STGW vs. WSM
STGW (Stagwell Inc.) and WSM (Williams-Sonoma, Inc.) are both stocks. STGW operates in Advertising Agencies (Communication Services), while WSM operates in Specialty Retail (Consumer Cyclical). Over the past 3 years, STGW returned -2.61%/yr vs 58.20%/yr for WSM. At a 0.29 correlation, their price movements are largely independent.
Performance
STGW vs. WSM - Performance Comparison
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Returns By Period
In the year-to-date period, STGW achieves a 36.20% return, which is significantly higher than WSM's 27.49% return.
STGW
- 1D
- -0.75%
- 1M
- 2.30%
- YTD
- 36.20%
- 6M
- 30.59%
- 1Y
- 49.66%
- 3Y*
- -2.61%
- 5Y*
- —
- 10Y*
- —
WSM
- 1D
- -0.38%
- 1M
- 17.43%
- YTD
- 27.49%
- 6M
- 19.15%
- 1Y
- 44.40%
- 3Y*
- 58.20%
- 5Y*
- 25.80%
- 10Y*
- 26.98%
STGW vs. WSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
STGW Stagwell Inc. | 36.20% | -25.68% | -0.75% | 6.76% | -28.37% | 32.77% |
WSM Williams-Sonoma, Inc. | 27.49% | -2.09% | 86.56% | 80.24% | -30.49% | 9.65% |
Correlation
The correlation between STGW and WSM is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2021 | 0.29 |
Fundamentals
STGW:
$1.67B
WSM:
$27.10B
STGW:
$0.07
WSM:
$8.93
STGW:
90.06
WSM:
25.32
STGW:
0.16
WSM:
5.12
STGW:
0.58
WSM:
3.50
STGW:
2.31
WSM:
14.50
STGW:
$2.96B
WSM:
$7.88B
STGW:
$1.07B
WSM:
$3.63B
STGW:
$305.16M
WSM:
$1.49B
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Return for Risk
STGW vs. WSM — Risk / Return Rank
STGW
WSM
STGW vs. WSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stagwell Inc. (STGW) 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.
| STGW | WSM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.22 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.36 | 1.92 | -0.56 |
| Martin ratioReturn relative to average drawdown | 3.93 | 4.35 | -0.42 |
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Drawdowns
STGW vs. WSM - Drawdown Comparison
The maximum STGW drawdown since its inception was -62.11%, smaller than the maximum WSM drawdown of -89.01%. Use the drawdown chart below to compare losses from any high point for STGW and WSM.
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Drawdown Indicators
| STGW | WSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.11% | -89.01% | +26.90% |
Max Drawdown (1Y)Largest decline over 1 year | -36.78% | -23.27% | -13.51% |
Max Drawdown (3Y)Largest decline over 3 years | -50.92% | -36.79% | -14.13% |
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 | -37.23% | -0.49% | -36.74% |
Average DrawdownAverage peak-to-trough decline | -37.95% | -25.02% | -12.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.67% | 10.25% | +2.42% |
Volatility
STGW vs. WSM - Volatility Comparison
Stagwell Inc. (STGW) has a higher volatility of 14.75% compared to Williams-Sonoma, Inc. (WSM) at 11.58%. This indicates that STGW'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
| STGW | WSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.75% | 11.58% | +3.17% |
Volatility (6M)Calculated over the trailing 6-month period | 41.09% | 25.83% | +15.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.50% | 34.74% | +21.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.40% | 44.75% | +10.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.40% | 44.29% | +11.11% |
Dividends
STGW vs. WSM - Dividend Comparison
STGW 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STGW Stagwell 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
STGW vs. WSM - Financials Comparison
This section allows you to compare key financial metrics between Stagwell 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
STGW vs. WSM - Profitability Comparison
STGW - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Stagwell Inc. reported a gross profit of 244.61M and revenue of 704.14M. Therefore, the gross margin over that period was 34.7%.
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%.
STGW - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Stagwell Inc. reported an operating income of 9.64M and revenue of 704.14M, resulting in an operating margin of 1.4%.
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%.
STGW - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Stagwell Inc. reported a net income of -12.97M and revenue of 704.14M, resulting in a net margin of -1.8%.
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
STGW and WSM have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STGW has higher volatility (14.75%) compared to WSM (11.58%). In terms of maximum drawdown, STGW dropped -62.11% vs WSM's -89.01%.
WSM currently has the higher Sharpe Ratio (1.29 vs 0.89), 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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