WSM vs. NVO
WSM (Williams-Sonoma, Inc.) and NVO (Novo Nordisk A/S) are both stocks. WSM operates in Specialty Retail (Consumer Cyclical), while NVO operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, WSM returned 26.54%/yr vs 8.18%/yr for NVO. At a 0.15 correlation, their price movements are largely independent.
Performance
WSM vs. NVO - Performance Comparison
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Returns By Period
In the year-to-date period, WSM achieves a 26.37% return, which is significantly higher than NVO's 0.91% return. Over the past 10 years, WSM has outperformed NVO with an annualized return of 26.54%, while NVO has yielded a comparatively lower 8.18% annualized return.
WSM
- 1D
- -2.22%
- 1M
- -1.25%
- 6M
- 6.37%
- YTD
- 26.37%
- 1Y
- 32.92%
- 3Y*
- 53.79%
- 5Y*
- 25.40%
- 10Y*
- 26.54%
- ALL TIME*
- 17.05%
NVO
- 1D
- -1.41%
- 1M
- 14.86%
- 6M
- -17.63%
- YTD
- 0.91%
- 1Y
- -19.26%
- 3Y*
- -13.51%
- 5Y*
- 4.43%
- 10Y*
- 8.18%
- ALL TIME*
- 14.52%
WSM vs. NVO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WSM Williams-Sonoma, Inc. | 26.37% | -2.09% | 86.56% | 80.24% | -30.49% | 68.60% | 42.38% | 50.07% | 0.61% | 10.20% |
NVO Novo Nordisk A/S | 0.91% | -39.22% | -15.93% | 54.84% | 22.66% | 63.52% | 23.33% | 28.70% | -12.98% | 52.92% |
Correlation
The correlation between WSM and NVO is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 1990 | 0.15 |
Fundamentals
WSM:
$26.30B
NVO:
$220.46B
WSM:
$8.93
NVO:
DKK 27.42
WSM:
25.02
NVO:
11.83
WSM:
5.06
NVO:
0.51
WSM:
3.46
NVO:
4.40
WSM:
14.32
NVO:
7.11
WSM:
$7.88B
NVO:
DKK 327.80B
WSM:
$3.63B
NVO:
DKK 268.30B
WSM:
$1.49B
NVO:
DKK 181.54B
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Return for Risk
WSM vs. NVO — Risk / Return Rank
WSM
NVO
WSM vs. NVO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Williams-Sonoma, Inc. (WSM) and Novo Nordisk A/S (NVO). 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 | NVO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.33 | ||
| Sortino ratioReturn per unit of downside risk | +1.78 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 0.97 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.42 | -0.39 | +1.81 |
| Martin ratioReturn relative to average drawdown | 3.19 | -0.61 | +3.80 |
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Drawdowns
WSM vs. NVO - Drawdown Comparison
The maximum WSM drawdown since its inception was -89.01%, which is greater than NVO's maximum drawdown of -74.70%. Use the drawdown chart below to compare losses from any high point for WSM and NVO.
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Drawdown Indicators
| WSM | NVO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.01% | -74.70% | -14.31% |
Max Drawdown (1Y)Largest decline over 1 year | -23.27% | -49.17% | +25.90% |
Max Drawdown (3Y)Largest decline over 3 years | -36.79% | -74.70% | +37.91% |
Max Drawdown (5Y)Largest decline over 5 years | -51.92% | -74.70% | +22.78% |
Max Drawdown (10Y)Largest decline over 10 years | -59.71% | -74.70% | +14.99% |
Current DrawdownCurrent decline from peak | -6.70% | -63.95% | +57.25% |
Average DrawdownAverage peak-to-trough decline | -24.98% | -17.89% | -7.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.35% | 31.75% | -21.40% |
Volatility
WSM vs. NVO - Volatility Comparison
The current volatility for Williams-Sonoma, Inc. (WSM) is 8.55%, while Novo Nordisk A/S (NVO) has a volatility of 9.48%. This indicates that WSM experiences smaller price fluctuations and is considered to be less risky than NVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WSM | NVO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.55% | 9.48% | -0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 25.33% | 37.43% | -12.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.62% | 51.79% | -17.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.79% | 38.58% | +6.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.22% | 32.63% | +11.59% |
Dividends
WSM vs. NVO - Dividend Comparison
WSM's dividend yield for the trailing twelve months is around 1.27%, less than NVO's 3.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NVO Novo Nordisk A/S | 3.63% | 3.31% | 1.68% | 1.00% | 1.20% | 1.35% | 1.87% | 2.14% | 1.45% | 1.52% | 2.87% | 0.92% |
WSM Williams-Sonoma, Inc. | 1.27% | 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. NVO - Financials Comparison
This section allows you to compare key financial metrics between Williams-Sonoma, Inc. and Novo Nordisk A/S. 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. NVO - Profitability Comparison
WSM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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%.
NVO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Novo Nordisk A/S reported a gross profit of 83.23B and revenue of 96.82B. Therefore, the gross margin over that period was 86.0%.
WSM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Williams-Sonoma, Inc. reported an operating income of 291.69M and revenue of 1.81B, resulting in an operating margin of 16.2%.
NVO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Novo Nordisk A/S reported an operating income of 59.62B and revenue of 96.82B, resulting in an operating margin of 61.6%.
WSM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Williams-Sonoma, Inc. reported a net income of 231.36M and revenue of 1.81B, resulting in a net margin of 12.8%.
NVO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Novo Nordisk A/S reported a net income of 48.56B and revenue of 96.82B, resulting in a net margin of 50.2%.
Frequently Asked Questions
WSM and NVO have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NVO has higher volatility (9.48%) compared to WSM (8.55%). In terms of maximum drawdown, WSM dropped -89.01% vs NVO's -74.70%.
WSM currently has the higher Sharpe Ratio (0.96 vs -0.37), 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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