GFF vs. WSM
GFF (Griffon Corporation) and WSM (Williams-Sonoma, Inc.) are both stocks. GFF operates in Tools & Accessories (Industrials), while WSM operates in Specialty Retail (Consumer Cyclical). Over the past 10 years, GFF returned 22.94%/yr vs 27.10%/yr for WSM. At a 0.27 correlation, their price movements are largely independent.
Performance
GFF vs. WSM - Performance Comparison
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Returns By Period
In the year-to-date period, GFF achieves a 27.90% return, which is significantly higher than WSM's 26.06% return. Over the past 10 years, GFF has underperformed WSM with an annualized return of 22.94%, while WSM has yielded a comparatively higher 27.10% annualized return.
GFF
- 1D
- -1.66%
- 1M
- 13.38%
- YTD
- 27.90%
- 6M
- 22.27%
- 1Y
- 35.26%
- 3Y*
- 37.45%
- 5Y*
- 35.01%
- 10Y*
- 22.94%
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%
GFF vs. WSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GFF Griffon Corporation | 27.90% | 4.42% | 17.97% | 83.96% | 36.91% | 41.60% | 1.83% | 97.74% | -44.92% | -21.43% |
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 GFF and WSM is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 1990 | 0.27 |
Over the past year, GFF and WSM have become more correlated (0.58) than their long-term average of 0.27, meaning their price movements have been converging.
Fundamentals
GFF:
$4.28B
WSM:
$26.80B
GFF:
$0.76
WSM:
$8.93
GFF:
124.05
WSM:
25.04
GFF:
1.61
WSM:
5.06
GFF:
1.84
WSM:
3.46
GFF:
45.34
WSM:
14.33
GFF:
$2.35B
WSM:
$7.88B
GFF:
$1.00B
WSM:
$3.63B
GFF:
$245.38M
WSM:
$1.49B
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Return for Risk
GFF vs. WSM — Risk / Return Rank
GFF
WSM
GFF vs. WSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Griffon Corporation (GFF) 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.
| GFF | WSM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.27 | 2.01 | -0.74 |
| Martin ratioReturn relative to average drawdown | 3.34 | 4.55 | -1.22 |
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Drawdowns
GFF vs. WSM - Drawdown Comparison
The maximum GFF drawdown since its inception was -96.84%, which is greater than WSM's maximum drawdown of -89.01%. Use the drawdown chart below to compare losses from any high point for GFF and WSM.
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Drawdown Indicators
| GFF | WSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.84% | -89.01% | -7.83% |
Max Drawdown (1Y)Largest decline over 1 year | -27.85% | -23.27% | -4.58% |
Max Drawdown (3Y)Largest decline over 3 years | -27.85% | -36.79% | +8.94% |
Max Drawdown (5Y)Largest decline over 5 years | -39.02% | -51.92% | +12.90% |
Max Drawdown (10Y)Largest decline over 10 years | -61.32% | -59.71% | -1.61% |
Current DrawdownCurrent decline from peak | -1.66% | 0.00% | -1.66% |
Average DrawdownAverage peak-to-trough decline | -55.47% | -25.03% | -30.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.61% | 10.25% | +0.36% |
Volatility
GFF vs. WSM - Volatility Comparison
Griffon Corporation (GFF) has a higher volatility of 12.72% compared to Williams-Sonoma, Inc. (WSM) at 12.02%. This indicates that GFF's price experiences larger fluctuations and is considered to be riskier 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
| GFF | WSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.72% | 12.02% | +0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 25.86% | 25.57% | +0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.24% | 34.63% | +1.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.23% | 44.77% | -3.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.37% | 44.26% | +1.11% |
Dividends
GFF vs. WSM - Dividend Comparison
GFF's dividend yield for the trailing twelve months is around 0.90%, less than WSM's 1.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GFF Griffon Corporation | 0.90% | 1.03% | 0.88% | 4.10% | 6.62% | 1.16% | 1.50% | 1.44% | 12.27% | 1.23% | 0.80% | 0.96% |
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
GFF vs. WSM - Financials Comparison
This section allows you to compare key financial metrics between Griffon Corporation 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
GFF vs. WSM - Profitability Comparison
GFF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Griffon Corporation reported a gross profit of 191.99M and revenue of 421.86M. Therefore, the gross margin over that period was 45.5%.
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%.
GFF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Griffon Corporation reported an operating income of 87.35M and revenue of 421.86M, resulting in an operating margin of 20.7%.
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%.
GFF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Griffon Corporation reported a net income of 46.94M and revenue of 421.86M, resulting in a net margin of 11.1%.
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
GFF and WSM have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GFF has higher volatility (12.72%) compared to WSM (12.02%). In terms of maximum drawdown, GFF dropped -96.84% vs WSM's -89.01%.
WSM currently has the higher Sharpe Ratio (1.35 vs 0.98), 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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