FFIV vs. WSM

Last updated Jun 13, 2026

FFIV (F5 Networks, Inc.) and WSM (Williams-Sonoma, Inc.) are both stocks. FFIV operates in Software - Infrastructure (Technology), while WSM operates in Specialty Retail (Consumer Cyclical). Over the past 10 years, FFIV returned 12.87%/yr vs 27.10%/yr for WSM. At a 0.33 correlation, their price movements are largely independent.

Performance

FFIV vs. WSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F5 Networks, Inc. (FFIV) and Williams-Sonoma, Inc. (WSM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FFIV achieves a 55.20% return, which is significantly higher than WSM's 26.06% return. Over the past 10 years, FFIV has underperformed WSM with an annualized return of 12.87%, while WSM has yielded a comparatively higher 27.10% annualized return.

FFIV

• 1D: 0.59%
• 1M: 10.84%
• YTD: 55.20%
• 6M: 50.82%
• 1Y: 35.83%
• 3Y*: 38.11%
• 5Y*: 15.50%
• 10Y*: 12.87%

WSM

• 1D: 2.19%
• 1M: 29.92%
• YTD: 26.06%
• 6M: 20.02%
• 1Y: 46.51%
• 3Y*: 53.75%
• 5Y*: 23.70%
• 10Y*: 27.10%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FFIV vs. WSM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FFIV F5 Networks, Inc.	55.20%	1.51%	40.50%	24.72%	-41.36%	39.09%	25.99%	-13.81%	23.48%	-9.33%
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 FFIV and WSM is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.23
Correlation (3Y) Calculated over the trailing 3-year period	0.32
Correlation (5Y) Calculated over the trailing 5-year period	0.39
Correlation (10Y) Calculated over the trailing 10-year period	0.35
Correlation (All Time) Calculated using the full available price history since Jun 4, 1999	0.33

The correlation between FFIV and WSM shifts across timeframes, from 0.23 (1 year) to 0.39 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap FFIV : $22.70B WSM : $26.80B
EPS FFIV : $12.19 WSM : $8.93
PE Ratio FFIV : 32.50 WSM : 25.04
PEG Ratio FFIV : 1.42 WSM : 5.06
PS Ratio FFIV : 9.54 WSM : 3.46
PB Ratio FFIV : 6.22 WSM : 14.33
Total Revenue (TTM) FFIV : $2.41B WSM : $7.88B
Gross Profit (TTM) FFIV : $2.63B WSM : $3.63B
EBITDA (TTM) FFIV : $889.95M WSM : $1.49B

Return for Risk

FFIV vs. WSM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FFIV

FFIV Risk / Return Rank: 69
FFIV Sharpe Ratio Rank: 75
FFIV Sortino Ratio Rank: 69
FFIV Omega Ratio Rank: 70
FFIV Calmar Ratio Rank: 65
FFIV Martin Ratio Rank: 64

WSM

WSM Risk / Return Rank: 77
WSM Sharpe Ratio Rank: 81
WSM Sortino Ratio Rank: 78
WSM Omega Ratio Rank: 73
WSM Calmar Ratio Rank: 77
WSM Martin Ratio Rank: 75

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FFIV vs. WSM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F5 Networks, Inc. (FFIV) 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.

	FFIV	WSM	Difference
Sharpe ratio: Return per unit of total volatility	1.08	1.35	-0.27
Sortino ratio: Return per unit of downside risk	1.58	2.06	-0.48
Omega ratio: Gain probability vs. loss probability	1.21	1.23	-0.02
Calmar ratio: Return relative to maximum drawdown	1.04	2.01	-0.97
Martin ratio: Return relative to average drawdown	2.28	4.55	-2.27

FFIV vs. WSM - Sharpe Ratio Comparison

The current FFIV Sharpe Ratio is 1.08, which is comparable to the WSM Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of FFIV and WSM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FFIV vs. WSM - Drawdown Comparison

The maximum FFIV drawdown since its inception was -97.59%, which is greater than WSM's maximum drawdown of -89.01%. Use the drawdown chart below to compare losses from any high point for FFIV and WSM.

Drawdown Indicators

	FFIV	WSM	Difference
Max Drawdown Largest peak-to-trough decline	-97.59%	-89.01%	-8.58%
Max Drawdown (1Y) Largest decline over 1 year	-34.73%	-23.27%	-11.46%
Max Drawdown (3Y) Largest decline over 3 years	-34.73%	-36.79%	+2.06%
Max Drawdown (5Y) Largest decline over 5 years	-47.42%	-51.92%	+4.50%
Max Drawdown (10Y) Largest decline over 10 years	-54.59%	-59.71%	+5.12%
Current Drawdown Current decline from peak	-3.17%	0.00%	-3.17%
Average Drawdown Average peak-to-trough decline	-40.16%	-25.03%	-15.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.77%	10.25%	+5.52%

Volatility

FFIV vs. WSM - Volatility Comparison

The current volatility for F5 Networks, Inc. (FFIV) is 8.89%, while Williams-Sonoma, Inc. (WSM) has a volatility of 12.02%. This indicates that FFIV 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.

Volatility by Period

	FFIV	WSM	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.89%	12.02%	-3.13%
Volatility (6M) Calculated over the trailing 6-month period	24.72%	25.57%	-0.85%
Volatility (1Y) Calculated over the trailing 1-year period	33.48%	34.63%	-1.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.97%	44.77%	-14.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.56%	44.26%	-14.70%

Dividends

FFIV vs. WSM - Dividend Comparison

FFIV has not paid dividends to shareholders, while WSM's dividend yield for the trailing twelve months is around 1.23%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FFIV F5 Networks, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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

Frequently Asked Questions

Can I hold both FFIV and WSM in my portfolio?

FFIV and WSM have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FFIV or WSM?

WSM has higher volatility (12.02%) compared to FFIV (8.89%). In terms of maximum drawdown, FFIV dropped -97.59% vs WSM's -89.01%.

Which has better risk-adjusted returns?

WSM currently has the higher Sharpe Ratio (1.35 vs 1.08), 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.