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WSM vs. GFF
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

WSM vs. GFF - Performance Comparison

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

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Returns By Period

In the year-to-date period, WSM achieves a 26.06% return, which is significantly lower than GFF's 27.90% return. Over the past 10 years, WSM has outperformed GFF with an annualized return of 27.10%, while GFF has yielded a comparatively lower 22.94% 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%

GFF

1D
-1.66%
1M
13.38%
YTD
27.90%
6M
22.27%
1Y
35.26%
3Y*
37.45%
5Y*
35.01%
10Y*
22.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WSM vs. GFF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WSM
Williams-Sonoma, Inc.
26.06%-2.09%86.56%80.24%-30.49%68.60%42.38%50.07%0.61%10.20%
GFF
Griffon Corporation
27.90%4.42%17.97%83.96%36.91%41.60%1.83%97.74%-44.92%-21.43%

Correlation

The correlation between WSM and GFF is 0.58, 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

0.58

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

0.51

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

0.48

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

0.42

Correlation (All Time)
Calculated using the full available price history since Mar 26, 1990

0.27

Over the past year, WSM and GFF have become more correlated (0.58) than their long-term average of 0.27, meaning their price movements have been converging.

Fundamentals

Market Cap

WSM:

$26.80B

GFF:

$4.28B

EPS

WSM:

$8.93

GFF:

$0.76

PE Ratio

WSM:

25.04

GFF:

124.05

PEG Ratio

WSM:

5.06

GFF:

1.61

PS Ratio

WSM:

3.46

GFF:

1.84

PB Ratio

WSM:

14.33

GFF:

45.34

Total Revenue (TTM)

WSM:

$7.88B

GFF:

$2.35B

Gross Profit (TTM)

WSM:

$3.63B

GFF:

$1.00B

EBITDA (TTM)

WSM:

$1.49B

GFF:

$245.38M

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Return for Risk

WSM vs. GFF — Risk / Return Rank

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

WSM
WSM Risk / Return Rank: 7777
Overall Rank
WSM Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
WSM Sortino Ratio Rank: 7878
Sortino Ratio Rank
WSM Omega Ratio Rank: 7373
Omega Ratio Rank
WSM Calmar Ratio Rank: 7777
Calmar Ratio Rank
WSM Martin Ratio Rank: 7575
Martin Ratio Rank

GFF
GFF Risk / Return Rank: 6969
Overall Rank
GFF Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
GFF Sortino Ratio Rank: 6767
Sortino Ratio Rank
GFF Omega Ratio Rank: 6666
Omega Ratio Rank
GFF Calmar Ratio Rank: 6767
Calmar Ratio Rank
GFF Martin Ratio Rank: 7070
Martin Ratio Rank
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. GFF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Williams-Sonoma, Inc. (WSM) and Griffon Corporation (GFF). 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.


WSMGFFDifference
Sharpe ratioReturn per unit of total volatility

+0.37

Sortino ratioReturn per unit of downside risk

+0.57

Omega ratioGain probability vs. loss probability

1.23

1.19

+0.04

Calmar ratioReturn relative to maximum drawdown

2.01

1.27

+0.74

Martin ratioReturn relative to average drawdown

4.55

3.34

+1.22

WSM vs. GFF - Sharpe Ratio Comparison

The current WSM Sharpe Ratio is 1.35, which is higher than the GFF Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of WSM and GFF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

WSM vs. GFF - Drawdown Comparison

The maximum WSM drawdown since its inception was -89.01%, smaller than the maximum GFF drawdown of -96.84%. Use the drawdown chart below to compare losses from any high point for WSM and GFF.


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Drawdown Indicators


WSMGFFDifference

Max Drawdown

Largest peak-to-trough decline

-89.01%

-96.84%

+7.83%

Max Drawdown (1Y)

Largest decline over 1 year

-23.27%

-27.85%

+4.58%

Max Drawdown (3Y)

Largest decline over 3 years

-36.79%

-27.85%

-8.94%

Max Drawdown (5Y)

Largest decline over 5 years

-51.92%

-39.02%

-12.90%

Max Drawdown (10Y)

Largest decline over 10 years

-59.71%

-61.32%

+1.61%

Current Drawdown

Current decline from peak

0.00%

-1.66%

+1.66%

Average Drawdown

Average peak-to-trough decline

-25.03%

-55.47%

+30.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.25%

10.61%

-0.36%

Volatility

WSM vs. GFF - Volatility Comparison

The current volatility for Williams-Sonoma, Inc. (WSM) is 12.02%, while Griffon Corporation (GFF) has a volatility of 12.72%. This indicates that WSM experiences smaller price fluctuations and is considered to be less risky than GFF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WSMGFFDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.02%

12.72%

-0.70%

Volatility (6M)

Calculated over the trailing 6-month period

25.57%

25.86%

-0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

34.63%

36.24%

-1.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.77%

41.23%

+3.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.26%

45.37%

-1.11%

Dividends

WSM vs. GFF - Dividend Comparison

WSM's dividend yield for the trailing twelve months is around 1.23%, more than GFF's 0.90% yield.


PositionTTM20252024202320222021202020192018201720162015
GFF
Griffon Corporation
0.90%1.03%0.88%4.10%6.62%1.16%1.50%1.44%12.27%1.23%0.80%0.96%
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. GFF - Financials Comparison

This section allows you to compare key financial metrics between Williams-Sonoma, Inc. and Griffon 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


500.00M1.00B1.50B2.00B2.50B20222023202420252026
1.81B
421.86M
(WSM) Total Revenue
(GFF) Total Revenue
Values in USD except per share items

WSM vs. GFF - Profitability Comparison

The chart below illustrates the profitability comparison between Williams-Sonoma, Inc. and Griffon Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%35.0%40.0%45.0%20222023202420252026
44.0%
45.5%
Portfolio components
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%.

GFF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Griffon Corporation reported a gross profit of 191.99M and revenue of 421.86M. Therefore, the gross margin over that period was 45.5%.

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%.

GFF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Griffon Corporation reported an operating income of 87.35M and revenue of 421.86M, resulting in an operating margin of 20.7%.

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%.

GFF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Griffon Corporation reported a net income of 46.94M and revenue of 421.86M, resulting in a net margin of 11.1%.


Frequently Asked Questions


WSM and GFF have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GFF has higher volatility (12.72%) compared to WSM (12.02%). In terms of maximum drawdown, WSM dropped -89.01% vs GFF's -96.84%.

WSM currently has the higher Sharpe Ratio (1.35 vs 0.98), 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.

Portfolio Optimizer

Find the right allocation for WSM and GFF

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