RUM vs. WSM

Last updated Apr 2, 2026

Compare and contrast key facts about Rumble Inc. (RUM) and Williams-Sonoma, Inc. (WSM).

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.

RUM vs. WSM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
RUM Rumble Inc.	-20.73%	-51.42%	189.76%	-24.54%	-45.06%	11.08%
WSM Williams-Sonoma, Inc.	1.32%	-2.09%	86.56%	80.24%	-30.49%	-0.95%

Fundamentals

Market Cap RUM : $1.31B WSM : $21.82B
EPS RUM : -$0.31 WSM : $8.84
PS Ratio RUM : 0.00 WSM : 2.85
Total Revenue (TTM) RUM : $100.62T WSM : $7.81B
Gross Profit (TTM) RUM : $14.24T WSM : $3.60B
EBITDA (TTM) RUM : -$98.55M WSM : $1.55B

Returns By Period

In the year-to-date period, RUM achieves a -20.73% return, which is significantly lower than WSM's 1.32% return.

RUM

• 1D: -1.76%
• 1M: -8.91%
• YTD: -20.73%
• 6M: -29.93%
• 1Y: -34.94%
• 3Y*: -20.58%
• 5Y*: —
• 10Y*: —

WSM

• 1D: -1.07%
• 1M: -10.42%
• YTD: 1.32%
• 6M: -7.03%
• 1Y: 15.29%
• 3Y*: 46.29%
• 5Y*: 16.84%
• 10Y*: 23.64%

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

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: 21
RUM Sharpe Ratio Rank: 18
RUM Sortino Ratio Rank: 18
RUM Omega Ratio Rank: 20
RUM Calmar Ratio Rank: 24
RUM Martin Ratio Rank: 25

WSM

WSM Risk / Return Rank: 54
WSM Sharpe Ratio Rank: 54
WSM Sortino Ratio Rank: 50
WSM Omega Ratio Rank: 49
WSM Calmar Ratio Rank: 58
WSM Martin Ratio Rank: 58

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.

	RUM	WSM	Difference
Sharpe ratio Return per unit of total volatility	-0.53	0.38	-0.90
Sortino ratio Return per unit of downside risk	-0.51	0.82	-1.33
Omega ratio Gain probability vs. loss probability	0.95	1.10	-0.16
Calmar ratio Return relative to maximum drawdown	-0.52	0.77	-1.29
Martin ratio Return relative to average drawdown	-0.91	1.73	-2.64
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RUM vs. WSM - Sharpe Ratio Comparison

The current RUM Sharpe Ratio is -0.53, which is lower than the WSM Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of RUM and WSM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	RUM	WSM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.53	0.38	-0.90
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.38	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.54	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.15	0.33	-0.48

Correlation

The correlation between RUM and WSM is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

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 1.46%.

	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.	1.46%	1.43%	1.16%	1.72%	2.65%	1.43%	1.93%	2.55%	3.33%	2.98%	3.02%	2.36%

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	-55.78%	-20.56%	-35.22%
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	-70.20%	-18.26%	-51.94%
Average Drawdown Average peak-to-trough decline	-43.61%	-25.10%	-18.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	31.97%	9.15%	+22.82%

Volatility

RUM vs. WSM - Volatility Comparison

Rumble Inc. (RUM) has a higher volatility of 21.56% compared to Williams-Sonoma, Inc. (WSM) at 8.55%. 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	21.56%	8.55%	+13.01%
Volatility (6M) Calculated over the trailing 6-month period	49.86%	23.85%	+26.01%
Volatility (1Y) Calculated over the trailing 1-year period	67.28%	40.82%	+26.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	83.92%	44.73%	+39.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	83.92%	44.19%	+39.73%

Financials