RUM vs. WSM

Last updated Jul 18, 2026

RUM (Rumble Inc.) and WSM (Williams-Sonoma, Inc.) are both stocks. RUM operates in Software - Application (Technology), while WSM operates in Specialty Retail (Consumer Cyclical). Over the past 5 years, RUM returned -10.01%/yr vs 26.73%/yr for WSM. At a 0.26 correlation, their price movements are largely independent.

Performance

RUM vs. WSM - Performance Comparison

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

Returns By Period

In the year-to-date period, RUM achieves a -8.86% return, which is significantly lower than WSM's 29.24% return.

RUM

• 1D: 0.70%
• 1M: -20.99%
• 6M: -4.64%
• YTD: -8.86%
• 1Y: -39.87%
• 3Y*: -11.21%
• 5Y*: -10.01%
• 10Y*: —

WSM

• 1D: 0.35%
• 1M: 3.63%
• 6M: 8.78%
• YTD: 29.24%
• 1Y: 36.62%
• 3Y*: 55.24%
• 5Y*: 26.73%
• 10Y*: 26.88%

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

RUM vs. WSM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
RUM Rumble Inc.	-8.86%	-51.42%	189.76%	-24.54%	-45.06%	4.74%
WSM Williams-Sonoma, Inc.	29.24%	-2.09%	86.56%	80.24%	-30.49%	-2.16%

Correlation

The correlation between RUM and WSM is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.33
Correlation (3Y) Calculated over the trailing 3-year period	0.33
Correlation (5Y) Calculated over the trailing 5-year period	0.26
Correlation (All Time) Calculated using the full available price history since Apr 14, 2021	0.26

Fundamentals

Market Cap RUM : $2.50B WSM : $26.89B
EPS RUM : -$0.64 WSM : $8.93
PS Ratio RUM : 9.66 WSM : 3.53
Total Revenue (TTM) RUM : $102.38M WSM : $7.88B
Gross Profit (TTM) RUM : $23.52M WSM : $3.63B
EBITDA (TTM) RUM : -$57.49M WSM : $1.49B

Return for Risk

RUM vs. WSM — Risk / Return Rank

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

RUM

RUM Risk / Return Rank: 19
RUM Sharpe Ratio Rank: 19
RUM Sortino Ratio Rank: 21
RUM Omega Ratio Rank: 23
RUM Calmar Ratio Rank: 15
RUM Martin Ratio Rank: 16

WSM

WSM Risk / Return Rank: 73
WSM Sharpe Ratio Rank: 76
WSM Sortino Ratio Rank: 74
WSM Omega Ratio Rank: 69
WSM Calmar Ratio Rank: 74
WSM Martin Ratio Rank: 73

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.

RUM vs. WSM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rumble Inc. (RUM) 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.

	RUM	WSM	Difference
Sharpe ratio: Return per unit of total volatility	-0.56	1.07	-1.62
Sortino ratio: Return per unit of downside risk	-0.54	1.73	-2.27
Omega ratio: Gain probability vs. loss probability	0.94	1.19	-0.25
Calmar ratio: Return relative to maximum drawdown	-0.75	1.58	-2.33
Martin ratio: Return relative to average drawdown	-1.19	3.55	-4.74

RUM vs. WSM - Sharpe Ratio Comparison

The current RUM Sharpe Ratio is -0.56, which is lower than the WSM Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of RUM 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.

Drawdowns

RUM vs. WSM - Drawdown Comparison

The maximum RUM drawdown since its inception was -79.83%, smaller than the maximum WSM drawdown of -89.01%. Use the drawdown chart below to compare losses from any high point for RUM and WSM.

Drawdown Indicators

	RUM	WSM	Difference
Max Drawdown Largest peak-to-trough decline	-79.83%	-89.01%	+9.18%
Max Drawdown (1Y) Largest decline over 1 year	-53.39%	-23.27%	-30.12%
Max Drawdown (3Y) Largest decline over 3 years	-71.30%	-36.79%	-34.51%
Max Drawdown (5Y) Largest decline over 5 years	-79.83%	-51.92%	-27.91%
Max Drawdown (10Y) Largest decline over 10 years	—	-59.71%	—
Current Drawdown Current decline from peak	-65.73%	-4.58%	-61.15%
Average Drawdown Average peak-to-trough decline	-44.92%	-24.98%	-19.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	33.63%	10.34%	+23.29%

Volatility

RUM vs. WSM - Volatility Comparison

Rumble Inc. (RUM) has a higher volatility of 16.26% compared to Williams-Sonoma, Inc. (WSM) at 8.69%. This indicates that RUM'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.

Volatility by Period

	RUM	WSM	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.26%	8.69%	+7.57%
Volatility (6M) Calculated over the trailing 6-month period	55.92%	25.27%	+30.65%
Volatility (1Y) Calculated over the trailing 1-year period	72.42%	34.60%	+37.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	86.33%	44.78%	+41.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	84.20%	44.20%	+40.00%

Dividends

RUM vs. WSM - Dividend Comparison

RUM has not paid dividends to shareholders, while WSM's dividend yield for the trailing twelve months is around 1.53%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RUM Rumble 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.	1.53%	1.43%	1.16%	1.72%	2.65%	1.43%	1.93%	2.55%	3.33%	2.98%	3.02%	2.36%

Financials

Frequently Asked Questions

Can I hold both RUM and WSM in my portfolio?

RUM and WSM have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RUM or WSM?

RUM has higher volatility (16.26%) compared to WSM (8.69%). In terms of maximum drawdown, RUM dropped -79.83% vs WSM's -89.01%.

Which has better risk-adjusted returns?

WSM currently has the higher Sharpe Ratio (1.07 vs -0.56), 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.