NGNE vs. WSM
NGNE (Neurogene Inc) and WSM (Williams-Sonoma, Inc.) are both stocks. NGNE operates in Biotechnology (Healthcare), while WSM operates in Specialty Retail (Consumer Cyclical). Over the past 10 years, NGNE returned -12.30%/yr vs 25.90%/yr for WSM. At a 0.17 correlation, their price movements are largely independent.
Performance
NGNE vs. WSM - Performance Comparison
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Returns By Period
In the year-to-date period, NGNE achieves a 92.38% return, which is significantly higher than WSM's 25.05% return. Over the past 10 years, NGNE has underperformed WSM with an annualized return of -12.30%, while WSM has yielded a comparatively higher 25.90% annualized return.
NGNE
- 1D
- -7.49%
- 1M
- 36.19%
- 6M
- 121.15%
- YTD
- 92.38%
- 1Y
- 84.93%
- 3Y*
- 32.70%
- 5Y*
- -26.46%
- 10Y*
- -12.30%
WSM
- 1D
- 0.90%
- 1M
- -0.80%
- 6M
- 12.21%
- YTD
- 25.05%
- 1Y
- 28.70%
- 3Y*
- 53.39%
- 5Y*
- 24.24%
- 10Y*
- 25.90%
NGNE vs. WSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NGNE Neurogene Inc | 92.38% | -9.89% | 17.96% | 90.37% | -89.44% | -65.82% | 14.45% | 470.37% | -81.63% | -28.77% |
WSM Williams-Sonoma, Inc. | 25.05% | -2.09% | 86.56% | 80.24% | -30.49% | 68.60% | 42.38% | 50.07% | 0.61% | 10.20% |
Correlation
The correlation between NGNE 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 | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Mar 7, 2014 | 0.17 |
The correlation between NGNE and WSM shifts across timeframes, from 0.08 (1 year) to 0.21 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
NGNE:
$626.25M
WSM:
$26.11B
NGNE:
-$5.02
WSM:
$8.93
NGNE:
3.72
WSM:
14.22
NGNE:
$0.00
WSM:
$7.88B
NGNE:
-$787.00K
WSM:
$3.63B
NGNE:
-$101.52M
WSM:
$1.49B
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Return for Risk
NGNE vs. WSM — Risk / Return Rank
NGNE
WSM
NGNE vs. WSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Neurogene Inc (NGNE) 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.
| NGNE | WSM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.15 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.54 | 1.19 | +0.36 |
| Martin ratioReturn relative to average drawdown | 2.75 | 2.67 | +0.07 |
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Drawdowns
NGNE vs. WSM - Drawdown Comparison
The maximum NGNE drawdown since its inception was -98.34%, which is greater than WSM's maximum drawdown of -89.01%. Use the drawdown chart below to compare losses from any high point for NGNE and WSM.
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Drawdown Indicators
| NGNE | WSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.34% | -89.01% | -9.33% |
Max Drawdown (1Y)Largest decline over 1 year | -52.37% | -23.27% | -29.10% |
Max Drawdown (3Y)Largest decline over 3 years | -89.74% | -36.79% | -52.95% |
Max Drawdown (5Y)Largest decline over 5 years | -95.85% | -51.92% | -43.93% |
Max Drawdown (10Y)Largest decline over 10 years | -98.14% | -59.71% | -38.43% |
Current DrawdownCurrent decline from peak | -91.05% | -7.67% | -83.38% |
Average DrawdownAverage peak-to-trough decline | -67.96% | -24.99% | -42.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.39% | 10.32% | +19.07% |
Volatility
NGNE vs. WSM - Volatility Comparison
Neurogene Inc (NGNE) has a higher volatility of 24.49% compared to Williams-Sonoma, Inc. (WSM) at 10.39%. This indicates that NGNE'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
| NGNE | WSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.49% | 10.39% | +14.10% |
Volatility (6M)Calculated over the trailing 6-month period | 56.00% | 25.42% | +30.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 82.94% | 34.79% | +48.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 94.00% | 44.78% | +49.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 87.83% | 44.20% | +43.63% |
Dividends
NGNE vs. WSM - Dividend Comparison
NGNE has not paid dividends to shareholders, while WSM's dividend yield for the trailing twelve months is around 1.24%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NGNE Neurogene 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. | 1.24% | 1.43% | 1.16% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% |
Financials
NGNE vs. WSM - Financials Comparison
This section allows you to compare key financial metrics between Neurogene 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
NGNE 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.
NGNE has higher volatility (24.49%) compared to WSM (10.39%). In terms of maximum drawdown, NGNE dropped -98.34% vs WSM's -89.01%.
NGNE currently has the higher Sharpe Ratio (0.98 vs 0.79), 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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