XPO vs. WSM
XPO (XPO Logistics, Inc.) and WSM (Williams-Sonoma, Inc.) are both stocks. XPO operates in Integrated Freight & Logistics (Industrials), while WSM operates in Specialty Retail (Consumer Cyclical). Over the past 10 years, XPO returned 37.55%/yr vs 27.10%/yr for WSM. At a 0.25 correlation, their price movements are largely independent.
Performance
XPO vs. WSM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XPO achieves a 68.00% return, which is significantly higher than WSM's 26.06% return. Over the past 10 years, XPO has outperformed WSM with an annualized return of 37.55%, while WSM has yielded a comparatively lower 27.10% annualized return.
XPO
- 1D
- 0.30%
- 1M
- 15.16%
- YTD
- 68.00%
- 6M
- 53.18%
- 1Y
- 86.79%
- 3Y*
- 66.73%
- 5Y*
- 34.58%
- 10Y*
- 37.55%
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%
XPO vs. WSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XPO XPO Logistics, Inc. | 68.00% | 3.63% | 49.73% | 163.11% | -27.64% | 11.60% | 49.56% | 39.73% | -37.72% | 112.21% |
WSM Williams-Sonoma, Inc. | 26.06% | -2.09% | 86.56% | 80.24% | -30.49% | 68.60% | 42.38% | 50.07% | 0.61% | 10.20% |
Correlation
The correlation between XPO and WSM is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Oct 7, 2003 | 0.25 |
Over the past year, XPO and WSM have become more correlated (0.49) than their long-term average of 0.25, meaning their price movements have been converging.
Fundamentals
XPO:
$27.17B
WSM:
$26.80B
XPO:
$2.92
WSM:
$8.93
XPO:
78.24
WSM:
25.04
XPO:
2.94
WSM:
5.06
XPO:
3.28
WSM:
3.46
XPO:
14.68
WSM:
14.33
XPO:
$8.30B
WSM:
$7.88B
XPO:
$772.00M
WSM:
$3.63B
XPO:
$1.20B
WSM:
$1.49B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XPO vs. WSM — Risk / Return Rank
XPO
WSM
XPO vs. WSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for XPO Logistics, Inc. (XPO) and Williams-Sonoma, Inc. (WSM). 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.
| XPO | WSM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.64 | ||
| Sortino ratioReturn per unit of downside risk | +0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.23 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 5.58 | 2.01 | +3.57 |
| Martin ratioReturn relative to average drawdown | 13.27 | 4.55 | +8.71 |
Loading charts...
Drawdowns
XPO vs. WSM - Drawdown Comparison
The maximum XPO drawdown since its inception was -82.85%, smaller than the maximum WSM drawdown of -89.01%. Use the drawdown chart below to compare losses from any high point for XPO and WSM.
Loading charts...
Drawdown Indicators
| XPO | WSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.85% | -89.01% | +6.16% |
Max Drawdown (1Y)Largest decline over 1 year | -15.63% | -23.27% | +7.64% |
Max Drawdown (3Y)Largest decline over 3 years | -42.19% | -36.79% | -5.40% |
Max Drawdown (5Y)Largest decline over 5 years | -53.17% | -51.92% | -1.25% |
Max Drawdown (10Y)Largest decline over 10 years | -64.48% | -59.71% | -4.77% |
Current DrawdownCurrent decline from peak | -0.02% | 0.00% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -30.26% | -25.03% | -5.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.57% | 10.25% | -3.68% |
Volatility
XPO vs. WSM - Volatility Comparison
XPO Logistics, Inc. (XPO) and Williams-Sonoma, Inc. (WSM) have volatilities of 11.60% and 12.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XPO | WSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.60% | 12.02% | -0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 32.18% | 25.57% | +6.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.80% | 34.63% | +9.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.98% | 44.77% | +2.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.82% | 44.26% | +3.56% |
Dividends
XPO vs. WSM - Dividend Comparison
XPO has not paid dividends to shareholders, while WSM's dividend yield for the trailing twelve months is around 1.23%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XPO XPO Logistics, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
XPO vs. WSM - Financials Comparison
This section allows you to compare key financial metrics between XPO Logistics, Inc. and Williams-Sonoma, 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
XPO vs. WSM - Profitability Comparison
XPO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, XPO Logistics, Inc. reported a gross profit of 0.00 and revenue of 2.10B. Therefore, the gross margin over that period was 0.0%.
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%.
XPO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, XPO Logistics, Inc. reported an operating income of 174.00M and revenue of 2.10B, resulting in an operating margin of 8.3%.
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%.
XPO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, XPO Logistics, Inc. reported a net income of 101.00M and revenue of 2.10B, resulting in a net margin of 4.8%.
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%.
Frequently Asked Questions
XPO and WSM have a correlation of 0.49, 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 XPO (11.60%). In terms of maximum drawdown, XPO dropped -82.85% vs WSM's -89.01%.
XPO currently has the higher Sharpe Ratio (1.99 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.
Find the right allocation for XPO and WSM
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer