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WSM vs. SPY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

WSM vs. SPY

Last updated Jun 17, 2026

WSM (Williams-Sonoma, Inc.) is a stock, while SPY (State Street SPDR S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, WSM returned 27.02%/yr vs 15.58%/yr for SPY. At a 0.46 correlation, their price movements are largely independent.

Performance

WSM vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Williams-Sonoma, Inc. (WSM) and State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WSM achieves a 28.12% return, which is significantly higher than SPY's 10.33% return. Over the past 10 years, WSM has outperformed SPY with an annualized return of 27.02%, while SPY has yielded a comparatively lower 15.58% annualized return.

WSM

1D
1.74%
1M
34.71%
YTD
28.12%
6M
23.34%
1Y
45.75%
3Y*
56.54%
5Y*
26.20%
10Y*
27.02%

SPY

1D
-0.60%
1M
1.51%
YTD
10.33%
6M
11.16%
1Y
25.93%
3Y*
20.91%
5Y*
13.74%
10Y*
15.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WSM vs. SPY - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
WSM
Williams-Sonoma, Inc.		28.12%-2.09%86.56%80.24%-30.49%68.60%42.38%50.07%0.61%10.20%
SPY
State Street SPDR S&P 500 ETF		10.33%17.72%24.89%26.18%-18.18%28.73%18.33%31.22%-4.57%21.71%

Correlation

The correlation between WSM and SPY is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (3Y)
Calculated over the trailing 3-year period

0.50

Correlation (5Y)
Calculated over the trailing 5-year period

0.54

Correlation (10Y)
Calculated over the trailing 10-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Jan 29, 1993

0.46

The correlation between WSM and SPY shifts across timeframes, from 0.43 (1 year) to 0.54 (5 years), reflecting how their relationship changes across market environments.

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Williams-Sonoma, Inc.

State Street SPDR S&P 500 ETF

Often compared with WSM:
WSM vs. MUSAWSM vs. CEWSM vs. WRKWSM vs. GDDYWSM vs. TRGPWSM vs. VTIWSM vs. VOO
Often compared with SPY:
SPY vs. QQQSPY vs. VOOSPY vs. BRK-BSPY vs. RSPSPY vs. VTISPY vs. SCHDSPY vs. GLD

Return for Risk

WSM vs. SPY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WSM
WSM Risk / Return Rank: 7575
Overall Rank
WSM Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
WSM Sortino Ratio Rank: 7676
Sortino Ratio Rank
WSM Omega Ratio Rank: 7171
Omega Ratio Rank
WSM Calmar Ratio Rank: 7575
Calmar Ratio Rank
WSM Martin Ratio Rank: 7474
Martin Ratio Rank
SPY
SPY Risk / Return Rank: 6666
Overall Rank
SPY Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 6464
Sortino Ratio Rank
SPY Omega Ratio Rank: 6767
Omega Ratio Rank
SPY Calmar Ratio Rank: 6060
Calmar Ratio Rank
SPY Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WSM vs. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Williams-Sonoma, Inc. (WSM) and State Street SPDR S&P 500 ETF (SPY). 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.

WSMSPYDifference
Sharpe ratioReturn per unit of total volatility
1.33
2.11

-0.78

Sortino ratioReturn per unit of downside risk
2.04
2.86

-0.82

Omega ratioGain probability vs. loss probability

1.23

1.38

-0.16

Calmar ratioReturn relative to maximum drawdown

1.98

2.93

-0.96

Martin ratioReturn relative to average drawdown

4.48

13.24

-8.77

WSM vs. SPY - Sharpe Ratio Comparison

The current WSM Sharpe Ratio is 1.33, which is lower than the SPY Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of WSM and SPY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

WSM vs. SPY - Drawdown Comparison

The maximum WSM drawdown since its inception was -89.01%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for WSM and SPY.

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Drawdown Indicators

WSMSPYDifference

Max Drawdown

Largest peak-to-trough decline

-89.01%

-55.19%

-33.82%

Max Drawdown (1Y)

Largest decline over 1 year

-23.27%

-8.88%

-14.39%

Max Drawdown (3Y)

Largest decline over 3 years

-36.79%

-18.76%

-18.03%

Max Drawdown (5Y)

Largest decline over 5 years

-51.92%

-24.50%

-27.42%

Max Drawdown (10Y)

Largest decline over 10 years

-59.71%

-33.72%

-25.99%

Current Drawdown

Current decline from peak

0.00%

-1.22%

+1.22%

Average Drawdown

Average peak-to-trough decline

-25.03%

-9.04%

-15.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.25%

1.97%

+8.28%

Volatility

WSM vs. SPY - Volatility Comparison

Williams-Sonoma, Inc. (WSM) has a higher volatility of 11.30% compared to State Street SPDR S&P 500 ETF (SPY) at 4.48%. This indicates that WSM's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

WSMSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.30%

4.48%

+6.82%

Volatility (6M)

Calculated over the trailing 6-month period

25.58%

9.68%

+15.90%

Volatility (1Y)

Calculated over the trailing 1-year period

34.65%

12.36%

+22.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.76%

17.14%

+27.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.28%

17.98%

+26.30%

Dividends

WSM vs. SPY - Dividend Comparison

WSM's dividend yield for the trailing twelve months is around 1.21%, more than SPY's 0.98% yield.

PositionTTM20252024202320222021202020192018201720162015
SPY
State Street SPDR S&P 500 ETF		0.98%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%
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%

Frequently Asked Questions

WSM and SPY have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WSM has higher volatility (11.30%) compared to SPY (4.48%). In terms of maximum drawdown, WSM dropped -89.01% vs SPY's -55.19%.

SPY currently has the higher Sharpe Ratio (2.11 vs 1.33), 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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