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GPN vs. WSM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GPN vs. WSM - Performance Comparison

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

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Returns By Period

In the year-to-date period, GPN achieves a -11.90% return, which is significantly lower than WSM's 26.06% return. Over the past 10 years, GPN has underperformed WSM with an annualized return of -0.28%, while WSM has yielded a comparatively higher 27.10% annualized return.


GPN

1D
3.87%
1M
1.43%
YTD
-11.90%
6M
-16.89%
1Y
-12.09%
3Y*
-11.36%
5Y*
-18.15%
10Y*
-0.28%

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)

GPN vs. WSM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GPN
Global Payments Inc.
-11.90%-30.11%-10.97%29.02%-25.91%-36.91%18.51%77.25%2.92%44.49%
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 GPN and WSM is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.34

Correlation (10Y)
Calculated over the trailing 10-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Jan 16, 2001

0.34

Fundamentals

EPS

GPN:

-$3.90

WSM:

$8.93

PS Ratio

GPN:

1.39

WSM:

3.46

Total Revenue (TTM)

GPN:

$8.83B

WSM:

$7.88B

Gross Profit (TTM)

GPN:

$4.25B

WSM:

$3.63B

EBITDA (TTM)

GPN:

$2.27B

WSM:

$1.49B

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Return for Risk

GPN vs. WSM — Risk / Return Rank

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

GPN
GPN Risk / Return Rank: 2828
Overall Rank
GPN Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
GPN Sortino Ratio Rank: 2727
Sortino Ratio Rank
GPN Omega Ratio Rank: 2828
Omega Ratio Rank
GPN Calmar Ratio Rank: 2929
Calmar Ratio Rank
GPN Martin Ratio Rank: 2828
Martin Ratio Rank

WSM
WSM Risk / Return Rank: 7777
Overall Rank
WSM Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
WSM Sortino Ratio Rank: 7878
Sortino Ratio Rank
WSM Omega Ratio Rank: 7373
Omega Ratio Rank
WSM Calmar Ratio Rank: 7777
Calmar Ratio Rank
WSM Martin Ratio Rank: 7575
Martin Ratio Rank
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.

GPN vs. WSM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global Payments Inc. (GPN) 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.


GPNWSMDifference
Sharpe ratioReturn per unit of total volatility

-1.66

Sortino ratioReturn per unit of downside risk

-2.26

Omega ratioGain probability vs. loss probability

0.98

1.23

-0.25

Calmar ratioReturn relative to maximum drawdown

-0.41

2.01

-2.41

Martin ratioReturn relative to average drawdown

-0.81

4.55

-5.36

GPN vs. WSM - Sharpe Ratio Comparison

The current GPN Sharpe Ratio is -0.31, which is lower than the WSM Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of GPN 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.


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Drawdowns

GPN vs. WSM - Drawdown Comparison

The maximum GPN drawdown since its inception was -70.17%, smaller than the maximum WSM drawdown of -89.01%. Use the drawdown chart below to compare losses from any high point for GPN and WSM.


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Drawdown Indicators


GPNWSMDifference

Max Drawdown

Largest peak-to-trough decline

-70.17%

-89.01%

+18.84%

Max Drawdown (1Y)

Largest decline over 1 year

-29.95%

-23.27%

-6.68%

Max Drawdown (3Y)

Largest decline over 3 years

-53.95%

-36.79%

-17.16%

Max Drawdown (5Y)

Largest decline over 5 years

-66.52%

-51.92%

-14.60%

Max Drawdown (10Y)

Largest decline over 10 years

-70.17%

-59.71%

-10.46%

Current Drawdown

Current decline from peak

-67.54%

0.00%

-67.54%

Average Drawdown

Average peak-to-trough decline

-18.90%

-25.03%

+6.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.92%

10.25%

+4.67%

Volatility

GPN vs. WSM - Volatility Comparison

Global Payments Inc. (GPN) has a higher volatility of 13.23% compared to Williams-Sonoma, Inc. (WSM) at 12.02%. This indicates that GPN'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


GPNWSMDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.23%

12.02%

+1.21%

Volatility (6M)

Calculated over the trailing 6-month period

30.58%

25.57%

+5.01%

Volatility (1Y)

Calculated over the trailing 1-year period

39.63%

34.63%

+5.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.64%

44.77%

-8.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.55%

44.26%

-9.71%

Dividends

GPN vs. WSM - Dividend Comparison

GPN's dividend yield for the trailing twelve months is around 1.85%, more than WSM's 1.23% yield.


PositionTTM20252024202320222021202020192018201720162015
GPN
Global Payments Inc.
1.85%1.29%0.89%0.79%1.01%0.66%0.36%0.12%0.04%0.04%0.06%0.06%
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

GPN vs. WSM - Financials Comparison

This section allows you to compare key financial metrics between Global Payments 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


1.60B1.80B2.00B2.20B2.40B2.60B2.80B3.00B20222023202420252026
2.97B
1.81B
(GPN) Total Revenue
(WSM) Total Revenue
Values in USD except per share items

GPN vs. WSM - Profitability Comparison

The chart below illustrates the profitability comparison between Global Payments Inc. and Williams-Sonoma, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%202220232024202520260
44.0%
Portfolio components
GPN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Global Payments Inc. reported a gross profit of 0.00 and revenue of 2.97B. 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%.

GPN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Global Payments Inc. reported an operating income of -15.65M and revenue of 2.97B, resulting in an operating margin of -0.5%.

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%.

GPN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Global Payments Inc. reported a net income of -1.80B and revenue of 2.97B, resulting in a net margin of -60.6%.

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


GPN and WSM have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GPN has higher volatility (13.23%) compared to WSM (12.02%). In terms of maximum drawdown, GPN dropped -70.17% vs WSM's -89.01%.

WSM currently has the higher Sharpe Ratio (1.35 vs -0.31), 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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