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 7.46%/yr vs 51.30%/yr for WSM. Their 0.28 correlation means their historical movements had little consistent relationship.
Performance
STGW vs. WSM - Performance Comparison
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Returns By Period
In the year-to-date period, STGW achieves a 72.80% return, which is significantly higher than WSM's 29.38% return.
STGW
- 1D
- -0.47%
- 1M
- 14.19%
- 6M
- 40.60%
- YTD
- 72.80%
- 1Y
- 51.43%
- 3Y*
- 7.46%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 5.30%
WSM
- 1D
- -2.00%
- 1M
- 0.83%
- 6M
- 12.55%
- YTD
- 29.38%
- 1Y
- 23.56%
- 3Y*
- 51.30%
- 5Y*
- 27.07%
- 10Y*
- 27.25%
- ALL TIME*
- 17.11%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
STGW Stagwell Inc. | $9.96M | $9.06M | $10.17M |
| $173.86M | $200.45M | $243.88M |
STGW vs. WSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
STGW Stagwell Inc. | 72.80% | -25.68% | -0.75% | 6.76% | -28.37% | 32.77% |
WSM Williams-Sonoma, Inc. | 29.38% | -2.09% | 86.56% | 80.24% | -30.49% | 9.65% |
Correlation
The correlation between STGW and WSM is 0.21, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.21 |
Correlation (3Y) Balances recent behavior with more history. | 0.26 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2021 | 0.28 |
Fundamentals
STGW:
$2.09B
WSM:
$26.92B
STGW:
$0.07
WSM:
$8.93
STGW:
118.53
WSM:
25.61
STGW:
0.21
WSM:
5.18
STGW:
0.71
WSM:
3.54
STGW:
3.06
WSM:
14.66
STGW:
$3.04B
WSM:
$7.88B
STGW:
$1.05B
WSM:
$3.63B
STGW:
$248.34M
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 | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.14 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.30 | 1.03 | +0.26 |
| Martin ratioReturn relative to average drawdown | 3.74 | 2.31 | +1.43 |
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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 | -48.64% | -36.79% | -11.85% |
Max Drawdown (5Y)Largest decline over 5 years | -62.11% | -51.92% | -10.19% |
Max Drawdown (10Y)Largest decline over 10 years | — | -59.71% | — |
Current DrawdownCurrent decline from peak | -20.36% | -4.47% | -15.89% |
Average DrawdownAverage peak-to-trough decline | -37.75% | -24.96% | -12.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.75% | 10.40% | +2.35% |
Volatility
STGW vs. WSM - Volatility Comparison
Stagwell Inc. (STGW) has a higher volatility of 11.00% compared to Williams-Sonoma, Inc. (WSM) at 8.14%. 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 | 11.00% | 8.14% | +2.86% |
Volatility (6M)Calculated over the trailing 6-month period | 39.40% | 25.06% | +14.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.03% | 34.47% | +22.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.21% | 44.79% | +10.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.21% | 44.21% | +11.00% |
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 1.24%.
| 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. | 1.24% | 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 Aug 2026, Stagwell Inc. reported a gross profit of 269.24M and revenue of 786.31M. Therefore, the gross margin over that period was 34.2%.
WSM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 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 Aug 2026, Stagwell Inc. reported an operating income of 11.55M and revenue of 786.31M, resulting in an operating margin of 1.5%.
WSM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 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 Aug 2026, Stagwell Inc. reported a net income of -6.17M and revenue of 786.31M, resulting in a net margin of -0.8%.
WSM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 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 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STGW has higher volatility (11.00%) compared to WSM (8.14%). In terms of maximum drawdown, STGW dropped -62.11% vs WSM's -89.01%.
STGW currently has the higher Sharpe Ratio (0.85 vs 0.70), 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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