HPQ vs. WSM
HPQ (HP Inc.) and WSM (Williams-Sonoma, Inc.) are both stocks. HPQ operates in Computer Hardware (Technology), while WSM operates in Specialty Retail (Consumer Cyclical). Over the past 10 years, HPQ returned 10.15%/yr vs 25.88%/yr for WSM. At a 0.28 correlation, their price movements are largely independent.
Performance
HPQ vs. WSM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, HPQ achieves a 15.76% return, which is significantly higher than WSM's 14.19% return. Over the past 10 years, HPQ has underperformed WSM with an annualized return of 10.15%, while WSM has yielded a comparatively higher 25.88% annualized return.
HPQ
- 1D
- -0.78%
- 1M
- 11.90%
- YTD
- 15.76%
- 6M
- 4.10%
- 1Y
- 5.89%
- 3Y*
- -1.36%
- 5Y*
- 0.09%
- 10Y*
- 10.15%
WSM
- 1D
- -1.21%
- 1M
- 11.20%
- YTD
- 14.19%
- 6M
- 13.65%
- 1Y
- 30.20%
- 3Y*
- 50.28%
- 5Y*
- 21.62%
- 10Y*
- 25.88%
HPQ vs. WSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HPQ HP Inc. | 15.76% | -28.69% | 12.10% | 16.08% | -26.40% | 57.25% | 24.11% | 3.88% | -0.20% | 45.69% |
WSM Williams-Sonoma, Inc. | 14.19% | -2.09% | 86.56% | 80.24% | -30.49% | 68.60% | 42.38% | 50.07% | 0.61% | 10.20% |
Correlation
The correlation between HPQ and WSM is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 1990 | 0.28 |
The correlation between HPQ and WSM shifts across timeframes, from 0.28 (all time) to 0.40 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
HPQ:
$23.48B
WSM:
$24.28B
HPQ:
$2.72
WSM:
$8.93
HPQ:
9.34
WSM:
22.68
HPQ:
0.42
WSM:
3.13
HPQ:
6.06
WSM:
12.98
HPQ:
$57.42B
WSM:
$7.88B
HPQ:
$11.61B
WSM:
$3.63B
HPQ:
$3.83B
WSM:
$1.49B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
HPQ vs. WSM — Risk / Return Rank
HPQ
WSM
HPQ vs. WSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HP Inc. (HPQ) 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.
| HPQ | WSM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.17 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.16 | 1.30 | -1.14 |
| Martin ratioReturn relative to average drawdown | 0.29 | 2.96 | -2.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| HPQ | WSM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.15 | 0.90 | -0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.00 | 0.49 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.59 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.34 | -0.11 |
Drawdowns
HPQ vs. WSM - Drawdown Comparison
The maximum HPQ drawdown since its inception was -85.19%, roughly equal to the maximum WSM drawdown of -89.01%. Use the drawdown chart below to compare losses from any high point for HPQ and WSM.
Loading charts...
Drawdown Indicators
| HPQ | WSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.19% | -89.01% | +3.82% |
Max Drawdown (1Y)Largest decline over 1 year | -36.62% | -23.27% | -13.35% |
Max Drawdown (3Y)Largest decline over 3 years | -51.23% | -36.79% | -14.44% |
Max Drawdown (5Y)Largest decline over 5 years | -51.23% | -51.92% | +0.69% |
Max Drawdown (10Y)Largest decline over 10 years | -51.23% | -59.71% | +8.48% |
Current DrawdownCurrent decline from peak | -30.89% | -7.87% | -23.02% |
Average DrawdownAverage peak-to-trough decline | -30.87% | -25.04% | -5.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.54% | 10.24% | +10.30% |
Volatility
HPQ vs. WSM - Volatility Comparison
HP Inc. (HPQ) has a higher volatility of 23.77% compared to Williams-Sonoma, Inc. (WSM) at 10.77%. This indicates that HPQ'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.
Loading charts...
Volatility by Period
| HPQ | WSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.77% | 10.77% | +13.00% |
Volatility (6M)Calculated over the trailing 6-month period | 32.09% | 24.49% | +7.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.17% | 33.72% | +6.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.80% | 44.64% | -8.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.28% | 44.20% | -8.92% |
Dividends
HPQ vs. WSM - Dividend Comparison
HPQ's dividend yield for the trailing twelve months is around 4.64%, more than WSM's 1.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HPQ HP Inc. | 4.64% | 5.24% | 3.42% | 3.53% | 3.77% | 2.21% | 2.94% | 3.20% | 2.83% | 2.56% | 3.40% | 129.70% |
WSM Williams-Sonoma, Inc. | 1.35% | 1.43% | 1.16% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% |
Financials
HPQ vs. WSM - Financials Comparison
This section allows you to compare key financial metrics between HP 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.
Total Revenue: Total amount of money received from sales and other business activities
HPQ vs. WSM - Profitability Comparison
HPQ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, HP Inc. reported a gross profit of 3.02B and revenue of 14.41B. Therefore, the gross margin over that period was 20.9%.
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%.
HPQ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, HP Inc. reported an operating income of 612.00M and revenue of 14.41B, resulting in an operating margin of 4.3%.
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%.
HPQ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, HP Inc. reported a net income of 450.00M and revenue of 14.41B, resulting in a net margin of 3.1%.
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
HPQ and WSM have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HPQ has higher volatility (23.77%) compared to WSM (10.77%). In terms of maximum drawdown, HPQ dropped -85.19% vs WSM's -89.01%.
WSM currently has the higher Sharpe Ratio (0.90 vs 0.15), 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.
Find the right allocation for HPQ 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.
Open Portfolio Optimizer