WSM vs. CNM
WSM (Williams-Sonoma, Inc.) and CNM (Core & Main, Inc.) are both stocks. WSM operates in Specialty Retail (Consumer Cyclical), while CNM operates in Industrial Distribution (Industrials). Over the past 3 years, WSM returned 50.28%/yr vs 23.07%/yr for CNM. At a 0.45 correlation, their price movements are largely independent.
Performance
WSM vs. CNM - Performance Comparison
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Returns By Period
In the year-to-date period, WSM achieves a 14.19% return, which is significantly higher than CNM's 0.40% return.
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%
CNM
- 1D
- 0.40%
- 1M
- 6.29%
- YTD
- 0.40%
- 6M
- 3.29%
- 1Y
- -12.57%
- 3Y*
- 23.07%
- 5Y*
- —
- 10Y*
- —
WSM vs. CNM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
WSM Williams-Sonoma, Inc. | 14.19% | -2.09% | 86.56% | 80.24% | -30.49% | 9.96% |
CNM Core & Main, Inc. | 0.40% | 2.08% | 25.98% | 109.27% | -36.35% | 51.70% |
Correlation
The correlation between WSM and CNM is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Jul 23, 2021 | 0.45 |
The correlation between WSM and CNM has been stable across timeframes, ranging from 0.45 to 0.50 - a consistent structural relationship.
Fundamentals
WSM:
$8.93
CNM:
$3.34
WSM:
22.68
CNM:
15.63
WSM:
4.59
CNM:
0.26
WSM:
3.13
CNM:
0.90
WSM:
$7.88B
CNM:
$7.65B
WSM:
$3.63B
CNM:
$2.06B
WSM:
$1.49B
CNM:
$856.00M
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Return for Risk
WSM vs. CNM — Risk / Return Rank
WSM
CNM
WSM vs. CNM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Williams-Sonoma, Inc. (WSM) and Core & Main, Inc. (CNM). 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.
| WSM | CNM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.22 | ||
| Sortino ratioReturn per unit of downside risk | +1.66 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 0.97 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.30 | -0.37 | +1.68 |
| Martin ratioReturn relative to average drawdown | 2.96 | -0.62 | +3.58 |
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
| WSM | CNM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | -0.32 | +1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.54 | -0.20 |
Drawdowns
WSM vs. CNM - Drawdown Comparison
The maximum WSM drawdown since its inception was -89.01%, which is greater than CNM's maximum drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for WSM and CNM.
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Drawdown Indicators
| WSM | CNM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.01% | -40.00% | -49.01% |
Max Drawdown (1Y)Largest decline over 1 year | -23.27% | -33.88% | +10.61% |
Max Drawdown (3Y)Largest decline over 3 years | -36.79% | -38.74% | +1.95% |
Max Drawdown (5Y)Largest decline over 5 years | -51.92% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -59.71% | — | — |
Current DrawdownCurrent decline from peak | -7.87% | -22.10% | +14.23% |
Average DrawdownAverage peak-to-trough decline | -25.04% | -17.16% | -7.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.24% | 20.22% | -9.98% |
Volatility
WSM vs. CNM - Volatility Comparison
Williams-Sonoma, Inc. (WSM) has a higher volatility of 10.77% compared to Core & Main, Inc. (CNM) at 9.05%. This indicates that WSM's price experiences larger fluctuations and is considered to be riskier than CNM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WSM | CNM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.77% | 9.05% | +1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 24.49% | 23.45% | +1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.72% | 39.27% | -5.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.64% | 40.67% | +3.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.20% | 40.67% | +3.53% |
Dividends
WSM vs. CNM - Dividend Comparison
WSM's dividend yield for the trailing twelve months is around 1.35%, while CNM has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CNM Core & Main, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
WSM vs. CNM - Financials Comparison
This section allows you to compare key financial metrics between Williams-Sonoma, Inc. and Core & Main, 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
WSM vs. CNM - Profitability Comparison
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%.
CNM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Core & Main, Inc. reported a gross profit of 428.00M and revenue of 1.58B. Therefore, the gross margin over that period was 27.1%.
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%.
CNM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Core & Main, Inc. reported an operating income of 118.00M and revenue of 1.58B, resulting in an operating margin of 7.5%.
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%.
CNM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Core & Main, Inc. reported a net income of 70.00M and revenue of 1.58B, resulting in a net margin of 4.4%.
Frequently Asked Questions
WSM and CNM have a correlation of 0.50, 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 CNM (9.05%). In terms of maximum drawdown, WSM dropped -89.01% vs CNM's -40.00%.
WSM currently has the higher Sharpe Ratio (0.90 vs -0.32), 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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