WSM vs. PH
WSM (Williams-Sonoma, Inc.) and PH (Parker-Hannifin Corporation) are both stocks. WSM operates in Specialty Retail (Consumer Cyclical), while PH operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, WSM returned 27.10%/yr vs 25.12%/yr for PH. At a 0.34 correlation, their price movements are largely independent.
Performance
WSM vs. PH - 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 PH's 3.21% return. Over the past 10 years, WSM has outperformed PH with an annualized return of 27.10%, while PH has yielded a comparatively lower 25.12% 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%
PH
- 1D
- 0.12%
- 1M
- 2.39%
- YTD
- 3.21%
- 6M
- 2.52%
- 1Y
- 36.66%
- 3Y*
- 36.33%
- 5Y*
- 26.12%
- 10Y*
- 25.12%
WSM vs. PH - 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% |
PH Parker-Hannifin Corporation | 3.21% | 39.54% | 39.58% | 60.81% | -6.91% | 18.30% | 34.78% | 40.75% | -24.00% | 44.91% |
Correlation
The correlation between WSM and PH is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 1990 | 0.34 |
The correlation between WSM and PH shifts across timeframes, from 0.34 (all time) to 0.50 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
WSM:
$26.80B
PH:
$115.65B
WSM:
$8.93
PH:
$27.11
WSM:
25.04
PH:
33.33
WSM:
5.06
PH:
1.41
WSM:
3.46
PH:
5.53
WSM:
14.33
PH:
7.43
WSM:
$7.88B
PH:
$20.99B
WSM:
$3.63B
PH:
$7.81B
WSM:
$1.49B
PH:
$5.31B
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Return for Risk
WSM vs. PH — Risk / Return Rank
WSM
PH
WSM vs. PH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Williams-Sonoma, Inc. (WSM) and Parker-Hannifin Corporation (PH). 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 | PH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.26 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.01 | 1.90 | +0.10 |
| Martin ratioReturn relative to average drawdown | 4.55 | 5.64 | -1.09 |
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Drawdowns
WSM vs. PH - Drawdown Comparison
The maximum WSM drawdown since its inception was -89.01%, which is greater than PH's maximum drawdown of -66.92%. Use the drawdown chart below to compare losses from any high point for WSM and PH.
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Drawdown Indicators
| WSM | PH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.01% | -66.92% | -22.09% |
Max Drawdown (1Y)Largest decline over 1 year | -23.27% | -19.34% | -3.93% |
Max Drawdown (3Y)Largest decline over 3 years | -36.79% | -26.79% | -10.00% |
Max Drawdown (5Y)Largest decline over 5 years | -51.92% | -28.64% | -23.28% |
Max Drawdown (10Y)Largest decline over 10 years | -59.71% | -54.68% | -5.03% |
Current DrawdownCurrent decline from peak | 0.00% | -11.49% | +11.49% |
Average DrawdownAverage peak-to-trough decline | -25.03% | -15.33% | -9.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.25% | 6.52% | +3.73% |
Volatility
WSM vs. PH - Volatility Comparison
Williams-Sonoma, Inc. (WSM) has a higher volatility of 12.02% compared to Parker-Hannifin Corporation (PH) at 7.58%. This indicates that WSM's price experiences larger fluctuations and is considered to be riskier than PH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WSM | PH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.02% | 7.58% | +4.44% |
Volatility (6M)Calculated over the trailing 6-month period | 25.57% | 18.96% | +6.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.63% | 25.10% | +9.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.77% | 28.68% | +16.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.26% | 31.70% | +12.56% |
Dividends
WSM vs. PH - Dividend Comparison
WSM's dividend yield for the trailing twelve months is around 1.23%, more than PH's 0.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PH Parker-Hannifin Corporation | 0.82% | 0.80% | 1.00% | 1.25% | 1.73% | 1.25% | 1.29% | 1.65% | 1.97% | 1.32% | 1.80% | 2.60% |
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. PH - Financials Comparison
This section allows you to compare key financial metrics between Williams-Sonoma, Inc. and Parker-Hannifin 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. PH - 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%.
PH - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Parker-Hannifin Corporation reported a gross profit of 2.02B and revenue of 5.49B. Therefore, the gross margin over that period was 36.8%.
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%.
PH - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Parker-Hannifin Corporation reported an operating income of 1.13B and revenue of 5.49B, resulting in an operating margin of 20.7%.
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%.
PH - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Parker-Hannifin Corporation reported a net income of 904.00M and revenue of 5.49B, resulting in a net margin of 16.5%.
Frequently Asked Questions
WSM and PH have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WSM has higher volatility (12.02%) compared to PH (7.58%). In terms of maximum drawdown, WSM dropped -89.01% vs PH's -66.92%.
PH currently has the higher Sharpe Ratio (1.47 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.
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