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SNA vs. WSM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SNA vs. WSM - Performance Comparison

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

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Returns By Period

In the year-to-date period, SNA achieves a 11.92% return, which is significantly lower than WSM's 14.19% return. Over the past 10 years, SNA has underperformed WSM with an annualized return of 12.03%, while WSM has yielded a comparatively higher 25.88% annualized return.


SNA

1D
0.23%
1M
2.47%
YTD
11.92%
6M
11.01%
1Y
21.60%
3Y*
15.48%
5Y*
12.15%
10Y*
12.03%

WSM

1D
-1.21%
1M
11.20%
YTD
14.19%
6M
13.65%
1Y
30.20%
3Y*
50.28%
5Y*
21.62%
10Y*
25.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNA vs. WSM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SNA
Snap-on Incorporated
11.92%4.28%20.67%29.70%8.91%28.83%4.03%19.54%-14.86%3.64%
WSM
Williams-Sonoma, Inc.
14.19%-2.09%86.56%80.24%-30.49%68.60%42.38%50.07%0.61%10.20%

Correlation

The correlation between SNA and WSM is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

Correlation (3Y)
Calculated over the trailing 3-year period

0.45

Correlation (5Y)
Calculated over the trailing 5-year period

0.48

Correlation (10Y)
Calculated over the trailing 10-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Mar 26, 1990

0.34

The correlation between SNA and WSM shifts across timeframes, from 0.34 (all time) to 0.50 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SNA:

$20.06B

WSM:

$24.28B

EPS

SNA:

$19.35

WSM:

$8.93

PE Ratio

SNA:

19.68

WSM:

22.68

PEG Ratio

SNA:

2.99

WSM:

4.59

PS Ratio

SNA:

3.93

WSM:

3.13

PB Ratio

SNA:

3.37

WSM:

12.98

Total Revenue (TTM)

SNA:

$5.12B

WSM:

$7.88B

Gross Profit (TTM)

SNA:

$2.63B

WSM:

$3.63B

EBITDA (TTM)

SNA:

$1.47B

WSM:

$1.49B

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Return for Risk

SNA vs. WSM — Risk / Return Rank

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

SNA
SNA Risk / Return Rank: 7474
Overall Rank
SNA Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SNA Sortino Ratio Rank: 7070
Sortino Ratio Rank
SNA Omega Ratio Rank: 6666
Omega Ratio Rank
SNA Calmar Ratio Rank: 8080
Calmar Ratio Rank
SNA Martin Ratio Rank: 8181
Martin Ratio Rank

WSM
WSM Risk / Return Rank: 6767
Overall Rank
WSM Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
WSM Sortino Ratio Rank: 6767
Sortino Ratio Rank
WSM Omega Ratio Rank: 6262
Omega Ratio Rank
WSM Calmar Ratio Rank: 6767
Calmar Ratio Rank
WSM Martin Ratio Rank: 6868
Martin Ratio Rank
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.

SNA vs. WSM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Snap-on Incorporated (SNA) 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.


SNAWSMDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

1.19

1.17

+0.03

Calmar ratioReturn relative to maximum drawdown

2.56

1.30

+1.26

Martin ratioReturn relative to average drawdown

6.36

2.96

+3.40

SNA vs. WSM - Sharpe Ratio Comparison

The current SNA Sharpe Ratio is 1.03, which is comparable to the WSM Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of SNA 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.


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Sharpe Ratios by Period


SNAWSMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

0.90

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.49

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.59

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.34

+0.08

Drawdowns

SNA vs. WSM - Drawdown Comparison

The maximum SNA drawdown since its inception was -65.76%, smaller than the maximum WSM drawdown of -89.01%. Use the drawdown chart below to compare losses from any high point for SNA and WSM.


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Drawdown Indicators


SNAWSMDifference

Max Drawdown

Largest peak-to-trough decline

-65.76%

-89.01%

+23.25%

Max Drawdown (1Y)

Largest decline over 1 year

-8.47%

-23.27%

+14.80%

Max Drawdown (3Y)

Largest decline over 3 years

-20.77%

-36.79%

+16.02%

Max Drawdown (5Y)

Largest decline over 5 years

-20.77%

-51.92%

+31.15%

Max Drawdown (10Y)

Largest decline over 10 years

-47.38%

-59.71%

+12.33%

Current Drawdown

Current decline from peak

-1.92%

-7.87%

+5.95%

Average Drawdown

Average peak-to-trough decline

-13.88%

-25.04%

+11.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

10.24%

-6.83%

Volatility

SNA vs. WSM - Volatility Comparison

The current volatility for Snap-on Incorporated (SNA) is 4.71%, while Williams-Sonoma, Inc. (WSM) has a volatility of 10.77%. This indicates that SNA experiences smaller price fluctuations and is considered to be less risky 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


SNAWSMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.71%

10.77%

-6.06%

Volatility (6M)

Calculated over the trailing 6-month period

14.59%

24.49%

-9.90%

Volatility (1Y)

Calculated over the trailing 1-year period

21.15%

33.72%

-12.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.90%

44.64%

-20.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.19%

44.20%

-17.01%

Dividends

SNA vs. WSM - Dividend Comparison

SNA's dividend yield for the trailing twelve months is around 2.49%, more than WSM's 1.35% yield.


PositionTTM20252024202320222021202020192018201720162015
SNA
Snap-on Incorporated
2.49%2.57%2.27%2.33%2.57%2.37%2.61%2.32%2.35%1.69%1.48%1.28%
WSM
Williams-Sonoma, Inc.
1.35%1.43%1.16%1.72%2.65%1.43%1.93%2.55%3.33%2.98%3.02%2.36%

Financials

SNA vs. WSM - Financials Comparison

This section allows you to compare key financial metrics between Snap-on Incorporated 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


1.00B1.50B2.00B2.50B20222023202420252026
1.21B
1.81B
(SNA) Total Revenue
(WSM) Total Revenue
Values in USD except per share items

SNA vs. WSM - Profitability Comparison

The chart below illustrates the profitability comparison between Snap-on Incorporated and Williams-Sonoma, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%45.0%50.0%20222023202420252026
50.4%
44.0%
Portfolio components
SNA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Snap-on Incorporated reported a gross profit of 608.30M and revenue of 1.21B. Therefore, the gross margin over that period was 50.4%.

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%.

SNA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Snap-on Incorporated reported an operating income of 250.80M and revenue of 1.21B, resulting in an operating margin of 20.8%.

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%.

SNA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Snap-on Incorporated reported a net income of 247.00M and revenue of 1.21B, resulting in a net margin of 20.5%.

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


SNA and WSM have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WSM has higher volatility (10.77%) compared to SNA (4.71%). In terms of maximum drawdown, SNA dropped -65.76% vs WSM's -89.01%.

SNA currently has the higher Sharpe Ratio (1.03 vs 0.90), 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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