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WMB vs. HES
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

WMB vs. HES - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Williams Companies, Inc. (WMB) and Hess Corporation (HES). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


WMB

1D
1.39%
1M
-6.54%
YTD
21.67%
6M
22.42%
1Y
24.40%
3Y*
38.58%
5Y*
26.67%
10Y*
19.28%

HES

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WMB vs. HES - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WMB
The Williams Companies, Inc.
21.67%14.91%62.35%11.86%32.83%38.36%-8.20%14.18%-23.88%2.02%
HES
Hess Corporation
0.00%12.77%-6.49%2.90%94.02%42.08%-19.14%67.71%-13.14%-22.06%

Correlation

The correlation between WMB and HES is -0.01, 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

-0.01

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

0.34

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

0.52

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

0.55

Correlation (All Time)
Calculated using the full available price history since Apr 6, 1983

0.41

The correlation between WMB and HES shifts across timeframes, from -0.01 (1 year) to 0.55 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Total Revenue (TTM)

WMB:

$11.92B

HES:

$12.47B

Gross Profit (TTM)

WMB:

$7.49B

HES:

$7.43B

EBITDA (TTM)

WMB:

$6.88B

HES:

$6.60B

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Return for Risk

WMB vs. HES — Risk / Return Rank

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

WMB
WMB Risk / Return Rank: 7272
Overall Rank
WMB Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
WMB Sortino Ratio Rank: 6969
Sortino Ratio Rank
WMB Omega Ratio Rank: 6767
Omega Ratio Rank
WMB Calmar Ratio Rank: 7676
Calmar Ratio Rank
WMB Martin Ratio Rank: 7474
Martin Ratio Rank

HES

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

WMB vs. HES - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Williams Companies, Inc. (WMB) and Hess Corporation (HES). 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.


WMBHESDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.20

Calmar ratioReturn relative to maximum drawdown

2.02

Martin ratioReturn relative to average drawdown

4.27

WMB vs. HES - Sharpe Ratio Comparison


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Drawdowns

WMB vs. HES - Drawdown Comparison


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Drawdown Indicators


WMBHESDifference

Max Drawdown

Largest peak-to-trough decline

-98.03%

Max Drawdown (1Y)

Largest decline over 1 year

-12.36%

Max Drawdown (3Y)

Largest decline over 3 years

-12.36%

Max Drawdown (5Y)

Largest decline over 5 years

-23.01%

Max Drawdown (10Y)

Largest decline over 10 years

-68.08%

Current Drawdown

Current decline from peak

-8.55%

Average Drawdown

Average peak-to-trough decline

-27.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.82%

Volatility

WMB vs. HES - Volatility Comparison


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Volatility by Period


WMBHESDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.36%

Volatility (6M)

Calculated over the trailing 6-month period

15.58%

Volatility (1Y)

Calculated over the trailing 1-year period

23.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.95%

Dividends

WMB vs. HES - Dividend Comparison

WMB's dividend yield for the trailing twelve months is around 3.54%, while HES has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
HES
Hess Corporation
0.34%0.67%1.41%1.21%1.06%1.35%1.89%1.50%2.47%2.11%1.61%2.06%
WMB
The Williams Companies, Inc.
2.84%3.33%3.51%5.14%5.17%6.30%7.98%6.41%6.17%3.94%5.39%9.53%

Financials

WMB vs. HES - Financials Comparison

This section allows you to compare key financial metrics between The Williams Companies, Inc. and Hess Corporation. 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


1.50B2.00B2.50B3.00B20222023202420252026
3.03B
2.94B
(WMB) Total Revenue
(HES) Total Revenue
Values in USD except per share items

Frequently Asked Questions


WMB and HES have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for WMB and HES

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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