MSTR vs. WSM
MSTR (Strategy Inc) and WSM (Williams-Sonoma, Inc.) are both stocks. MSTR operates in Software - Application (Technology), while WSM operates in Specialty Retail (Consumer Cyclical). Over the past 10 years, MSTR returned 18.32%/yr vs 27.60%/yr for WSM. At a 0.29 correlation, their price movements are largely independent.
Performance
MSTR vs. WSM - Performance Comparison
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Returns By Period
In the year-to-date period, MSTR achieves a -39.01% return, which is significantly lower than WSM's 35.44% return. Over the past 10 years, MSTR has underperformed WSM with an annualized return of 18.32%, while WSM has yielded a comparatively higher 27.60% annualized return.
MSTR
- 1D
- 12.60%
- 1M
- -41.74%
- YTD
- -39.01%
- 6M
- -40.36%
- 1Y
- -75.86%
- 3Y*
- 39.36%
- 5Y*
- 6.88%
- 10Y*
- 18.32%
WSM
- 1D
- 0.41%
- 1M
- 17.98%
- YTD
- 35.44%
- 6M
- 29.25%
- 1Y
- 48.39%
- 3Y*
- 59.26%
- 5Y*
- 27.03%
- 10Y*
- 27.60%
MSTR vs. WSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSTR Strategy Inc | -39.01% | -47.53% | 358.54% | 346.15% | -74.00% | 40.13% | 172.42% | 11.65% | -2.70% | -33.49% |
WSM Williams-Sonoma, Inc. | 35.44% | -2.09% | 86.56% | 80.24% | -30.49% | 68.60% | 42.38% | 50.07% | 0.61% | 10.20% |
Correlation
The correlation between MSTR and WSM is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jun 11, 1998 | 0.29 |
The correlation between MSTR and WSM shifts across timeframes, from 0.17 (1 year) to 0.33 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
MSTR:
$30.95B
WSM:
$28.79B
MSTR:
-$39.78
WSM:
$8.93
MSTR:
58.70
WSM:
3.72
MSTR:
0.84
WSM:
15.40
MSTR:
$490.47M
WSM:
$7.88B
MSTR:
$334.08M
WSM:
$3.63B
MSTR:
$466.93M
WSM:
$1.49B
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Return for Risk
MSTR vs. WSM — Risk / Return Rank
MSTR
WSM
MSTR vs. WSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Strategy Inc (MSTR) 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.
| MSTR | WSM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.42 | ||
| Sortino ratioReturn per unit of downside risk | -4.25 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 1.24 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.93 | 2.09 | -3.02 |
| Martin ratioReturn relative to average drawdown | -1.37 | 4.74 | -6.11 |
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Drawdowns
MSTR vs. WSM - Drawdown Comparison
The maximum MSTR drawdown since its inception was -99.86%, which is greater than WSM's maximum drawdown of -89.01%. Use the drawdown chart below to compare losses from any high point for MSTR and WSM.
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Drawdown Indicators
| MSTR | WSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.86% | -89.01% | -10.85% |
Max Drawdown (1Y)Largest decline over 1 year | -81.95% | -23.27% | -58.68% |
Max Drawdown (3Y)Largest decline over 3 years | -82.63% | -36.79% | -45.84% |
Max Drawdown (5Y)Largest decline over 5 years | -84.11% | -51.92% | -32.19% |
Max Drawdown (10Y)Largest decline over 10 years | -89.27% | -59.71% | -29.56% |
Current DrawdownCurrent decline from peak | -80.44% | 0.00% | -80.44% |
Average DrawdownAverage peak-to-trough decline | -86.44% | -25.01% | -61.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 55.19% | 10.25% | +44.94% |
Volatility
MSTR vs. WSM - Volatility Comparison
Strategy Inc (MSTR) has a higher volatility of 28.41% compared to Williams-Sonoma, Inc. (WSM) at 10.53%. This indicates that MSTR'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
| MSTR | WSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 28.41% | 10.53% | +17.88% |
Volatility (6M)Calculated over the trailing 6-month period | 60.21% | 26.06% | +34.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 74.35% | 34.94% | +39.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 90.65% | 44.79% | +45.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 74.13% | 44.24% | +29.89% |
Dividends
MSTR vs. WSM - Dividend Comparison
MSTR has not paid dividends to shareholders, while WSM's dividend yield for the trailing twelve months is around 1.14%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSTR Strategy 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. | 1.14% | 1.43% | 1.16% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% |
Financials
MSTR vs. WSM - Financials Comparison
This section allows you to compare key financial metrics between Strategy 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
Frequently Asked Questions
MSTR and WSM have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSTR has higher volatility (28.41%) compared to WSM (10.53%). In terms of maximum drawdown, MSTR dropped -99.86% vs WSM's -89.01%.
WSM currently has the higher Sharpe Ratio (1.39 vs -1.02), 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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