WSM vs. AMLP
WSM (Williams-Sonoma, Inc.) is a stock, while AMLP (Alerian MLP ETF) is MLPs fund tracking the Alerian MLP Infrastructure Index. Over the past 10 years, WSM returned 27.10%/yr vs 6.92%/yr for AMLP. At a 0.27 correlation, their price movements are largely independent.
Performance
WSM vs. AMLP - Performance Comparison
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Returns By Period
In the year-to-date period, WSM achieves a 26.06% return, which is significantly higher than AMLP's 15.29% return. Over the past 10 years, WSM has outperformed AMLP with an annualized return of 27.10%, while AMLP has yielded a comparatively lower 6.92% annualized return.
WSM
- 1D
- 2.19%
- 1M
- 28.73%
- YTD
- 26.06%
- 6M
- 20.02%
- 1Y
- 47.32%
- 3Y*
- 53.75%
- 5Y*
- 23.70%
- 10Y*
- 27.10%
AMLP
- 1D
- -0.34%
- 1M
- -3.23%
- YTD
- 15.29%
- 6M
- 14.35%
- 1Y
- 15.02%
- 3Y*
- 20.22%
- 5Y*
- 15.26%
- 10Y*
- 6.92%
WSM vs. AMLP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WSM Williams-Sonoma, Inc. | 26.06% | -2.09% | 86.56% | 80.24% | -30.49% | 68.60% | 42.38% | 50.07% | 0.61% | 10.20% |
AMLP Alerian MLP ETF | 15.29% | 5.78% | 22.76% | 21.40% | 25.47% | 39.09% | -32.26% | 5.99% | -12.67% | -7.89% |
Correlation
The correlation between WSM and AMLP is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Aug 25, 2010 | 0.27 |
The correlation between WSM and AMLP shifts across timeframes, from -0.04 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WSM vs. AMLP — Risk / Return Rank
WSM
AMLP
WSM vs. AMLP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Williams-Sonoma, Inc. (WSM) and Alerian MLP ETF (AMLP). 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.
| WSM | AMLP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.22 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.01 | 1.66 | +0.35 |
| Martin ratioReturn relative to average drawdown | 4.55 | 5.35 | -0.80 |
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Drawdowns
WSM vs. AMLP - Drawdown Comparison
The maximum WSM drawdown since its inception was -89.01%, which is greater than AMLP's maximum drawdown of -77.19%. Use the drawdown chart below to compare losses from any high point for WSM and AMLP.
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Drawdown Indicators
| WSM | AMLP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.01% | -77.19% | -11.82% |
Max Drawdown (1Y)Largest decline over 1 year | -23.27% | -8.94% | -14.33% |
Max Drawdown (3Y)Largest decline over 3 years | -36.79% | -14.27% | -22.52% |
Max Drawdown (5Y)Largest decline over 5 years | -51.92% | -20.92% | -31.00% |
Max Drawdown (10Y)Largest decline over 10 years | -59.71% | -72.62% | +12.91% |
Current DrawdownCurrent decline from peak | 0.00% | -4.94% | +4.94% |
Average DrawdownAverage peak-to-trough decline | -25.03% | -17.37% | -7.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.25% | 2.77% | +7.48% |
Volatility
WSM vs. AMLP - Volatility Comparison
Williams-Sonoma, Inc. (WSM) has a higher volatility of 12.02% compared to Alerian MLP ETF (AMLP) at 4.71%. This indicates that WSM's price experiences larger fluctuations and is considered to be riskier than AMLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WSM | AMLP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.02% | 4.71% | +7.31% |
Volatility (6M)Calculated over the trailing 6-month period | 25.57% | 8.77% | +16.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.63% | 11.84% | +22.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.77% | 19.95% | +24.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.26% | 27.67% | +16.59% |
Dividends
WSM vs. AMLP - Dividend Comparison
WSM's dividend yield for the trailing twelve months is around 1.23%, less than AMLP's 7.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMLP Alerian MLP ETF | 7.71% | 8.36% | 7.70% | 7.86% | 7.70% | 8.55% | 12.31% | 9.12% | 9.29% | 7.97% | 8.09% | 9.84% |
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% |
Frequently Asked Questions
WSM and AMLP have a correlation of -0.04, 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 AMLP (4.71%). In terms of maximum drawdown, WSM dropped -89.01% vs AMLP's -77.19%.
WSM currently has the higher Sharpe Ratio (1.35 vs 1.25), 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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