WSM vs. SG
WSM (Williams-Sonoma, Inc.) and SG (Sweetgreen, Inc.) are both stocks. Both are in the Consumer Cyclical sector — WSM in Specialty Retail, SG in Restaurants. Over the past 3 years, WSM returned 55.00%/yr vs -10.62%/yr for SG. At a 0.33 correlation, their price movements are largely independent.
Performance
WSM vs. SG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, WSM achieves a 17.35% return, which is significantly higher than SG's 9.02% return.
WSM
- 1D
- 0.47%
- 1M
- 15.43%
- YTD
- 17.35%
- 6M
- 18.63%
- 1Y
- 31.99%
- 3Y*
- 55.00%
- 5Y*
- 22.41%
- 10Y*
- 25.59%
SG
- 1D
- -4.16%
- 1M
- 8.06%
- YTD
- 9.02%
- 6M
- 6.81%
- 1Y
- -50.20%
- 3Y*
- -10.62%
- 5Y*
- —
- 10Y*
- —
WSM vs. SG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
WSM Williams-Sonoma, Inc. | 17.35% | -2.09% | 86.56% | 80.24% | -30.49% | -22.73% |
SG Sweetgreen, Inc. | 9.02% | -78.91% | 183.72% | 31.86% | -73.22% | -35.35% |
Correlation
The correlation between WSM and SG is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Nov 19, 2021 | 0.33 |
The correlation between WSM and SG shifts across timeframes, from 0.22 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.
Fundamentals
WSM:
$24.95B
SG:
$886.07M
WSM:
$8.93
SG:
$0.14
WSM:
23.31
SG:
52.12
WSM:
3.22
SG:
1.30
WSM:
13.34
SG:
1.81
WSM:
$7.88B
SG:
$674.69M
WSM:
$3.63B
SG:
$73.84M
WSM:
$1.49B
SG:
$93.13M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
WSM vs. SG — Risk / Return Rank
WSM
SG
WSM vs. SG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Williams-Sonoma, Inc. (WSM) and Sweetgreen, Inc. (SG). 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.
| WSM | SG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.63 | ||
| Sortino ratioReturn per unit of downside risk | +2.35 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 0.91 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.38 | -0.71 | +2.09 |
| Martin ratioReturn relative to average drawdown | 3.14 | -0.97 | +4.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| WSM | SG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | -0.68 | +1.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | -0.43 | +0.77 |
Drawdowns
WSM vs. SG - Drawdown Comparison
The maximum WSM drawdown since its inception was -89.01%, roughly equal to the maximum SG drawdown of -91.13%. Use the drawdown chart below to compare losses from any high point for WSM and SG.
Loading charts...
Drawdown Indicators
| WSM | SG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.01% | -91.13% | +2.12% |
Max Drawdown (1Y)Largest decline over 1 year | -23.27% | -71.09% | +47.82% |
Max Drawdown (3Y)Largest decline over 3 years | -36.79% | -89.31% | +52.52% |
Max Drawdown (5Y)Largest decline over 5 years | -51.92% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -59.71% | — | — |
Current DrawdownCurrent decline from peak | -5.33% | -86.09% | +80.76% |
Average DrawdownAverage peak-to-trough decline | -25.05% | -66.51% | +41.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.23% | 51.98% | -41.75% |
Volatility
WSM vs. SG - Volatility Comparison
The current volatility for Williams-Sonoma, Inc. (WSM) is 11.02%, while Sweetgreen, Inc. (SG) has a volatility of 29.57%. This indicates that WSM experiences smaller price fluctuations and is considered to be less risky than SG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| WSM | SG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.02% | 29.57% | -18.55% |
Volatility (6M)Calculated over the trailing 6-month period | 24.42% | 53.63% | -29.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.63% | 74.38% | -40.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.64% | 79.83% | -35.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.22% | 79.83% | -35.61% |
Dividends
WSM vs. SG - Dividend Comparison
WSM's dividend yield for the trailing twelve months is around 1.32%, while SG has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SG Sweetgreen, 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. | 1.32% | 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. SG - Financials Comparison
This section allows you to compare key financial metrics between Williams-Sonoma, Inc. and Sweetgreen, 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
WSM vs. SG - 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%.
SG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sweetgreen, Inc. reported a gross profit of 0.00 and revenue of 161.52M. 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%.
SG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sweetgreen, Inc. reported an operating income of -34.35M and revenue of 161.52M, resulting in an operating margin of -21.3%.
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%.
SG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sweetgreen, Inc. reported a net income of 125.81M and revenue of 161.52M, resulting in a net margin of 77.9%.
Frequently Asked Questions
WSM and SG have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SG has higher volatility (29.57%) compared to WSM (11.02%). In terms of maximum drawdown, WSM dropped -89.01% vs SG's -91.13%.
WSM currently has the higher Sharpe Ratio (0.96 vs -0.68), 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.
Find the right allocation for WSM and SG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer