WSM vs. MPWR

Last updated Jun 9, 2026

WSM (Williams-Sonoma, Inc.) and MPWR (Monolithic Power Systems, Inc.) are both stocks. WSM operates in Specialty Retail (Consumer Cyclical), while MPWR operates in Semiconductors (Technology). Over the past 10 years, WSM returned 25.88%/yr vs 37.72%/yr for MPWR. At a 0.37 correlation, their price movements are largely independent.

Performance

WSM vs. MPWR - Performance Comparison

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

Returns By Period

In the year-to-date period, WSM achieves a 14.19% return, which is significantly lower than MPWR's 72.37% return. Over the past 10 years, WSM has underperformed MPWR with an annualized return of 25.88%, while MPWR has yielded a comparatively higher 37.72% 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%

MPWR

• 1D: 5.28%
• 1M: -2.60%
• YTD: 72.37%
• 6M: 59.11%
• 1Y: 128.65%
• 3Y*: 47.03%
• 5Y*: 36.56%
• 10Y*: 37.72%

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

WSM vs. MPWR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WSM Williams-Sonoma, Inc.	14.19%	-2.09%	86.56%	80.24%	-30.49%	68.60%	42.38%	50.07%	0.61%	10.20%
MPWR Monolithic Power Systems, Inc.	72.37%	54.45%	-5.55%	79.78%	-27.78%	35.49%	107.49%	54.80%	4.49%	38.23%

Correlation

The correlation between WSM and MPWR is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.40
Correlation (3Y) Calculated over the trailing 3-year period	0.42
Correlation (5Y) Calculated over the trailing 5-year period	0.46
Correlation (10Y) Calculated over the trailing 10-year period	0.40
Correlation (All Time) Calculated using the full available price history since Nov 22, 2004	0.37

Fundamentals

Market Cap WSM : $24.28B MPWR : $76.78B
EPS WSM : $8.93 MPWR : $13.89
PE Ratio WSM : 22.68 MPWR : 112.24
PEG Ratio WSM : 4.59 MPWR : 1.41
PS Ratio WSM : 3.13 MPWR : 25.63
PB Ratio WSM : 12.98 MPWR : 20.88
Total Revenue (TTM) WSM : $7.88B MPWR : $2.96B
Gross Profit (TTM) WSM : $3.63B MPWR : $1.63B
EBITDA (TTM) WSM : $1.49B MPWR : $861.78M

Return for Risk

WSM vs. MPWR — Risk / Return Rank

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

WSM

WSM Risk / Return Rank: 67
WSM Sharpe Ratio Rank: 70
WSM Sortino Ratio Rank: 67
WSM Omega Ratio Rank: 62
WSM Calmar Ratio Rank: 67
WSM Martin Ratio Rank: 68

MPWR

MPWR Risk / Return Rank: 92
MPWR Sharpe Ratio Rank: 94
MPWR Sortino Ratio Rank: 90
MPWR Omega Ratio Rank: 88
MPWR Calmar Ratio Rank: 94
MPWR Martin Ratio Rank: 93

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. MPWR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Williams-Sonoma, Inc. (WSM) and Monolithic Power Systems, Inc. (MPWR). 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.

	WSM	MPWR	Difference
Sharpe ratio: Return per unit of total volatility	0.90	2.70	-1.80
Sortino ratio: Return per unit of downside risk	1.50	3.12	-1.62
Omega ratio: Gain probability vs. loss probability	1.17	1.39	-0.22
Calmar ratio: Return relative to maximum drawdown	1.30	5.76	-4.46
Martin ratio: Return relative to average drawdown	2.96	15.40	-12.45
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WSM vs. MPWR - Sharpe Ratio Comparison

The current WSM Sharpe Ratio is 0.90, which is lower than the MPWR Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of WSM and MPWR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	WSM	MPWR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.90	2.70	-1.80
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.49	0.69	-0.20
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.59	0.80	-0.21
Sharpe Ratio (All Time) Calculated using the full available price history	0.34	0.58	-0.24

Drawdowns

WSM vs. MPWR - Drawdown Comparison

The maximum WSM drawdown since its inception was -89.01%, which is greater than MPWR's maximum drawdown of -72.27%. Use the drawdown chart below to compare losses from any high point for WSM and MPWR.

Drawdown Indicators

	WSM	MPWR	Difference
Max Drawdown Largest peak-to-trough decline	-89.01%	-72.27%	-16.74%
Max Drawdown (1Y) Largest decline over 1 year	-23.27%	-22.45%	-0.82%
Max Drawdown (3Y) Largest decline over 3 years	-36.79%	-51.65%	+14.86%
Max Drawdown (5Y) Largest decline over 5 years	-51.92%	-51.65%	-0.27%
Max Drawdown (10Y) Largest decline over 10 years	-59.71%	-51.65%	-8.06%
Current Drawdown Current decline from peak	-7.87%	-7.73%	-0.14%
Average Drawdown Average peak-to-trough decline	-25.04%	-17.72%	-7.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.24%	8.38%	+1.86%

Volatility

WSM vs. MPWR - Volatility Comparison

The current volatility for Williams-Sonoma, Inc. (WSM) is 10.77%, while Monolithic Power Systems, Inc. (MPWR) has a volatility of 19.38%. This indicates that WSM experiences smaller price fluctuations and is considered to be less risky than MPWR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WSM	MPWR	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.77%	19.38%	-8.61%
Volatility (6M) Calculated over the trailing 6-month period	24.49%	36.53%	-12.04%
Volatility (1Y) Calculated over the trailing 1-year period	33.72%	47.99%	-14.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	44.64%	53.40%	-8.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	44.20%	47.17%	-2.97%

Dividends

WSM vs. MPWR - Dividend Comparison

WSM's dividend yield for the trailing twelve months is around 1.35%, more than MPWR's 0.43% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MPWR Monolithic Power Systems, Inc.	0.43%	0.69%	0.85%	0.63%	0.85%	0.49%	0.55%	0.90%	1.03%	0.71%	0.98%	1.26%
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. MPWR - Profitability Comparison

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

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%.

MPWR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Monolithic Power Systems, Inc. reported a gross profit of 445.07M and revenue of 804.19M. Therefore, the gross margin over that period was 55.3%.

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%.

MPWR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Monolithic Power Systems, Inc. reported an operating income of 241.15M and revenue of 804.19M, resulting in an operating margin of 30.0%.

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%.

MPWR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Monolithic Power Systems, Inc. reported a net income of 193.23M and revenue of 804.19M, resulting in a net margin of 24.0%.

Frequently Asked Questions

Can I hold both WSM and MPWR in my portfolio?

WSM and MPWR have a correlation of 0.40, 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 MPWR?

MPWR has higher volatility (19.38%) compared to WSM (10.77%). In terms of maximum drawdown, WSM dropped -89.01% vs MPWR's -72.27%.

Which has better risk-adjusted returns?

MPWR currently has the higher Sharpe Ratio (2.70 vs 0.90), 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.