WSM vs. SCHG
Compare and contrast key facts about Williams-Sonoma, Inc. (WSM) and Schwab U.S. Large-Cap Growth ETF (SCHG).
SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WSM or SCHG.
Performance
WSM vs. SCHG - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with WSM having a 31.62% return and SCHG slightly lower at 30.50%. Both investments have delivered pretty close results over the past 10 years, with WSM having a 17.00% annualized return and SCHG not far behind at 16.38%.
WSM
31.62%
-13.09%
-14.91%
54.91%
31.94%
17.00%
SCHG
30.50%
2.16%
14.17%
37.63%
19.96%
16.38%
Key characteristics
| WSM | SCHG | |
|---|---|---|
| Sharpe Ratio | 1.49 | 2.24 |
| Sortino Ratio | 2.09 | 2.93 |
| Omega Ratio | 1.29 | 1.41 |
| Calmar Ratio | 3.09 | 3.08 |
| Martin Ratio | 6.95 | 12.26 |
| Ulcer Index | 9.29% | 3.11% |
| Daily Std Dev | 43.37% | 17.00% |
| Max Drawdown | -89.01% | -34.59% |
| Current Drawdown | -19.21% | -3.02% |
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Correlation
The correlation between WSM and SCHG is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
WSM vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Williams-Sonoma, Inc. (WSM) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.
Dividends
WSM vs. SCHG - Dividend Comparison
WSM's dividend yield for the trailing twelve months is around 1.65%, more than SCHG's 0.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WSM Williams-Sonoma, Inc. | 1.65% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% | 1.72% | 1.97% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.41% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
WSM vs. SCHG - Drawdown Comparison
The maximum WSM drawdown since its inception was -89.01%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for WSM and SCHG. For additional features, visit the drawdowns tool.
Volatility
WSM vs. SCHG - Volatility Comparison
Williams-Sonoma, Inc. (WSM) has a higher volatility of 8.24% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.73%. This indicates that WSM's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.