PortfoliosLab logo
YELP vs. WSM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between YELP and WSM is 0.49, 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.


Performance

YELP vs. WSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Yelp Inc. (YELP) and Williams-Sonoma, Inc. (WSM). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

YELP:

0.11

WSM:

0.16

Sortino Ratio

YELP:

0.42

WSM:

0.69

Omega Ratio

YELP:

1.05

WSM:

1.09

Calmar Ratio

YELP:

0.06

WSM:

0.29

Martin Ratio

YELP:

0.44

WSM:

0.68

Ulcer Index

YELP:

9.50%

WSM:

15.35%

Daily Std Dev

YELP:

30.59%

WSM:

55.26%

Max Drawdown

YELP:

-85.25%

WSM:

-89.01%

Current Drawdown

YELP:

-59.67%

WSM:

-20.77%

Fundamentals

Market Cap

YELP:

$2.61B

WSM:

$21.20B

EPS

YELP:

$2.04

WSM:

$8.79

PE Ratio

YELP:

20.06

WSM:

19.52

PEG Ratio

YELP:

0.40

WSM:

2.33

PS Ratio

YELP:

1.82

WSM:

2.75

PB Ratio

YELP:

3.59

WSM:

10.06

Total Revenue (TTM)

YELP:

$1.44B

WSM:

$6.05B

Gross Profit (TTM)

YELP:

$1.30B

WSM:

$2.83B

EBITDA (TTM)

YELP:

$229.69M

WSM:

$1.31B

Returns By Period

In the year-to-date period, YELP achieves a 2.17% return, which is significantly higher than WSM's -6.58% return. Over the past 10 years, YELP has underperformed WSM with an annualized return of -1.62%, while WSM has yielded a comparatively higher 18.82% annualized return.


YELP

YTD

2.17%

1M

16.71%

6M

8.54%

1Y

3.43%

5Y*

15.23%

10Y*

-1.62%

WSM

YTD

-6.58%

1M

20.71%

6M

32.24%

1Y

8.89%

5Y*

41.78%

10Y*

18.82%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

YELP vs. WSM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

YELP
The Risk-Adjusted Performance Rank of YELP is 5353
Overall Rank
The Sharpe Ratio Rank of YELP is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of YELP is 4949
Sortino Ratio Rank
The Omega Ratio Rank of YELP is 4848
Omega Ratio Rank
The Calmar Ratio Rank of YELP is 5454
Calmar Ratio Rank
The Martin Ratio Rank of YELP is 5757
Martin Ratio Rank

WSM
The Risk-Adjusted Performance Rank of WSM is 5959
Overall Rank
The Sharpe Ratio Rank of WSM is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of WSM is 5656
Sortino Ratio Rank
The Omega Ratio Rank of WSM is 5656
Omega Ratio Rank
The Calmar Ratio Rank of WSM is 6565
Calmar Ratio Rank
The Martin Ratio Rank of WSM is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

YELP vs. WSM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Yelp Inc. (YELP) 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.


The current YELP Sharpe Ratio is 0.11, which is lower than the WSM Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of YELP and WSM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

YELP vs. WSM - Dividend Comparison

YELP has not paid dividends to shareholders, while WSM's dividend yield for the trailing twelve months is around 1.38%.


TTM20242023202220212020201920182017201620152014
YELP
Yelp 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%
WSM
Williams-Sonoma, Inc.
1.38%1.16%1.72%2.65%1.43%1.93%2.55%3.33%2.98%3.02%2.36%1.72%

Drawdowns

YELP vs. WSM - Drawdown Comparison

The maximum YELP drawdown since its inception was -85.25%, roughly equal to the maximum WSM drawdown of -89.01%. Use the drawdown chart below to compare losses from any high point for YELP and WSM. For additional features, visit the drawdowns tool.


Loading data...

Volatility

YELP vs. WSM - Volatility Comparison

Yelp Inc. (YELP) and Williams-Sonoma, Inc. (WSM) have volatilities of 11.57% and 11.55%, 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 data...

Financials

YELP vs. WSM - Financials Comparison

This section allows you to compare key financial metrics between Yelp 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00500.00M1.00B1.50B2.00B2.50B20212022202320242025
358.53M
2.46B
(YELP) Total Revenue
(WSM) Total Revenue
Values in USD except per share items

YELP vs. WSM - Profitability Comparison

The chart below illustrates the profitability comparison between Yelp Inc. and Williams-Sonoma, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%90.0%20212022202320242025
90.3%
47.3%
(YELP) Gross Margin
(WSM) Gross Margin
YELP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Yelp Inc. reported a gross profit of 323.71M and revenue of 358.53M. Therefore, the gross margin over that period was 90.3%.

WSM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Williams-Sonoma, Inc. reported a gross profit of 1.17B and revenue of 2.46B. Therefore, the gross margin over that period was 47.3%.

YELP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Yelp Inc. reported an operating income of 29.46M and revenue of 358.53M, resulting in an operating margin of 8.2%.

WSM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Williams-Sonoma, Inc. reported an operating income of 530.14M and revenue of 2.46B, resulting in an operating margin of 21.5%.

YELP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Yelp Inc. reported a net income of 24.39M and revenue of 358.53M, resulting in a net margin of 6.8%.

WSM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Williams-Sonoma, Inc. reported a net income of 410.72M and revenue of 2.46B, resulting in a net margin of 16.7%.