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

Performance

T vs. WSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AT&T Inc. (T) 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, T achieves a -2.96% return, which is significantly lower than WSM's 26.06% return. Over the past 10 years, T has underperformed WSM with an annualized return of 3.33%, while WSM has yielded a comparatively higher 27.10% annualized return.


T

1D
2.52%
1M
-1.87%
YTD
-2.96%
6M
-1.93%
1Y
-12.71%
3Y*
20.58%
5Y*
7.38%
10Y*
3.33%

WSM

1D
2.19%
1M
32.55%
YTD
26.06%
6M
20.02%
1Y
47.32%
3Y*
53.75%
5Y*
23.70%
10Y*
27.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

T vs. WSM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
T
AT&T Inc.
-2.96%13.97%44.08%-2.74%5.76%-8.09%-21.37%45.55%-22.25%-4.01%
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 T and WSM is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.10

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

-0.01

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

0.11

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

0.16

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

0.20

The correlation between T and WSM shifts across timeframes, from -0.10 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

T:

$3.04

WSM:

$8.93

PE Ratio

T:

7.74

WSM:

25.04

PEG Ratio

T:

0.32

WSM:

5.06

PS Ratio

T:

1.35

WSM:

3.46

Total Revenue (TTM)

T:

$125.65B

WSM:

$7.88B

Gross Profit (TTM)

T:

$105.41B

WSM:

$3.63B

EBITDA (TTM)

T:

$54.70B

WSM:

$1.49B

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Return for Risk

T vs. WSM — Risk / Return Rank

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

T
T Risk / Return Rank: 1818
Overall Rank
T Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
T Sortino Ratio Rank: 1717
Sortino Ratio Rank
T Omega Ratio Rank: 1818
Omega Ratio Rank
T Calmar Ratio Rank: 2121
Calmar Ratio Rank
T Martin Ratio Rank: 1515
Martin Ratio Rank

WSM
WSM Risk / Return Rank: 7777
Overall Rank
WSM Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
WSM Sortino Ratio Rank: 7878
Sortino Ratio Rank
WSM Omega Ratio Rank: 7373
Omega Ratio Rank
WSM Calmar Ratio Rank: 7777
Calmar Ratio Rank
WSM Martin Ratio Rank: 7575
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.

T vs. WSM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) 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.


TWSMDifference
Sharpe ratioReturn per unit of total volatility

-1.94

Sortino ratioReturn per unit of downside risk

-2.78

Omega ratioGain probability vs. loss probability

0.92

1.23

-0.31

Calmar ratioReturn relative to maximum drawdown

-0.59

2.01

-2.60

Martin ratioReturn relative to average drawdown

-1.22

4.55

-5.77

T vs. WSM - Sharpe Ratio Comparison

The current T Sharpe Ratio is -0.59, which is lower than the WSM Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of T 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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Drawdowns

T vs. WSM - Drawdown Comparison

The maximum T drawdown since its inception was -64.15%, smaller than the maximum WSM drawdown of -89.01%. Use the drawdown chart below to compare losses from any high point for T and WSM.


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Drawdown Indicators


TWSMDifference

Max Drawdown

Largest peak-to-trough decline

-64.15%

-89.01%

+24.86%

Max Drawdown (1Y)

Largest decline over 1 year

-21.87%

-23.27%

+1.40%

Max Drawdown (3Y)

Largest decline over 3 years

-21.87%

-36.79%

+14.92%

Max Drawdown (5Y)

Largest decline over 5 years

-32.01%

-51.92%

+19.91%

Max Drawdown (10Y)

Largest decline over 10 years

-42.35%

-59.71%

+17.36%

Current Drawdown

Current decline from peak

-18.12%

0.00%

-18.12%

Average Drawdown

Average peak-to-trough decline

-15.72%

-25.03%

+9.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.64%

10.25%

+0.39%

Volatility

T vs. WSM - Volatility Comparison

The current volatility for AT&T Inc. (T) is 8.21%, while Williams-Sonoma, Inc. (WSM) has a volatility of 12.02%. This indicates that T 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


TWSMDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.21%

12.02%

-3.81%

Volatility (6M)

Calculated over the trailing 6-month period

17.80%

25.57%

-7.77%

Volatility (1Y)

Calculated over the trailing 1-year period

22.13%

34.63%

-12.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.01%

44.77%

-20.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.73%

44.26%

-20.53%

Dividends

T vs. WSM - Dividend Comparison

T's dividend yield for the trailing twelve months is around 4.71%, more than WSM's 1.23% yield.


PositionTTM20252024202320222021202020192018201720162015
T
AT&T Inc.
4.71%4.47%4.87%6.62%6.66%8.46%7.23%5.22%7.01%5.04%4.51%5.46%
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

T vs. WSM - Financials Comparison

This section allows you to compare key financial metrics between AT&T 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.


Quarterly
Annual

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


0.0010.00B20.00B30.00B40.00B20222023202420252026
33.47B
1.81B
(T) Total Revenue
(WSM) Total Revenue
Values in USD except per share items

Frequently Asked Questions


T and WSM have a correlation of -0.10, 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 T (8.21%). In terms of maximum drawdown, T dropped -64.15% vs WSM's -89.01%.

WSM currently has the higher Sharpe Ratio (1.35 vs -0.59), 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.

Portfolio Optimizer

Find the right allocation for T and WSM

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