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 51.75%/yr vs -24.08%/yr for SG. Their 0.32 correlation means their historical movements had little consistent relationship.
Performance
WSM vs. SG - Performance Comparison
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Returns By Period
In the year-to-date period, WSM achieves a 32.62% return, which is significantly higher than SG's -8.73% return.
WSM
- 1D
- 3.37%
- 1M
- -1.68%
- 6M
- 15.36%
- YTD
- 32.62%
- 1Y
- 30.81%
- 3Y*
- 51.75%
- 5Y*
- 26.90%
- 10Y*
- 27.02%
- ALL TIME*
- 17.19%
SG
- 1D
- 2.83%
- 1M
- -32.49%
- 6M
- -7.36%
- YTD
- -8.73%
- 1Y
- -58.25%
- 3Y*
- -24.08%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -36.54%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $46.85M | $40.32M | $46.59M | |
| $194.55M | $216.05M | $244.11M |
WSM vs. SG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
WSM Williams-Sonoma, Inc. | 32.62% | -2.09% | 86.56% | 80.24% | -30.49% | -19.44% |
SG Sweetgreen, Inc. | -8.73% | -78.91% | 183.72% | 31.86% | -73.22% | -38.46% |
Correlation
The correlation between WSM and SG is 0.18, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.18 |
Correlation (3Y) Balances recent behavior with more history. | 0.27 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2021 | 0.32 |
The correlation between WSM and SG shifts across timeframes, from 0.18 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.
Fundamentals
WSM:
$27.60B
SG:
$733.17M
WSM:
$8.93
SG:
$0.14
WSM:
26.26
SG:
43.74
WSM:
3.63
SG:
1.09
WSM:
15.03
SG:
1.52
WSM:
$7.88B
SG:
$674.69M
WSM:
$3.63B
SG:
$73.84M
WSM:
$1.49B
SG:
$93.13M
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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.
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 | SG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.66 | ||
| Sortino ratioReturn per unit of downside risk | +2.55 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 0.88 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 1.33 | -0.89 | +2.22 |
| Martin ratioReturn relative to average drawdown | 2.97 | -1.23 | +4.20 |
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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.
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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% | -65.74% | +42.47% |
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 | -2.08% | -88.36% | +86.28% |
Average DrawdownAverage peak-to-trough decline | -24.97% | -67.01% | +42.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.39% | 51.04% | -40.65% |
Volatility
WSM vs. SG - Volatility Comparison
The current volatility for Williams-Sonoma, Inc. (WSM) is 8.62%, while Sweetgreen, Inc. (SG) has a volatility of 27.99%. 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.
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Volatility by Period
| WSM | SG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.62% | 27.99% | -19.37% |
Volatility (6M)Calculated over the trailing 6-month period | 25.02% | 59.77% | -34.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.67% | 76.61% | -41.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.82% | 80.15% | -35.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.22% | 80.15% | -35.93% |
Dividends
WSM vs. SG - Dividend Comparison
WSM's dividend yield for the trailing twelve months is around 1.21%, 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. | 1.21% | 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 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%.
SG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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 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%.
SG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 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 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%.
SG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 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 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SG has higher volatility (27.99%) compared to WSM (8.62%). In terms of maximum drawdown, WSM dropped -89.01% vs SG's -91.13%.
WSM currently has the higher Sharpe Ratio (0.89 vs -0.76), 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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