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

Performance

HES vs. WSM - Performance Comparison

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

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Returns By Period


HES

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

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

HES vs. WSM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HES
Hess Corporation
0.00%12.77%-6.49%2.90%94.02%42.08%-19.14%67.71%-13.14%-22.06%
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 HES 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

0.18

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

0.22

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

0.24

Correlation (All Time)
Calculated using the full available price history since Mar 26, 1990

0.21

The correlation between HES and WSM shifts across timeframes, from 0.08 (1 year) to 0.24 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Total Revenue (TTM)

HES:

$12.47B

WSM:

$7.88B

Gross Profit (TTM)

HES:

$7.43B

WSM:

$3.63B

EBITDA (TTM)

HES:

$6.60B

WSM:

$1.49B

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Return for Risk

HES vs. WSM — Risk / Return Rank

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

HES

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


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.

HES vs. WSM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hess Corporation (HES) 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.


HESWSMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

2.01

Martin ratioReturn relative to average drawdown

4.55

HES vs. WSM - Sharpe Ratio Comparison


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Drawdowns

HES vs. WSM - Drawdown Comparison


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Drawdown Indicators


HESWSMDifference

Max Drawdown

Largest peak-to-trough decline

-89.01%

Max Drawdown (1Y)

Largest decline over 1 year

-23.27%

Max Drawdown (3Y)

Largest decline over 3 years

-36.79%

Max Drawdown (5Y)

Largest decline over 5 years

-51.92%

Max Drawdown (10Y)

Largest decline over 10 years

-59.71%

Current Drawdown

Current decline from peak

0.00%

Average Drawdown

Average peak-to-trough decline

-25.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.25%

Volatility

HES vs. WSM - Volatility Comparison


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Volatility by Period


HESWSMDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.02%

Volatility (6M)

Calculated over the trailing 6-month period

25.57%

Volatility (1Y)

Calculated over the trailing 1-year period

34.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.26%

Dividends

HES vs. WSM - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
HES
Hess Corporation
0.34%0.67%1.41%1.21%1.06%1.35%1.89%1.50%2.47%2.11%1.61%2.06%
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

HES vs. WSM - Financials Comparison

This section allows you to compare key financial metrics between Hess 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.


Quarterly
Annual

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


1.50B2.00B2.50B3.00B20222023202420252026
2.94B
1.81B
(HES) Total Revenue
(WSM) Total Revenue
Values in USD except per share items

Frequently Asked Questions


HES 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.

Portfolio Optimizer

Find the right allocation for HES 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.

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