T vs. WSM
T (AT&T Inc.) and WSM (Williams-Sonoma, Inc.) are both stocks. T operates in Telecom Services (Communication Services), while WSM operates in Specialty Retail (Consumer Cyclical). Over the past 10 years, T returned 3.33%/yr vs 27.10%/yr for WSM. At a 0.20 correlation, their price movements are largely independent.
Performance
T vs. WSM - Performance Comparison
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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%
T vs. WSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
T:
$3.04
WSM:
$8.93
T:
7.74
WSM:
25.04
T:
0.32
WSM:
5.06
T:
1.35
WSM:
3.46
T:
$125.65B
WSM:
$7.88B
T:
$105.41B
WSM:
$3.63B
T:
$54.70B
WSM:
$1.49B
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Return for Risk
T vs. WSM — Risk / Return Rank
T
WSM
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.
| T | WSM | Difference | |
|---|---|---|---|
| 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 |
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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
| T | WSM | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -18.12% | 0.00% | -18.12% |
Average DrawdownAverage peak-to-trough decline | -15.72% | -25.03% | +9.31% |
Ulcer IndexDepth 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
| T | WSM | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Total Revenue: Total amount of money received from sales and other business activities
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.
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