WSM vs. FFIV

Last updated Jun 13, 2026

WSM (Williams-Sonoma, Inc.) and FFIV (F5 Networks, Inc.) are both stocks. WSM operates in Specialty Retail (Consumer Cyclical), while FFIV operates in Software - Infrastructure (Technology). Over the past 10 years, WSM returned 27.10%/yr vs 12.87%/yr for FFIV. At a 0.33 correlation, their price movements are largely independent.

Performance

WSM vs. FFIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Williams-Sonoma, Inc. (WSM) and F5 Networks, Inc. (FFIV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WSM achieves a 26.06% return, which is significantly lower than FFIV's 55.20% return. Over the past 10 years, WSM has outperformed FFIV with an annualized return of 27.10%, while FFIV has yielded a comparatively lower 12.87% annualized return.

WSM

• 1D: 2.19%
• 1M: 29.92%
• YTD: 26.06%
• 6M: 20.02%
• 1Y: 46.51%
• 3Y*: 53.75%
• 5Y*: 23.70%
• 10Y*: 27.10%

FFIV

• 1D: 0.59%
• 1M: 10.84%
• YTD: 55.20%
• 6M: 50.82%
• 1Y: 35.83%
• 3Y*: 38.11%
• 5Y*: 15.50%
• 10Y*: 12.87%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WSM vs. FFIV - 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%
FFIV F5 Networks, Inc.	55.20%	1.51%	40.50%	24.72%	-41.36%	39.09%	25.99%	-13.81%	23.48%	-9.33%

Correlation

The correlation between WSM and FFIV is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.23
Correlation (3Y) Calculated over the trailing 3-year period	0.32
Correlation (5Y) Calculated over the trailing 5-year period	0.39
Correlation (10Y) Calculated over the trailing 10-year period	0.35
Correlation (All Time) Calculated using the full available price history since Jun 4, 1999	0.33

The correlation between WSM and FFIV shifts across timeframes, from 0.23 (1 year) to 0.39 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap WSM : $26.80B FFIV : $22.70B
EPS WSM : $8.93 FFIV : $12.19
PE Ratio WSM : 25.04 FFIV : 32.50
PEG Ratio WSM : 5.06 FFIV : 1.42
PS Ratio WSM : 3.46 FFIV : 9.54
PB Ratio WSM : 14.33 FFIV : 6.22
Total Revenue (TTM) WSM : $7.88B FFIV : $2.41B
Gross Profit (TTM) WSM : $3.63B FFIV : $2.63B
EBITDA (TTM) WSM : $1.49B FFIV : $889.95M

Return for Risk

WSM vs. FFIV — Risk / Return Rank

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

WSM

WSM Risk / Return Rank: 77
WSM Sharpe Ratio Rank: 81
WSM Sortino Ratio Rank: 78
WSM Omega Ratio Rank: 73
WSM Calmar Ratio Rank: 77
WSM Martin Ratio Rank: 75

FFIV

FFIV Risk / Return Rank: 69
FFIV Sharpe Ratio Rank: 75
FFIV Sortino Ratio Rank: 69
FFIV Omega Ratio Rank: 70
FFIV Calmar Ratio Rank: 65
FFIV Martin Ratio Rank: 64

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.

WSM vs. FFIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Williams-Sonoma, Inc. (WSM) and F5 Networks, Inc. (FFIV). 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	FFIV	Difference
Sharpe ratio: Return per unit of total volatility	1.35	1.08	+0.27
Sortino ratio: Return per unit of downside risk	2.06	1.58	+0.48
Omega ratio: Gain probability vs. loss probability	1.23	1.21	+0.02
Calmar ratio: Return relative to maximum drawdown	2.01	1.04	+0.97
Martin ratio: Return relative to average drawdown	4.55	2.28	+2.27

WSM vs. FFIV - Sharpe Ratio Comparison

The current WSM Sharpe Ratio is 1.35, which is comparable to the FFIV Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of WSM and FFIV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

WSM vs. FFIV - Drawdown Comparison

The maximum WSM drawdown since its inception was -89.01%, smaller than the maximum FFIV drawdown of -97.59%. Use the drawdown chart below to compare losses from any high point for WSM and FFIV.

Drawdown Indicators

	WSM	FFIV	Difference
Max Drawdown Largest peak-to-trough decline	-89.01%	-97.59%	+8.58%
Max Drawdown (1Y) Largest decline over 1 year	-23.27%	-34.73%	+11.46%
Max Drawdown (3Y) Largest decline over 3 years	-36.79%	-34.73%	-2.06%
Max Drawdown (5Y) Largest decline over 5 years	-51.92%	-47.42%	-4.50%
Max Drawdown (10Y) Largest decline over 10 years	-59.71%	-54.59%	-5.12%
Current Drawdown Current decline from peak	0.00%	-3.17%	+3.17%
Average Drawdown Average peak-to-trough decline	-25.03%	-40.16%	+15.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.25%	15.77%	-5.52%

Volatility

WSM vs. FFIV - Volatility Comparison

Williams-Sonoma, Inc. (WSM) has a higher volatility of 12.02% compared to F5 Networks, Inc. (FFIV) at 8.89%. This indicates that WSM's price experiences larger fluctuations and is considered to be riskier than FFIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WSM	FFIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.02%	8.89%	+3.13%
Volatility (6M) Calculated over the trailing 6-month period	25.57%	24.72%	+0.85%
Volatility (1Y) Calculated over the trailing 1-year period	34.63%	33.48%	+1.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	44.77%	29.97%	+14.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	44.26%	29.56%	+14.70%

Dividends

WSM vs. FFIV - Dividend Comparison

WSM's dividend yield for the trailing twelve months is around 1.23%, while FFIV has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FFIV F5 Networks, 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.	1.23%	1.43%	1.16%	1.72%	2.65%	1.43%	1.93%	2.55%	3.33%	2.98%	3.02%	2.36%

Financials

Frequently Asked Questions

Can I hold both WSM and FFIV in my portfolio?

WSM and FFIV have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WSM or FFIV?

WSM has higher volatility (12.02%) compared to FFIV (8.89%). In terms of maximum drawdown, WSM dropped -89.01% vs FFIV's -97.59%.

Which has better risk-adjusted returns?

WSM currently has the higher Sharpe Ratio (1.35 vs 1.08), 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.