WSM vs. STLD
WSM (Williams-Sonoma, Inc.) and STLD (Steel Dynamics, Inc.) are both stocks. WSM operates in Specialty Retail (Consumer Cyclical), while STLD operates in Steel (Basic Materials). Over the past 10 years, WSM returned 27.10%/yr vs 29.92%/yr for STLD. At a 0.32 correlation, their price movements are largely independent.
Performance
WSM vs. STLD - Performance Comparison
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Returns By Period
In the year-to-date period, WSM achieves a 26.06% return, which is significantly lower than STLD's 67.39% return. Over the past 10 years, WSM has underperformed STLD with an annualized return of 27.10%, while STLD has yielded a comparatively higher 29.92% annualized return.
WSM
- 1D
- 2.19%
- 1M
- 29.92%
- YTD
- 26.06%
- 6M
- 20.02%
- 1Y
- 46.51%
- 3Y*
- 53.75%
- 5Y*
- 23.70%
- 10Y*
- 27.10%
STLD
- 1D
- 1.15%
- 1M
- 19.27%
- YTD
- 67.39%
- 6M
- 65.42%
- 1Y
- 117.36%
- 3Y*
- 40.23%
- 5Y*
- 36.27%
- 10Y*
- 29.92%
WSM vs. STLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WSM Williams-Sonoma, Inc. | 26.06% | -2.09% | 86.56% | 80.24% | -30.49% | 68.60% | 42.38% | 50.07% | 0.61% | 10.20% |
STLD Steel Dynamics, Inc. | 67.39% | 50.70% | -1.99% | 22.75% | 60.14% | 71.42% | 12.46% | 16.78% | -29.02% | 23.34% |
Correlation
The correlation between WSM and STLD is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Nov 22, 1996 | 0.32 |
Fundamentals
WSM:
$26.80B
STLD:
$40.94B
WSM:
$8.93
STLD:
$9.33
WSM:
25.04
STLD:
30.30
WSM:
3.46
STLD:
2.19
WSM:
14.33
STLD:
4.47
WSM:
$7.88B
STLD:
$19.01B
WSM:
$3.63B
STLD:
$2.66B
WSM:
$1.49B
STLD:
$2.23B
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Return for Risk
WSM vs. STLD — Risk / Return Rank
WSM
STLD
WSM vs. STLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Williams-Sonoma, Inc. (WSM) and Steel Dynamics, Inc. (STLD). 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 | STLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.19 | ||
| Sortino ratioReturn per unit of downside risk | -2.11 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.50 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 2.01 | 5.81 | -3.80 |
| Martin ratioReturn relative to average drawdown | 4.55 | 19.49 | -14.94 |
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Drawdowns
WSM vs. STLD - Drawdown Comparison
The maximum WSM drawdown since its inception was -89.01%, roughly equal to the maximum STLD drawdown of -87.05%. Use the drawdown chart below to compare losses from any high point for WSM and STLD.
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Drawdown Indicators
| WSM | STLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.01% | -87.05% | -1.96% |
Max Drawdown (1Y)Largest decline over 1 year | -23.27% | -20.33% | -2.94% |
Max Drawdown (3Y)Largest decline over 3 years | -36.79% | -28.66% | -8.13% |
Max Drawdown (5Y)Largest decline over 5 years | -51.92% | -32.20% | -19.72% |
Max Drawdown (10Y)Largest decline over 10 years | -59.71% | -68.46% | +8.75% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -25.03% | -33.27% | +8.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.25% | 6.04% | +4.21% |
Volatility
WSM vs. STLD - Volatility Comparison
Williams-Sonoma, Inc. (WSM) has a higher volatility of 12.02% compared to Steel Dynamics, Inc. (STLD) at 9.70%. This indicates that WSM's price experiences larger fluctuations and is considered to be riskier than STLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WSM | STLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.02% | 9.70% | +2.32% |
Volatility (6M)Calculated over the trailing 6-month period | 25.57% | 24.96% | +0.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.63% | 33.38% | +1.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.77% | 38.03% | +6.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.26% | 39.31% | +4.95% |
Dividends
WSM vs. STLD - Dividend Comparison
WSM's dividend yield for the trailing twelve months is around 1.23%, more than STLD's 0.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STLD Steel Dynamics, Inc. | 0.72% | 1.18% | 1.61% | 1.44% | 1.39% | 1.68% | 2.71% | 2.82% | 2.50% | 1.44% | 1.57% | 3.08% |
WSM Williams-Sonoma, Inc. | 1.23% | 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. STLD - Financials Comparison
This section allows you to compare key financial metrics between Williams-Sonoma, Inc. and Steel Dynamics, 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. STLD - 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%.
STLD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Steel Dynamics, Inc. reported a gross profit of 763.22M and revenue of 5.20B. Therefore, the gross margin over that period was 14.7%.
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%.
STLD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Steel Dynamics, Inc. reported an operating income of 538.00M and revenue of 5.20B, resulting in an operating margin of 10.3%.
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%.
STLD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Steel Dynamics, Inc. reported a net income of 403.44M and revenue of 5.20B, resulting in a net margin of 7.8%.
Frequently Asked Questions
WSM and STLD have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WSM has higher volatility (12.02%) compared to STLD (9.70%). In terms of maximum drawdown, WSM dropped -89.01% vs STLD's -87.05%.
STLD currently has the higher Sharpe Ratio (3.54 vs 1.35), 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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