WSM vs. SGOV
WSM (Williams-Sonoma, Inc.) is a stock, while SGOV (iShares 0-3 Month Treasury Bond ETF) is Ultrashort Bond fund tracking the ICE 0-3 Month US Treasury Securities Index. Over the past 5 years, WSM returned 22.41%/yr vs 3.54%/yr for SGOV. At a correlation of -0.01, they often move in opposite directions.
Performance
WSM vs. SGOV - Performance Comparison
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Returns By Period
In the year-to-date period, WSM achieves a 17.35% return, which is significantly higher than SGOV's 1.52% 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%
SGOV
- 1D
- 0.01%
- 1M
- 0.29%
- YTD
- 1.52%
- 6M
- 1.79%
- 1Y
- 3.95%
- 3Y*
- 4.72%
- 5Y*
- 3.54%
- 10Y*
- —
WSM vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
WSM Williams-Sonoma, Inc. | 17.35% | -2.09% | 86.56% | 80.24% | -30.49% | 68.60% | 40.98% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.52% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.05% |
Correlation
The correlation between WSM and SGOV is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.00 |
Correlation (All Time) Calculated using the full available price history since May 29, 2020 | -0.01 |
The correlation between WSM and SGOV shifts across timeframes, from -0.11 (1 year) to 0.02 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
WSM vs. SGOV — Risk / Return Rank
WSM
SGOV
WSM vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Williams-Sonoma, Inc. (WSM) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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 | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -19.32 | ||
| Sortino ratioReturn per unit of downside risk | -274.12 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 195.55 | -194.38 |
| Calmar ratioReturn relative to maximum drawdown | 1.38 | 398.20 | -396.82 |
| Martin ratioReturn relative to average drawdown | 3.14 | 4,462.00 | -4,458.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WSM | SGOV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 20.28 | -19.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 14.74 | -14.23 |
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 | 12.49 | -12.15 |
Drawdowns
WSM vs. SGOV - Drawdown Comparison
The maximum WSM drawdown since its inception was -89.01%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for WSM and SGOV.
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Drawdown Indicators
| WSM | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.01% | -0.03% | -88.98% |
Max Drawdown (1Y)Largest decline over 1 year | -23.27% | -0.01% | -23.26% |
Max Drawdown (3Y)Largest decline over 3 years | -36.79% | -0.01% | -36.78% |
Max Drawdown (5Y)Largest decline over 5 years | -51.92% | -0.03% | -51.89% |
Max Drawdown (10Y)Largest decline over 10 years | -59.71% | — | — |
Current DrawdownCurrent decline from peak | -5.33% | 0.00% | -5.33% |
Average DrawdownAverage peak-to-trough decline | -25.05% | -0.00% | -25.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.23% | 0.00% | +10.23% |
Volatility
WSM vs. SGOV - Volatility Comparison
Williams-Sonoma, Inc. (WSM) has a higher volatility of 11.02% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.05%. This indicates that WSM's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WSM | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.02% | 0.05% | +10.97% |
Volatility (6M)Calculated over the trailing 6-month period | 24.42% | 0.13% | +24.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.63% | 0.20% | +33.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.64% | 0.24% | +44.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.22% | 0.24% | +43.98% |
Dividends
WSM vs. SGOV - Dividend Comparison
WSM's dividend yield for the trailing twelve months is around 1.32%, less than SGOV's 3.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGOV iShares 0-3 Month Treasury Bond ETF | 3.86% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 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% |
Frequently Asked Questions
WSM and SGOV have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WSM has higher volatility (11.02%) compared to SGOV (0.05%). In terms of maximum drawdown, WSM dropped -89.01% vs SGOV's -0.03%.
SGOV currently has the higher Sharpe Ratio (20.28 vs 0.96), 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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