STLD vs. WSM
STLD (Steel Dynamics, Inc.) and WSM (Williams-Sonoma, Inc.) are both stocks. STLD operates in Steel (Basic Materials), while WSM operates in Specialty Retail (Consumer Cyclical). Over the past 10 years, STLD returned 29.92%/yr vs 27.10%/yr for WSM. At a 0.32 correlation, their price movements are largely independent.
Performance
STLD vs. WSM - Performance Comparison
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Returns By Period
In the year-to-date period, STLD achieves a 67.39% return, which is significantly higher than WSM's 26.06% return. Over the past 10 years, STLD has outperformed WSM with an annualized return of 29.92%, while WSM has yielded a comparatively lower 27.10% annualized return.
STLD
- 1D
- 1.15%
- 1M
- 19.27%
- YTD
- 67.39%
- 6M
- 65.42%
- 1Y
- 117.36%
- 3Y*
- 40.23%
- 5Y*
- 36.27%
- 10Y*
- 29.92%
WSM
- 1D
- 2.19%
- 1M
- 29.92%
- YTD
- 26.06%
- 6M
- 20.02%
- 1Y
- 46.51%
- 3Y*
- 53.75%
- 5Y*
- 23.70%
- 10Y*
- 27.10%
STLD vs. WSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STLD Steel Dynamics, Inc. | 67.39% | 50.70% | -1.99% | 22.75% | 60.14% | 71.42% | 12.46% | 16.78% | -29.02% | 23.34% |
WSM Williams-Sonoma, Inc. | 26.06% | -2.09% | 86.56% | 80.24% | -30.49% | 68.60% | 42.38% | 50.07% | 0.61% | 10.20% |
Correlation
The correlation between STLD and WSM is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Nov 22, 1996 | 0.32 |
Fundamentals
STLD:
$40.94B
WSM:
$26.80B
STLD:
$9.33
WSM:
$8.93
STLD:
30.30
WSM:
25.04
STLD:
2.19
WSM:
3.46
STLD:
4.47
WSM:
14.33
STLD:
$19.01B
WSM:
$7.88B
STLD:
$2.66B
WSM:
$3.63B
STLD:
$2.23B
WSM:
$1.49B
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Return for Risk
STLD vs. WSM — Risk / Return Rank
STLD
WSM
STLD vs. WSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Steel Dynamics, Inc. (STLD) 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.
| STLD | WSM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.19 | ||
| Sortino ratioReturn per unit of downside risk | +2.11 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.23 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 5.81 | 2.01 | +3.80 |
| Martin ratioReturn relative to average drawdown | 19.49 | 4.55 | +14.94 |
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Drawdowns
STLD vs. WSM - Drawdown Comparison
The maximum STLD drawdown since its inception was -87.05%, roughly equal to the maximum WSM drawdown of -89.01%. Use the drawdown chart below to compare losses from any high point for STLD and WSM.
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Drawdown Indicators
| STLD | WSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.05% | -89.01% | +1.96% |
Max Drawdown (1Y)Largest decline over 1 year | -20.33% | -23.27% | +2.94% |
Max Drawdown (3Y)Largest decline over 3 years | -28.66% | -36.79% | +8.13% |
Max Drawdown (5Y)Largest decline over 5 years | -32.20% | -51.92% | +19.72% |
Max Drawdown (10Y)Largest decline over 10 years | -68.46% | -59.71% | -8.75% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -33.27% | -25.03% | -8.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.04% | 10.25% | -4.21% |
Volatility
STLD vs. WSM - Volatility Comparison
The current volatility for Steel Dynamics, Inc. (STLD) is 9.70%, while Williams-Sonoma, Inc. (WSM) has a volatility of 12.02%. This indicates that STLD 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
| STLD | WSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.70% | 12.02% | -2.32% |
Volatility (6M)Calculated over the trailing 6-month period | 24.96% | 25.57% | -0.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.38% | 34.63% | -1.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.03% | 44.77% | -6.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.31% | 44.26% | -4.95% |
Dividends
STLD vs. WSM - Dividend Comparison
STLD's dividend yield for the trailing twelve months is around 0.72%, less than WSM's 1.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STLD Steel Dynamics, Inc. | 0.72% | 1.18% | 1.61% | 1.44% | 1.39% | 1.68% | 2.71% | 2.82% | 2.50% | 1.44% | 1.57% | 3.08% |
WSM Williams-Sonoma, Inc. | 1.23% | 1.43% | 1.16% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% |
Financials
STLD vs. WSM - Financials Comparison
This section allows you to compare key financial metrics between Steel Dynamics, 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
STLD vs. WSM - Profitability Comparison
STLD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Steel Dynamics, Inc. reported a gross profit of 763.22M and revenue of 5.20B. Therefore, the gross margin over that period was 14.7%.
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%.
STLD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Steel Dynamics, Inc. reported an operating income of 538.00M and revenue of 5.20B, resulting in an operating margin of 10.3%.
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%.
STLD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Steel Dynamics, Inc. reported a net income of 403.44M and revenue of 5.20B, resulting in a net margin of 7.8%.
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
STLD and WSM have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WSM has higher volatility (12.02%) compared to STLD (9.70%). In terms of maximum drawdown, STLD dropped -87.05% vs WSM's -89.01%.
STLD currently has the higher Sharpe Ratio (3.54 vs 1.35), 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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