88% | 6.74% | 6.63% | 7.51% | 7.79% | 8.20% | 9.09% | 6.23% | 6.97% | 6.29% | 5.88% | 5.90% |
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
EPD vs. WSM - Financials Comparison
This section allows you to compare key financial metrics between Enterprise Products 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
EPD vs. WSM - Profitability Comparison
EPD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Enterprise Products Partners L.P. reported a gross profit of 1.88B and revenue of 14.39B. Therefore, the gross margin over that period was 13.1%.
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%.
EPD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Enterprise Products Partners L.P. reported an operating income of 1.82B and revenue of 14.39B, 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%.
EPD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Enterprise Products Partners L.P. reported a net income of 1.48B and revenue of 14.39B, resulting in a net margin of 10.3%.
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
EPD and WSM have a correlation of -0.04, 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 EPD (6.00%). In terms of maximum drawdown, EPD dropped -58.78% vs WSM's -89.01%.
EPD currently has the higher Sharpe Ratio (1.54 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.
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