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

Performance

WSM vs. MUR - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with WSM having a 26.06% return and MUR slightly higher at 26.69%. Over the past 10 years, WSM has outperformed MUR with an annualized return of 27.10%, while MUR has yielded a comparatively lower 6.54% annualized return.


WSM

1D
2.19%
1M
28.73%
YTD
26.06%
6M
20.02%
1Y
47.32%
3Y*
53.75%
5Y*
23.70%
10Y*
27.10%

MUR

1D
0.91%
1M
0.58%
YTD
26.69%
6M
18.64%
1Y
59.62%
3Y*
4.53%
5Y*
14.02%
10Y*
6.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WSM vs. MUR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WSM
Williams-Sonoma, Inc.
26.06%-2.09%86.56%80.24%-30.49%68.60%42.38%50.07%0.61%10.20%
MUR
Murphy Oil Corporation
26.69%8.68%-26.77%1.98%68.50%121.37%-52.74%19.48%-22.09%3.41%

Correlation

The correlation between WSM and MUR is -0.02, 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

-0.02

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

0.13

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

0.19

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

0.23

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

0.21

The correlation between WSM and MUR shifts across timeframes, from -0.02 (1 year) to 0.23 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

WSM:

$26.80B

MUR:

$5.61B

EPS

WSM:

$8.93

MUR:

$369.23

PE Ratio

WSM:

25.04

MUR:

0.11

PEG Ratio

WSM:

5.06

MUR:

0.00

PS Ratio

WSM:

3.46

MUR:

0.01

PB Ratio

WSM:

14.33

MUR:

0.00

Total Revenue (TTM)

WSM:

$7.88B

MUR:

$735.60B

Gross Profit (TTM)

WSM:

$3.63B

MUR:

$1.73B

EBITDA (TTM)

WSM:

$1.49B

MUR:

$329.24B

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Return for Risk

WSM vs. MUR — Risk / Return Rank

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

WSM
WSM Risk / Return Rank: 7777
Overall Rank
WSM Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
WSM Sortino Ratio Rank: 7878
Sortino Ratio Rank
WSM Omega Ratio Rank: 7373
Omega Ratio Rank
WSM Calmar Ratio Rank: 7777
Calmar Ratio Rank
WSM Martin Ratio Rank: 7575
Martin Ratio Rank

MUR
MUR Risk / Return Rank: 8181
Overall Rank
MUR Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
MUR Sortino Ratio Rank: 7777
Sortino Ratio Rank
MUR Omega Ratio Rank: 7373
Omega Ratio Rank
MUR Calmar Ratio Rank: 8888
Calmar Ratio Rank
MUR Martin Ratio Rank: 8686
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. MUR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Williams-Sonoma, Inc. (WSM) and Murphy Oil Corporation (MUR). 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.


WSMMURDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.23

1.23

0.00

Calmar ratioReturn relative to maximum drawdown

2.01

3.86

-1.85

Martin ratioReturn relative to average drawdown

4.55

8.95

-4.40

WSM vs. MUR - Sharpe Ratio Comparison

The current WSM Sharpe Ratio is 1.35, which is comparable to the MUR Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of WSM and MUR, 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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Drawdowns

WSM vs. MUR - Drawdown Comparison

The maximum WSM drawdown since its inception was -89.01%, roughly equal to the maximum MUR drawdown of -92.11%. Use the drawdown chart below to compare losses from any high point for WSM and MUR.


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Drawdown Indicators


WSMMURDifference

Max Drawdown

Largest peak-to-trough decline

-89.01%

-92.11%

+3.10%

Max Drawdown (1Y)

Largest decline over 1 year

-23.27%

-17.26%

-6.01%

Max Drawdown (3Y)

Largest decline over 3 years

-36.79%

-58.47%

+21.68%

Max Drawdown (5Y)

Largest decline over 5 years

-51.92%

-58.47%

+6.55%

Max Drawdown (10Y)

Largest decline over 10 years

-59.71%

-86.10%

+26.39%

Current Drawdown

Current decline from peak

0.00%

-19.01%

+19.01%

Average Drawdown

Average peak-to-trough decline

-25.03%

-26.26%

+1.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.25%

7.43%

+2.82%

Volatility

WSM vs. MUR - Volatility Comparison

Williams-Sonoma, Inc. (WSM) and Murphy Oil Corporation (MUR) have volatilities of 12.02% and 12.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WSMMURDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.02%

12.52%

-0.50%

Volatility (6M)

Calculated over the trailing 6-month period

25.57%

35.38%

-9.81%

Volatility (1Y)

Calculated over the trailing 1-year period

34.63%

47.59%

-12.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.77%

46.11%

-1.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.26%

55.34%

-11.08%

Dividends

WSM vs. MUR - Dividend Comparison

WSM's dividend yield for the trailing twelve months is around 1.23%, less than MUR's 3.48% yield.


PositionTTM20252024202320222021202020192018201720162015
MUR
Murphy Oil Corporation
3.48%4.16%3.97%2.58%1.92%1.91%5.17%3.73%4.28%3.22%3.85%6.24%
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. MUR - Financials Comparison

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


Quarterly
Annual

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


0.00200.00B400.00B600.00B800.00B20222023202420252026
1.81B
733.55B
(WSM) Total Revenue
(MUR) Total Revenue
Values in USD except per share items

WSM vs. MUR - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%60.0%70.0%20222023202420252026
44.0%
0
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%.

MUR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Murphy Oil Corporation reported a gross profit of 0.00 and revenue of 733.55B. Therefore, the gross margin over that period was 0.0%.

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%.

MUR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Murphy Oil Corporation reported an operating income of 1.20B and revenue of 733.55B, resulting in an operating margin of 0.2%.

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%.

MUR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Murphy Oil Corporation reported a net income of 52.99B and revenue of 733.55B, resulting in a net margin of 7.2%.


Frequently Asked Questions


WSM and MUR have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MUR has higher volatility (12.52%) compared to WSM (12.02%). In terms of maximum drawdown, WSM dropped -89.01% vs MUR's -92.11%.

MUR currently has the higher Sharpe Ratio (1.40 vs 1.35), 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.

Portfolio Optimizer

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