WSM vs. MSTR
WSM (Williams-Sonoma, Inc.) and MSTR (Strategy Inc) are both stocks. WSM operates in Specialty Retail (Consumer Cyclical), while MSTR operates in Software - Application (Technology). Over the past 10 years, WSM returned 27.10%/yr vs 20.92%/yr for MSTR. At a 0.29 correlation, their price movements are largely independent.
Performance
WSM vs. MSTR - Performance Comparison
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Returns By Period
In the year-to-date period, WSM achieves a 26.06% return, which is significantly higher than MSTR's -18.41% return. Over the past 10 years, WSM has outperformed MSTR with an annualized return of 27.10%, while MSTR has yielded a comparatively lower 20.92% 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%
MSTR
- 1D
- 3.18%
- 1M
- -30.37%
- YTD
- -18.41%
- 6M
- -29.74%
- 1Y
- -67.36%
- 3Y*
- 63.46%
- 5Y*
- 19.14%
- 10Y*
- 20.92%
WSM vs. MSTR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WSM Williams-Sonoma, Inc. | 26.06% | -2.09% | 86.56% | 80.24% | -30.49% | 68.60% | 42.38% | 50.07% | 0.61% | 10.20% |
MSTR Strategy Inc | -18.41% | -47.53% | 358.54% | 346.15% | -74.00% | 40.13% | 172.42% | 11.65% | -2.70% | -33.49% |
Correlation
The correlation between WSM and MSTR is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
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 Jun 11, 1998 | 0.29 |
The correlation between WSM and MSTR shifts across timeframes, from 0.20 (1 year) to 0.33 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
WSM:
$26.80B
MSTR:
$41.40B
WSM:
$8.93
MSTR:
-$40.19
WSM:
3.46
MSTR:
77.72
WSM:
14.33
MSTR:
1.13
WSM:
$7.88B
MSTR:
$490.47M
WSM:
$3.63B
MSTR:
$334.08M
WSM:
$1.49B
MSTR:
$466.93M
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Return for Risk
WSM vs. MSTR — Risk / Return Rank
WSM
MSTR
WSM vs. MSTR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Williams-Sonoma, Inc. (WSM) and Strategy Inc (MSTR). 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 | MSTR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.30 | ||
| Sortino ratioReturn per unit of downside risk | +3.77 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 0.82 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 2.01 | -0.88 | +2.89 |
| Martin ratioReturn relative to average drawdown | 4.55 | -1.27 | +5.82 |
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Drawdowns
WSM vs. MSTR - Drawdown Comparison
The maximum WSM drawdown since its inception was -89.01%, smaller than the maximum MSTR drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for WSM and MSTR.
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Drawdown Indicators
| WSM | MSTR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.01% | -99.86% | +10.85% |
Max Drawdown (1Y)Largest decline over 1 year | -23.27% | -76.53% | +53.26% |
Max Drawdown (3Y)Largest decline over 3 years | -36.79% | -77.42% | +40.63% |
Max Drawdown (5Y)Largest decline over 5 years | -51.92% | -84.11% | +32.19% |
Max Drawdown (10Y)Largest decline over 10 years | -59.71% | -89.27% | +29.56% |
Current DrawdownCurrent decline from peak | 0.00% | -73.84% | +73.84% |
Average DrawdownAverage peak-to-trough decline | -25.03% | -86.45% | +61.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.25% | 53.01% | -42.76% |
Volatility
WSM vs. MSTR - Volatility Comparison
The current volatility for Williams-Sonoma, Inc. (WSM) is 12.02%, while Strategy Inc (MSTR) has a volatility of 21.60%. This indicates that WSM experiences smaller price fluctuations and is considered to be less risky than MSTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WSM | MSTR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.02% | 21.60% | -9.58% |
Volatility (6M)Calculated over the trailing 6-month period | 25.57% | 57.34% | -31.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.63% | 71.15% | -36.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.77% | 90.79% | -46.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.26% | 73.80% | -29.54% |
Dividends
WSM vs. MSTR - Dividend Comparison
WSM's dividend yield for the trailing twelve months is around 1.23%, while MSTR has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSTR Strategy Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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. MSTR - Financials Comparison
This section allows you to compare key financial metrics between Williams-Sonoma, Inc. and Strategy 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
WSM and MSTR have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSTR has higher volatility (21.60%) compared to WSM (12.02%). In terms of maximum drawdown, WSM dropped -89.01% vs MSTR's -99.86%.
WSM currently has the higher Sharpe Ratio (1.35 vs -0.95), 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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