TSCO vs. WSM
TSCO (Tractor Supply Company) and WSM (Williams-Sonoma, Inc.) are both stocks. Both operate in the Specialty Retail industry within the Consumer Cyclical sector. Over the past 10 years, TSCO returned 6.65%/yr vs 25.88%/yr for WSM. At a 0.34 correlation, their price movements are largely independent.
Performance
TSCO vs. WSM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TSCO achieves a -38.97% return, which is significantly lower than WSM's 14.19% return. Over the past 10 years, TSCO has underperformed WSM with an annualized return of 6.65%, while WSM has yielded a comparatively higher 25.88% annualized return.
TSCO
- 1D
- 1.21%
- 1M
- -0.87%
- YTD
- -38.97%
- 6M
- -42.78%
- 1Y
- -39.60%
- 3Y*
- -9.81%
- 5Y*
- -1.88%
- 10Y*
- 6.65%
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%
TSCO vs. WSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSCO Tractor Supply Company | -38.97% | -4.16% | 25.43% | -2.55% | -3.97% | 71.57% | 52.33% | 13.53% | 13.34% | 0.32% |
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 TSCO and WSM is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 1994 | 0.34 |
The correlation between TSCO and WSM shifts across timeframes, from 0.28 (1 year) to 0.42 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
TSCO:
$2.06
WSM:
$8.93
TSCO:
14.62
WSM:
22.68
TSCO:
3.20
WSM:
4.59
TSCO:
1.03
WSM:
3.13
TSCO:
$15.52B
WSM:
$7.88B
TSCO:
$5.16B
WSM:
$3.63B
TSCO:
$1.96B
WSM:
$1.49B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TSCO vs. WSM — Risk / Return Rank
TSCO
WSM
TSCO vs. WSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tractor Supply Company (TSCO) 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.
| TSCO | WSM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.20 | ||
| Sortino ratioReturn per unit of downside risk | -3.34 | ||
| Omega ratioGain probability vs. loss probability | 0.77 | 1.17 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.75 | 1.30 | -2.06 |
| Martin ratioReturn relative to average drawdown | -1.79 | 2.96 | -4.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| TSCO | WSM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.30 | 0.90 | -2.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.07 | 0.49 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.23 | 0.59 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.34 | +0.09 |
Drawdowns
TSCO vs. WSM - Drawdown Comparison
The maximum TSCO drawdown since its inception was -76.15%, smaller than the maximum WSM drawdown of -89.01%. Use the drawdown chart below to compare losses from any high point for TSCO and WSM.
Loading charts...
Drawdown Indicators
| TSCO | WSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.15% | -89.01% | +12.86% |
Max Drawdown (1Y)Largest decline over 1 year | -52.69% | -23.27% | -29.42% |
Max Drawdown (3Y)Largest decline over 3 years | -52.69% | -36.79% | -15.90% |
Max Drawdown (5Y)Largest decline over 5 years | -52.69% | -51.92% | -0.77% |
Max Drawdown (10Y)Largest decline over 10 years | -52.69% | -59.71% | +7.02% |
Current DrawdownCurrent decline from peak | -51.07% | -7.87% | -43.20% |
Average DrawdownAverage peak-to-trough decline | -17.45% | -25.04% | +7.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.12% | 10.24% | +11.88% |
Volatility
TSCO vs. WSM - Volatility Comparison
Tractor Supply Company (TSCO) has a higher volatility of 12.35% compared to Williams-Sonoma, Inc. (WSM) at 10.77%. This indicates that TSCO'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.
Loading charts...
Volatility by Period
| TSCO | WSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.35% | 10.77% | +1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 26.55% | 24.49% | +2.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.73% | 33.72% | -2.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.85% | 44.64% | -15.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.41% | 44.20% | -14.79% |
Dividends
TSCO vs. WSM - Dividend Comparison
TSCO's dividend yield for the trailing twelve months is around 3.12%, more than WSM's 1.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSCO Tractor Supply Company | 3.12% | 1.84% | 1.66% | 1.92% | 1.64% | 0.87% | 1.07% | 1.46% | 1.44% | 1.40% | 1.21% | 0.89% |
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
TSCO vs. WSM - Financials Comparison
This section allows you to compare key financial metrics between Tractor Supply Company 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
TSCO vs. WSM - Profitability Comparison
TSCO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tractor Supply Company reported a gross profit of 997.97M and revenue of 3.90B. Therefore, the gross margin over that period was 25.6%.
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%.
TSCO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tractor Supply Company reported an operating income of 297.73M and revenue of 3.90B, resulting in an operating margin of 7.6%.
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%.
TSCO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tractor Supply Company reported a net income of 227.41M and revenue of 3.90B, resulting in a net margin of 5.8%.
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
TSCO and WSM have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSCO has higher volatility (12.35%) compared to WSM (10.77%). In terms of maximum drawdown, TSCO dropped -76.15% vs WSM's -89.01%.
WSM currently has the higher Sharpe Ratio (0.90 vs -1.30), 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.
Find the right allocation for TSCO and WSM
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer