SG vs. WSM
SG (Sweetgreen, Inc.) and WSM (Williams-Sonoma, Inc.) are both stocks. Both are in the Consumer Cyclical sector — SG in Restaurants, WSM in Specialty Retail. Over the past 3 years, SG returned -4.50%/yr vs 56.48%/yr for WSM. At a 0.33 correlation, their price movements are largely independent.
Performance
SG vs. WSM - Performance Comparison
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Returns By Period
In the year-to-date period, SG achieves a 32.69% return, which is significantly higher than WSM's 27.97% return.
SG
- 1D
- 5.28%
- 1M
- -0.11%
- YTD
- 32.69%
- 6M
- 30.95%
- 1Y
- -26.89%
- 3Y*
- -4.50%
- 5Y*
- —
- 10Y*
- —
WSM
- 1D
- 2.61%
- 1M
- 18.22%
- YTD
- 27.97%
- 6M
- 19.73%
- 1Y
- 44.95%
- 3Y*
- 56.48%
- 5Y*
- 27.02%
- 10Y*
- 26.91%
SG vs. WSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SG Sweetgreen, Inc. | 32.69% | -78.91% | 183.72% | 31.86% | -73.22% | -38.46% |
WSM Williams-Sonoma, Inc. | 27.97% | -2.09% | 86.56% | 80.24% | -30.49% | -19.44% |
Correlation
The correlation between SG and WSM is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2021 | 0.33 |
Fundamentals
SG:
$1.08B
WSM:
$27.21B
SG:
$0.14
WSM:
$8.93
SG:
63.43
WSM:
25.42
SG:
1.58
WSM:
3.51
SG:
2.21
WSM:
14.55
SG:
$674.69M
WSM:
$7.88B
SG:
$73.84M
WSM:
$3.63B
SG:
$93.13M
WSM:
$1.49B
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Return for Risk
SG vs. WSM — Risk / Return Rank
SG
WSM
SG vs. WSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sweetgreen, Inc. (SG) 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.
| SG | WSM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.62 | ||
| Sortino ratioReturn per unit of downside risk | -2.01 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.22 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 1.88 | -2.26 |
| Martin ratioReturn relative to average drawdown | -0.51 | 4.26 | -4.77 |
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Drawdowns
SG vs. WSM - Drawdown Comparison
The maximum SG drawdown since its inception was -91.13%, roughly equal to the maximum WSM drawdown of -89.01%. Use the drawdown chart below to compare losses from any high point for SG and WSM.
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Drawdown Indicators
| SG | WSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.13% | -89.01% | -2.12% |
Max Drawdown (1Y)Largest decline over 1 year | -71.09% | -23.27% | -47.82% |
Max Drawdown (3Y)Largest decline over 3 years | -89.31% | -36.79% | -52.52% |
Max Drawdown (5Y)Largest decline over 5 years | — | -51.92% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -59.71% | — |
Current DrawdownCurrent decline from peak | -83.08% | -0.11% | -82.97% |
Average DrawdownAverage peak-to-trough decline | -66.61% | -25.02% | -41.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 52.75% | 10.25% | +42.50% |
Volatility
SG vs. WSM - Volatility Comparison
Sweetgreen, Inc. (SG) has a higher volatility of 27.19% compared to Williams-Sonoma, Inc. (WSM) at 12.05%. This indicates that SG'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
| SG | WSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 27.19% | 12.05% | +15.14% |
Volatility (6M)Calculated over the trailing 6-month period | 54.70% | 25.82% | +28.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 75.15% | 34.74% | +40.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 79.80% | 44.75% | +35.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 79.80% | 44.27% | +35.53% |
Dividends
SG vs. WSM - Dividend Comparison
SG has not paid dividends to shareholders, while WSM's dividend yield for the trailing twelve months is around 1.21%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SG Sweetgreen, 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. | 1.21% | 1.43% | 1.16% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% |
Financials
SG vs. WSM - Financials Comparison
This section allows you to compare key financial metrics between Sweetgreen, 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
SG vs. WSM - Profitability Comparison
SG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sweetgreen, Inc. reported a gross profit of 0.00 and revenue of 161.52M. Therefore, the gross margin over that period was 0.0%.
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%.
SG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sweetgreen, Inc. reported an operating income of -34.35M and revenue of 161.52M, resulting in an operating margin of -21.3%.
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%.
SG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sweetgreen, Inc. reported a net income of 125.81M and revenue of 161.52M, resulting in a net margin of 77.9%.
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
SG and WSM have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SG has higher volatility (27.19%) compared to WSM (12.05%). In terms of maximum drawdown, SG dropped -91.13% vs WSM's -89.01%.
WSM currently has the higher Sharpe Ratio (1.26 vs -0.36), 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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