WSM vs. ENB-PP.TO
WSM (Williams-Sonoma, Inc.) and ENB-PP.TO (Enbridge Inc.) are both stocks. WSM operates in Specialty Retail (Consumer Cyclical), while ENB-PP.TO operates in Oil & Gas Midstream (Energy). Over the past 10 years, WSM returned 27.10%/yr vs 10.54%/yr for ENB-PP.TO. At a 0.10 correlation, their price movements are largely independent.
Performance
WSM vs. ENB-PP.TO - Performance Comparison
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Different Trading Currencies
WSM is traded in USD, while ENB-PP.TO is traded in CAD. To make them comparable, the ENB-PP.TO values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, WSM achieves a 26.06% return, which is significantly higher than ENB-PP.TO's 7.63% return. Over the past 10 years, WSM has outperformed ENB-PP.TO with an annualized return of 27.10%, while ENB-PP.TO has yielded a comparatively lower 10.54% 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%
ENB-PP.TO
- 1D
- 0.07%
- 1M
- -2.81%
- YTD
- 7.63%
- 6M
- 10.07%
- 1Y
- 21.87%
- 3Y*
- 20.61%
- 5Y*
- 8.04%
- 10Y*
- 10.54%
WSM vs. ENB-PP.TO - 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% |
ENB-PP.TO Enbridge Inc. | 7.63% | 24.97% | 20.28% | 17.54% | -22.53% | 44.86% | -1.66% | 11.22% | -22.43% | 28.12% |
Correlation
The correlation between WSM and ENB-PP.TO is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Sep 13, 2012 | 0.10 |
The correlation between WSM and ENB-PP.TO shifts across timeframes, from -0.12 (1 year) to 0.11 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
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Return for Risk
WSM vs. ENB-PP.TO — Risk / Return Rank
WSM
ENB-PP.TO
WSM vs. ENB-PP.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Williams-Sonoma, Inc. (WSM) and Enbridge Inc. (ENB-PP.TO). 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 | ENB-PP.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.22 | ||
| Sortino ratioReturn per unit of downside risk | -1.79 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.47 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 2.01 | 4.82 | -2.82 |
| Martin ratioReturn relative to average drawdown | 4.55 | 14.65 | -10.10 |
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Drawdowns
WSM vs. ENB-PP.TO - Drawdown Comparison
The maximum WSM drawdown since its inception was -89.01%, which is greater than ENB-PP.TO's maximum drawdown of -64.12%. Use the drawdown chart below to compare losses from any high point for WSM and ENB-PP.TO.
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Drawdown Indicators
| WSM | ENB-PP.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.01% | -64.12% | -24.89% |
Max Drawdown (1Y)Largest decline over 1 year | -23.27% | -4.70% | -18.57% |
Max Drawdown (3Y)Largest decline over 3 years | -36.79% | -10.26% | -26.53% |
Max Drawdown (5Y)Largest decline over 5 years | -51.92% | -33.10% | -18.82% |
Max Drawdown (10Y)Largest decline over 10 years | -59.71% | -57.82% | -1.89% |
Current DrawdownCurrent decline from peak | 0.00% | -2.81% | +2.81% |
Average DrawdownAverage peak-to-trough decline | -25.03% | -21.31% | -3.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.25% | 1.54% | +8.71% |
Volatility
WSM vs. ENB-PP.TO - Volatility Comparison
Williams-Sonoma, Inc. (WSM) has a higher volatility of 12.02% compared to Enbridge Inc. (ENB-PP.TO) at 1.87%. This indicates that WSM's price experiences larger fluctuations and is considered to be riskier than ENB-PP.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WSM | ENB-PP.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.02% | 1.87% | +10.15% |
Volatility (6M)Calculated over the trailing 6-month period | 25.57% | 5.85% | +19.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.63% | 8.81% | +25.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.77% | 14.48% | +30.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.26% | 19.01% | +25.25% |
Dividends
WSM vs. ENB-PP.TO - Dividend Comparison
WSM's dividend yield for the trailing twelve months is around 1.23%, less than ENB-PP.TO's 6.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENB-PP.TO Enbridge Inc. | 6.15% | 6.55% | 6.81% | 6.54% | 5.26% | 4.14% | 7.62% | 6.60% | 6.15% | 4.92% | 5.59% | 5.93% |
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% |
Financials
WSM vs. ENB-PP.TO - Financials Comparison
This section allows you to compare key financial metrics between Williams-Sonoma, Inc. and Enbridge 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
Frequently Asked Questions
WSM and ENB-PP.TO have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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