TROW vs. WSM
TROW (T. Rowe Price Group, Inc.) and WSM (Williams-Sonoma, Inc.) are both stocks. TROW operates in Asset Management (Financial Services), while WSM operates in Specialty Retail (Consumer Cyclical). Over the past 10 years, TROW returned 7.66%/yr vs 25.88%/yr for WSM. At a 0.34 correlation, their price movements are largely independent.
Performance
TROW vs. WSM - Performance Comparison
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Returns By Period
In the year-to-date period, TROW achieves a 4.53% return, which is significantly lower than WSM's 14.19% return. Over the past 10 years, TROW has underperformed WSM with an annualized return of 7.66%, while WSM has yielded a comparatively higher 25.88% annualized return.
TROW
- 1D
- -0.51%
- 1M
- 0.11%
- YTD
- 4.53%
- 6M
- 3.65%
- 1Y
- 17.89%
- 3Y*
- 2.09%
- 5Y*
- -7.40%
- 10Y*
- 7.66%
WSM
- 1D
- -1.21%
- 1M
- 11.20%
- YTD
- 14.19%
- 6M
- 13.65%
- 1Y
- 30.20%
- 3Y*
- 50.28%
- 5Y*
- 21.62%
- 10Y*
- 25.88%
TROW vs. WSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TROW T. Rowe Price Group, Inc. | 4.53% | -4.67% | 9.68% | 3.35% | -42.24% | 34.91% | 28.11% | 35.61% | -9.75% | 43.38% |
WSM Williams-Sonoma, Inc. | 14.19% | -2.09% | 86.56% | 80.24% | -30.49% | 68.60% | 42.38% | 50.07% | 0.61% | 10.20% |
Correlation
The correlation between TROW and WSM is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 1990 | 0.34 |
The correlation between TROW and WSM shifts across timeframes, from 0.34 (all time) to 0.52 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
TROW:
$22.95B
WSM:
$24.28B
TROW:
$9.80
WSM:
$8.93
TROW:
10.77
WSM:
22.68
TROW:
3.14
WSM:
3.13
TROW:
2.13
WSM:
12.98
TROW:
$7.41B
WSM:
$7.88B
TROW:
$3.66B
WSM:
$3.63B
TROW:
$2.87B
WSM:
$1.49B
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Return for Risk
TROW vs. WSM — Risk / Return Rank
TROW
WSM
TROW vs. WSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Group, Inc. (TROW) 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.
| TROW | WSM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.17 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.91 | 1.30 | -0.39 |
| Martin ratioReturn relative to average drawdown | 2.23 | 2.96 | -0.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TROW | WSM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 0.90 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.24 | 0.49 | -0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.59 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.34 | +0.05 |
Drawdowns
TROW vs. WSM - Drawdown Comparison
The maximum TROW drawdown since its inception was -67.43%, smaller than the maximum WSM drawdown of -89.01%. Use the drawdown chart below to compare losses from any high point for TROW and WSM.
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Drawdown Indicators
| TROW | WSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.43% | -89.01% | +21.58% |
Max Drawdown (1Y)Largest decline over 1 year | -19.76% | -23.27% | +3.51% |
Max Drawdown (3Y)Largest decline over 3 years | -34.05% | -36.79% | +2.74% |
Max Drawdown (5Y)Largest decline over 5 years | -58.16% | -51.92% | -6.24% |
Max Drawdown (10Y)Largest decline over 10 years | -58.16% | -59.71% | +1.55% |
Current DrawdownCurrent decline from peak | -42.07% | -7.87% | -34.20% |
Average DrawdownAverage peak-to-trough decline | -16.68% | -25.04% | +8.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.03% | 10.24% | -2.21% |
Volatility
TROW vs. WSM - Volatility Comparison
The current volatility for T. Rowe Price Group, Inc. (TROW) is 4.72%, while Williams-Sonoma, Inc. (WSM) has a volatility of 10.77%. This indicates that TROW 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
| TROW | WSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.72% | 10.77% | -6.05% |
Volatility (6M)Calculated over the trailing 6-month period | 17.20% | 24.49% | -7.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.79% | 33.72% | -9.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.48% | 44.64% | -14.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.01% | 44.20% | -14.19% |
Dividends
TROW vs. WSM - Dividend Comparison
TROW's dividend yield for the trailing twelve months is around 4.85%, more than WSM's 1.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TROW T. Rowe Price Group, Inc. | 4.85% | 4.96% | 4.39% | 4.53% | 4.40% | 3.72% | 2.38% | 2.50% | 3.03% | 2.17% | 2.87% | 5.71% |
WSM Williams-Sonoma, Inc. | 1.35% | 1.43% | 1.16% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% |
Financials
TROW vs. WSM - Financials Comparison
This section allows you to compare key financial metrics between T. Rowe Price Group, 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
TROW vs. WSM - Profitability Comparison
TROW - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, T. Rowe Price Group, Inc. reported a gross profit of 0.00 and revenue of 1.86B. Therefore, the gross margin over that period was 0.0%.
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%.
TROW - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, T. Rowe Price Group, Inc. reported an operating income of 680.50M and revenue of 1.86B, resulting in an operating margin of 36.7%.
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%.
TROW - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, T. Rowe Price Group, Inc. reported a net income of 562.00M and revenue of 1.86B, resulting in a net margin of 30.3%.
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
TROW and WSM have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WSM has higher volatility (10.77%) compared to TROW (4.72%). In terms of maximum drawdown, TROW dropped -67.43% vs WSM's -89.01%.
WSM currently has the higher Sharpe Ratio (0.90 vs 0.76), 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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