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

Performance

WSM vs. HPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Williams-Sonoma, Inc. (WSM) and HP Inc. (HPQ). 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 14.19% return, which is significantly lower than HPQ's 15.76% return. Over the past 10 years, WSM has outperformed HPQ with an annualized return of 25.88%, while HPQ has yielded a comparatively lower 10.15% annualized 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%

HPQ

1D
-0.78%
1M
11.90%
YTD
15.76%
6M
4.10%
1Y
5.89%
3Y*
-1.36%
5Y*
0.09%
10Y*
10.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WSM vs. HPQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WSM
Williams-Sonoma, Inc.
14.19%-2.09%86.56%80.24%-30.49%68.60%42.38%50.07%0.61%10.20%
HPQ
HP Inc.
15.76%-28.69%12.10%16.08%-26.40%57.25%24.11%3.88%-0.20%45.69%

Correlation

The correlation between WSM and HPQ is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

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

0.34

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

0.40

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

0.38

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

0.28

The correlation between WSM and HPQ shifts across timeframes, from 0.28 (all time) to 0.40 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

WSM:

$24.28B

HPQ:

$23.48B

EPS

WSM:

$8.93

HPQ:

$2.72

PE Ratio

WSM:

22.68

HPQ:

9.34

PS Ratio

WSM:

3.13

HPQ:

0.42

PB Ratio

WSM:

12.98

HPQ:

6.06

Total Revenue (TTM)

WSM:

$7.88B

HPQ:

$57.42B

Gross Profit (TTM)

WSM:

$3.63B

HPQ:

$11.61B

EBITDA (TTM)

WSM:

$1.49B

HPQ:

$3.83B

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Return for Risk

WSM vs. HPQ — Risk / Return Rank

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

WSM
WSM Risk / Return Rank: 6767
Overall Rank
WSM Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
WSM Sortino Ratio Rank: 6767
Sortino Ratio Rank
WSM Omega Ratio Rank: 6262
Omega Ratio Rank
WSM Calmar Ratio Rank: 6767
Calmar Ratio Rank
WSM Martin Ratio Rank: 6868
Martin Ratio Rank

HPQ
HPQ Risk / Return Rank: 4545
Overall Rank
HPQ Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
HPQ Sortino Ratio Rank: 4545
Sortino Ratio Rank
HPQ Omega Ratio Rank: 4343
Omega Ratio Rank
HPQ Calmar Ratio Rank: 4646
Calmar Ratio Rank
HPQ Martin Ratio Rank: 4545
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. HPQ - Risk-Adjusted Trends Comparison

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


WSMHPQDifference
Sharpe ratioReturn per unit of total volatility

+0.75

Sortino ratioReturn per unit of downside risk

+0.95

Omega ratioGain probability vs. loss probability

1.17

1.06

+0.10

Calmar ratioReturn relative to maximum drawdown

1.30

0.16

+1.14

Martin ratioReturn relative to average drawdown

2.96

0.29

+2.67

WSM vs. HPQ - Sharpe Ratio Comparison

The current WSM Sharpe Ratio is 0.90, which is higher than the HPQ Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of WSM and HPQ, 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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Sharpe Ratios by Period


WSMHPQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

0.15

+0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.00

+0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.29

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.23

+0.11

Drawdowns

WSM vs. HPQ - Drawdown Comparison

The maximum WSM drawdown since its inception was -89.01%, roughly equal to the maximum HPQ drawdown of -85.19%. Use the drawdown chart below to compare losses from any high point for WSM and HPQ.


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Drawdown Indicators


WSMHPQDifference

Max Drawdown

Largest peak-to-trough decline

-89.01%

-85.19%

-3.82%

Max Drawdown (1Y)

Largest decline over 1 year

-23.27%

-36.62%

+13.35%

Max Drawdown (3Y)

Largest decline over 3 years

-36.79%

-51.23%

+14.44%

Max Drawdown (5Y)

Largest decline over 5 years

-51.92%

-51.23%

-0.69%

Max Drawdown (10Y)

Largest decline over 10 years

-59.71%

-51.23%

-8.48%

Current Drawdown

Current decline from peak

-7.87%

-30.89%

+23.02%

Average Drawdown

Average peak-to-trough decline

-25.04%

-30.87%

+5.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.24%

20.54%

-10.30%

Volatility

WSM vs. HPQ - Volatility Comparison

The current volatility for Williams-Sonoma, Inc. (WSM) is 10.77%, while HP Inc. (HPQ) has a volatility of 23.77%. This indicates that WSM experiences smaller price fluctuations and is considered to be less risky than HPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WSMHPQDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.77%

23.77%

-13.00%

Volatility (6M)

Calculated over the trailing 6-month period

24.49%

32.09%

-7.60%

Volatility (1Y)

Calculated over the trailing 1-year period

33.72%

40.17%

-6.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.64%

35.80%

+8.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.20%

35.28%

+8.92%

Dividends

WSM vs. HPQ - Dividend Comparison

WSM's dividend yield for the trailing twelve months is around 1.35%, less than HPQ's 4.64% yield.


PositionTTM20252024202320222021202020192018201720162015
HPQ
HP Inc.
4.64%5.24%3.42%3.53%3.77%2.21%2.94%3.20%2.83%2.56%3.40%129.70%
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. HPQ - Financials Comparison

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


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.005.00B10.00B15.00B20222023202420252026
1.81B
14.41B
(WSM) Total Revenue
(HPQ) Total Revenue
Values in USD except per share items

WSM vs. HPQ - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%25.0%30.0%35.0%40.0%45.0%20222023202420252026
44.0%
20.9%
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%.

HPQ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, HP Inc. reported a gross profit of 3.02B and revenue of 14.41B. Therefore, the gross margin over that period was 20.9%.

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%.

HPQ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, HP Inc. reported an operating income of 612.00M and revenue of 14.41B, resulting in an operating margin of 4.3%.

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%.

HPQ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, HP Inc. reported a net income of 450.00M and revenue of 14.41B, resulting in a net margin of 3.1%.


Frequently Asked Questions


WSM and HPQ have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HPQ has higher volatility (23.77%) compared to WSM (10.77%). In terms of maximum drawdown, WSM dropped -89.01% vs HPQ's -85.19%.

WSM currently has the higher Sharpe Ratio (0.90 vs 0.15), 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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