WSM vs. HYHG
WSM (Williams-Sonoma, Inc.) is a stock, while HYHG (ProShares High Yield-Interest Rate Hedged) is High Yield Bonds fund tracking the Citi High Yield (Treasury Rate-Hedged) Index. Over the past 10 years, WSM returned 26.98%/yr vs 6.38%/yr for HYHG. At a 0.28 correlation, their price movements are largely independent.
Performance
WSM vs. HYHG - Performance Comparison
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Returns By Period
In the year-to-date period, WSM achieves a 27.53% return, which is significantly higher than HYHG's 3.86% return. Over the past 10 years, WSM has outperformed HYHG with an annualized return of 26.98%, while HYHG has yielded a comparatively lower 6.38% annualized return.
WSM
- 1D
- 0.04%
- 1M
- 17.48%
- YTD
- 27.53%
- 6M
- 21.08%
- 1Y
- 45.32%
- 3Y*
- 58.22%
- 5Y*
- 25.73%
- 10Y*
- 26.98%
HYHG
- 1D
- 0.07%
- 1M
- 0.71%
- YTD
- 3.86%
- 6M
- 4.29%
- 1Y
- 8.04%
- 3Y*
- 9.96%
- 5Y*
- 7.04%
- 10Y*
- 6.38%
WSM vs. HYHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WSM Williams-Sonoma, Inc. | 27.53% | -2.09% | 86.56% | 80.24% | -30.49% | 68.60% | 42.38% | 50.07% | 0.61% | 10.20% |
HYHG ProShares High Yield-Interest Rate Hedged | 3.86% | 5.31% | 11.41% | 14.69% | -1.71% | 5.75% | 0.16% | 12.02% | -1.95% | 3.76% |
Correlation
The correlation between WSM and HYHG is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since May 23, 2013 | 0.28 |
The correlation between WSM and HYHG shifts across timeframes, from 0.10 (1 year) to 0.33 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
WSM vs. HYHG — Risk / Return Rank
WSM
HYHG
WSM vs. HYHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Williams-Sonoma, Inc. (WSM) and ProShares High Yield-Interest Rate Hedged (HYHG). 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 | HYHG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.26 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.96 | 4.00 | -2.04 |
| Martin ratioReturn relative to average drawdown | 4.44 | 13.36 | -8.93 |
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Drawdowns
WSM vs. HYHG - Drawdown Comparison
The maximum WSM drawdown since its inception was -89.01%, which is greater than HYHG's maximum drawdown of -25.71%. Use the drawdown chart below to compare losses from any high point for WSM and HYHG.
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Drawdown Indicators
| WSM | HYHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.01% | -25.71% | -63.30% |
Max Drawdown (1Y)Largest decline over 1 year | -23.27% | -2.02% | -21.25% |
Max Drawdown (3Y)Largest decline over 3 years | -36.79% | -7.47% | -29.32% |
Max Drawdown (5Y)Largest decline over 5 years | -51.92% | -9.21% | -42.71% |
Max Drawdown (10Y)Largest decline over 10 years | -59.71% | -25.71% | -34.00% |
Current DrawdownCurrent decline from peak | -0.46% | 0.00% | -0.46% |
Average DrawdownAverage peak-to-trough decline | -25.02% | -3.03% | -21.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.25% | 0.60% | +9.65% |
Volatility
WSM vs. HYHG - Volatility Comparison
Williams-Sonoma, Inc. (WSM) has a higher volatility of 10.24% compared to ProShares High Yield-Interest Rate Hedged (HYHG) at 1.31%. This indicates that WSM's price experiences larger fluctuations and is considered to be riskier than HYHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WSM | HYHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.24% | 1.31% | +8.93% |
Volatility (6M)Calculated over the trailing 6-month period | 25.76% | 4.36% | +21.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.67% | 5.57% | +29.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.75% | 8.17% | +36.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.27% | 9.10% | +35.17% |
Dividends
WSM vs. HYHG - Dividend Comparison
WSM's dividend yield for the trailing twelve months is around 1.21%, less than HYHG's 6.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HYHG ProShares High Yield-Interest Rate Hedged | 6.73% | 6.97% | 6.57% | 6.07% | 5.58% | 4.54% | 5.21% | 6.06% | 6.45% | 5.57% | 5.37% | 6.37% |
WSM Williams-Sonoma, Inc. | 1.21% | 1.43% | 1.16% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% |
Frequently Asked Questions
WSM and HYHG have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WSM has higher volatility (10.24%) compared to HYHG (1.31%). In terms of maximum drawdown, WSM dropped -89.01% vs HYHG's -25.71%.
HYHG currently has the higher Sharpe Ratio (1.45 vs 1.31), 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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