WSM vs. VTI
Compare and contrast key facts about Williams-Sonoma, Inc. (WSM) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WSM or VTI.
Performance
WSM vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, WSM achieves a 31.62% return, which is significantly higher than VTI's 23.63% return. Over the past 10 years, WSM has outperformed VTI with an annualized return of 17.00%, while VTI has yielded a comparatively lower 12.59% annualized return.
WSM
31.62%
-13.09%
-14.91%
54.91%
31.94%
17.00%
VTI
23.63%
0.87%
11.41%
32.34%
14.66%
12.59%
Key characteristics
| WSM | VTI | |
|---|---|---|
| Sharpe Ratio | 1.49 | 2.58 |
| Sortino Ratio | 2.09 | 3.45 |
| Omega Ratio | 1.29 | 1.48 |
| Calmar Ratio | 3.09 | 3.76 |
| Martin Ratio | 6.95 | 16.56 |
| Ulcer Index | 9.29% | 1.95% |
| Daily Std Dev | 43.37% | 12.51% |
| Max Drawdown | -89.01% | -55.45% |
| Current Drawdown | -19.21% | -2.43% |
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Correlation
The correlation between WSM and VTI is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
WSM vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Williams-Sonoma, Inc. (WSM) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
WSM vs. VTI - Dividend Comparison
WSM's dividend yield for the trailing twelve months is around 1.65%, more than VTI's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WSM Williams-Sonoma, Inc. | 1.65% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% | 1.72% | 1.97% |
VTI Vanguard Total Stock Market ETF | 1.29% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
WSM vs. VTI - Drawdown Comparison
The maximum WSM drawdown since its inception was -89.01%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for WSM and VTI. For additional features, visit the drawdowns tool.
Volatility
WSM vs. VTI - Volatility Comparison
Williams-Sonoma, Inc. (WSM) has a higher volatility of 8.24% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. This indicates that WSM's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.