WSM vs. MSFT
WSM (Williams-Sonoma, Inc.) and MSFT (Microsoft Corporation) are both stocks. WSM operates in Specialty Retail (Consumer Cyclical), while MSFT operates in Software - Infrastructure (Technology). Over the past 10 years, WSM returned 25.88%/yr vs 24.64%/yr for MSFT. At a 0.26 correlation, their price movements are largely independent.
Performance
WSM vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, WSM achieves a 14.19% return, which is significantly higher than MSFT's -14.48% return. Both investments have delivered pretty close results over the past 10 years, with WSM having a 25.88% annualized return and MSFT not far behind at 24.64%.
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%
MSFT
- 1D
- -1.18%
- 1M
- -0.60%
- YTD
- -14.48%
- 6M
- -15.77%
- 1Y
- -11.77%
- 3Y*
- 8.85%
- 5Y*
- 11.09%
- 10Y*
- 24.64%
WSM vs. MSFT - 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% |
MSFT Microsoft Corporation | -14.48% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
Correlation
The correlation between WSM and MSFT is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 1990 | 0.26 |
The correlation between WSM and MSFT shifts across timeframes, from 0.08 (1 year) to 0.31 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
WSM:
$24.28B
MSFT:
$3.07T
WSM:
$8.93
MSFT:
$16.79
WSM:
22.68
MSFT:
24.52
WSM:
4.59
MSFT:
1.72
WSM:
3.13
MSFT:
9.65
WSM:
12.98
MSFT:
7.40
WSM:
$7.88B
MSFT:
$318.27B
WSM:
$3.63B
MSFT:
$217.41B
WSM:
$1.49B
MSFT:
$200.96B
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Return for Risk
WSM vs. MSFT — Risk / Return Rank
WSM
MSFT
WSM vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Williams-Sonoma, Inc. (WSM) and Microsoft Corporation (MSFT). 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 | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.37 | ||
| Sortino ratioReturn per unit of downside risk | +1.99 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 0.94 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.30 | -0.35 | +1.65 |
| Martin ratioReturn relative to average drawdown | 2.96 | -0.73 | +3.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WSM | MSFT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | -0.47 | +1.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.42 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.91 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.74 | -0.40 |
Drawdowns
WSM vs. MSFT - Drawdown Comparison
The maximum WSM drawdown since its inception was -89.01%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for WSM and MSFT.
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Drawdown Indicators
| WSM | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.01% | -69.38% | -19.63% |
Max Drawdown (1Y)Largest decline over 1 year | -23.27% | -33.91% | +10.64% |
Max Drawdown (3Y)Largest decline over 3 years | -36.79% | -33.91% | -2.88% |
Max Drawdown (5Y)Largest decline over 5 years | -51.92% | -37.15% | -14.77% |
Max Drawdown (10Y)Largest decline over 10 years | -59.71% | -37.15% | -22.56% |
Current DrawdownCurrent decline from peak | -7.87% | -23.56% | +15.69% |
Average DrawdownAverage peak-to-trough decline | -25.04% | -21.78% | -3.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.24% | 16.13% | -5.89% |
Volatility
WSM vs. MSFT - Volatility Comparison
Williams-Sonoma, Inc. (WSM) has a higher volatility of 10.77% compared to Microsoft Corporation (MSFT) at 10.25%. This indicates that WSM's price experiences larger fluctuations and is considered to be riskier than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WSM | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.77% | 10.25% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 24.49% | 22.36% | +2.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.72% | 25.31% | +8.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.64% | 26.64% | +18.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.20% | 27.06% | +17.14% |
Dividends
WSM vs. MSFT - Dividend Comparison
WSM's dividend yield for the trailing twelve months is around 1.35%, more than MSFT's 0.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.86% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
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. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Williams-Sonoma, Inc. and Microsoft 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.
Total Revenue: Total amount of money received from sales and other business activities
WSM vs. MSFT - Profitability Comparison
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%.
MSFT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported a gross profit of 56.06B and revenue of 82.89B. Therefore, the gross margin over that period was 67.6%.
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%.
MSFT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported an operating income of 38.40B and revenue of 82.89B, resulting in an operating margin of 46.3%.
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%.
MSFT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported a net income of 31.78B and revenue of 82.89B, resulting in a net margin of 38.3%.
Frequently Asked Questions
WSM and MSFT have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WSM has higher volatility (10.77%) compared to MSFT (10.25%). In terms of maximum drawdown, WSM dropped -89.01% vs MSFT's -69.38%.
WSM currently has the higher Sharpe Ratio (0.90 vs -0.47), 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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