WSM vs. TRGP
WSM (Williams-Sonoma, Inc.) and TRGP (Targa Resources Corp.) are both stocks. WSM operates in Specialty Retail (Consumer Cyclical), while TRGP operates in Oil & Gas Midstream (Energy). Over the past 10 years, WSM returned 27.25%/yr vs 27.05%/yr for TRGP. Their 0.24 correlation means their historical movements had little consistent relationship.
Performance
WSM vs. TRGP - Performance Comparison
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Returns By Period
In the year-to-date period, WSM achieves a 29.38% return, which is significantly lower than TRGP's 48.71% return. Both investments have delivered pretty close results over the past 10 years, with WSM having a 27.25% annualized return and TRGP not far behind at 27.05%.
WSM
- 1D
- -2.00%
- 1M
- 0.83%
- 6M
- 12.55%
- YTD
- 29.38%
- 1Y
- 23.56%
- 3Y*
- 51.30%
- 5Y*
- 27.07%
- 10Y*
- 27.25%
- ALL TIME*
- 17.11%
TRGP
- 1D
- 1.23%
- 1M
- 4.93%
- 6M
- 35.83%
- YTD
- 48.71%
- 1Y
- 69.52%
- 3Y*
- 52.33%
- 5Y*
- 48.14%
- 10Y*
- 27.05%
- ALL TIME*
- 21.75%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $312.36M | $311.65M | $326.93M | |
| $173.86M | $200.45M | $243.88M |
WSM vs. TRGP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WSM Williams-Sonoma, Inc. | 29.38% | -2.09% | 86.56% | 80.24% | -30.49% | 68.60% | 42.38% | 50.07% | 0.61% | 10.20% |
TRGP Targa Resources Corp. | 48.71% | 5.65% | 110.12% | 21.01% | 43.71% | 100.15% | -32.48% | 23.98% | -19.88% | -7.09% |
Correlation
The correlation between WSM and TRGP is -0.11, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.11 |
Correlation (3Y) Balances recent behavior with more history. | 0.10 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.19 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.22 |
Correlation (All Time) Calculated using the full available price history since Dec 7, 2010 | 0.24 |
The correlation between WSM and TRGP shifts across timeframes, from -0.11 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.
Fundamentals
WSM:
$26.92B
TRGP:
$58.03B
WSM:
$8.93
TRGP:
$14.79
WSM:
25.61
TRGP:
18.28
WSM:
5.18
TRGP:
0.20
WSM:
3.54
TRGP:
2.37
WSM:
$7.88B
TRGP:
$16.38B
WSM:
$3.63B
TRGP:
$3.62B
WSM:
$1.49B
TRGP:
$4.49B
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Return for Risk
WSM vs. TRGP — Risk / Return Rank
WSM
TRGP
WSM vs. TRGP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Williams-Sonoma, Inc. (WSM) and Targa Resources Corp. (TRGP). 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 | TRGP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.70 | ||
| Sortino ratioReturn per unit of downside risk | -1.69 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.37 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.03 | 4.14 | -3.11 |
| Martin ratioReturn relative to average drawdown | 2.31 | 14.81 | -12.50 |
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Drawdowns
WSM vs. TRGP - Drawdown Comparison
The maximum WSM drawdown since its inception was -89.01%, smaller than the maximum TRGP drawdown of -95.21%. Use the drawdown chart below to compare losses from any high point for WSM and TRGP.
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Drawdown Indicators
| WSM | TRGP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.01% | -95.21% | +6.20% |
Max Drawdown (1Y)Largest decline over 1 year | -23.27% | -16.01% | -7.26% |
Max Drawdown (3Y)Largest decline over 3 years | -36.79% | -31.61% | -5.18% |
Max Drawdown (5Y)Largest decline over 5 years | -51.92% | -31.61% | -20.31% |
Max Drawdown (10Y)Largest decline over 10 years | -59.71% | -90.78% | +31.07% |
Current DrawdownCurrent decline from peak | -4.47% | -4.88% | +0.41% |
Average DrawdownAverage peak-to-trough decline | -24.96% | -33.30% | +8.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.40% | 4.47% | +5.93% |
Volatility
WSM vs. TRGP - Volatility Comparison
The current volatility for Williams-Sonoma, Inc. (WSM) is 8.14%, while Targa Resources Corp. (TRGP) has a volatility of 8.59%. This indicates that WSM experiences smaller price fluctuations and is considered to be less risky than TRGP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WSM | TRGP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.14% | 8.59% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 25.06% | 19.51% | +5.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.47% | 27.68% | +6.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.79% | 31.68% | +13.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.21% | 47.50% | -3.29% |
Dividends
WSM vs. TRGP - Dividend Comparison
WSM's dividend yield for the trailing twelve months is around 1.24%, less than TRGP's 1.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRGP Targa Resources Corp. | 1.66% | 2.03% | 1.54% | 2.13% | 1.90% | 0.77% | 4.59% | 8.92% | 10.11% | 7.52% | 6.49% | 12.53% |
WSM Williams-Sonoma, Inc. | 1.24% | 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. TRGP - Financials Comparison
This section allows you to compare key financial metrics between Williams-Sonoma, Inc. and Targa Resources Corp.. 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. TRGP - Profitability Comparison
WSM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 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%.
TRGP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Targa Resources Corp. reported a gross profit of 0.00 and revenue of 4.09B. 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 Aug 2026, Williams-Sonoma, Inc. reported an operating income of 291.69M and revenue of 1.81B, resulting in an operating margin of 16.2%.
TRGP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Targa Resources Corp. reported an operating income of 846.90M and revenue of 4.09B, resulting in an operating margin of 20.7%.
WSM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Williams-Sonoma, Inc. reported a net income of 231.36M and revenue of 1.81B, resulting in a net margin of 12.8%.
TRGP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Targa Resources Corp. reported a net income of 479.60M and revenue of 4.09B, resulting in a net margin of 11.7%.
Frequently Asked Questions
WSM and TRGP 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.
TRGP has higher volatility (8.59%) compared to WSM (8.14%). In terms of maximum drawdown, WSM dropped -89.01% vs TRGP's -95.21%.
TRGP currently has the higher Sharpe Ratio (2.40 vs 0.70), 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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