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 57.34%/yr vs -19.36%/yr for SG. At a 0.33 correlation, their price movements are largely independent.
Performance
WSM vs. SG - Performance Comparison
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Returns By Period
In the year-to-date period, WSM achieves a 26.23% return, which is significantly higher than SG's 19.08% return.
WSM
- 1D
- -1.63%
- 1M
- 9.20%
- 6M
- 17.56%
- YTD
- 26.23%
- 1Y
- 31.13%
- 3Y*
- 57.34%
- 5Y*
- 24.65%
- 10Y*
- 26.47%
SG
- 1D
- -8.21%
- 1M
- 8.49%
- 6M
- 15.66%
- YTD
- 19.08%
- 1Y
- -45.20%
- 3Y*
- -19.36%
- 5Y*
- —
- 10Y*
- —
WSM vs. SG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
WSM Williams-Sonoma, Inc. | 26.23% | -2.09% | 86.56% | 80.24% | -30.49% | -19.44% |
SG Sweetgreen, Inc. | 19.08% | -78.91% | 183.72% | 31.86% | -73.22% | -38.46% |
Correlation
The correlation between WSM and SG is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2021 | 0.33 |
Fundamentals
WSM:
$26.36B
SG:
$956.56M
WSM:
$8.93
SG:
$0.14
WSM:
25.07
SG:
57.07
WSM:
3.46
SG:
1.42
WSM:
14.35
SG:
1.98
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 | +1.50 | ||
| Sortino ratioReturn per unit of downside risk | +2.09 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 0.93 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.34 | -0.64 | +1.98 |
| Martin ratioReturn relative to average drawdown | 3.04 | -0.85 | +3.89 |
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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% | -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 | -6.80% | -84.81% | +78.01% |
Average DrawdownAverage peak-to-trough decline | -25.00% | -66.76% | +41.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.27% | 53.56% | -43.29% |
Volatility
WSM vs. SG - Volatility Comparison
The current volatility for Williams-Sonoma, Inc. (WSM) is 11.49%, while Sweetgreen, Inc. (SG) has a volatility of 23.02%. 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 | 11.49% | 23.02% | -11.53% |
Volatility (6M)Calculated over the trailing 6-month period | 26.13% | 56.26% | -30.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.96% | 75.50% | -40.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.83% | 79.80% | -34.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.24% | 79.80% | -35.56% |
Dividends
WSM vs. SG - Dividend Comparison
WSM's dividend yield for the trailing twelve months is around 1.22%, 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. | 1.22% | 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 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SG has higher volatility (23.02%) compared to WSM (11.49%). In terms of maximum drawdown, WSM dropped -89.01% vs SG's -91.13%.
WSM currently has the higher Sharpe Ratio (0.90 vs -0.60), 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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