YELP vs. WSM

Last updated Jun 4, 2026

YELP (Yelp Inc.) and WSM (Williams-Sonoma, Inc.) are both stocks. YELP operates in Internet Content & Information (Communication Services), while WSM operates in Specialty Retail (Consumer Cyclical). Over the past 10 years, YELP returned -1.88%/yr vs 25.70%/yr for WSM. At a 0.30 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, YELP achieves a -27.54% return, which is significantly lower than WSM's 16.80% return. Over the past 10 years, YELP has underperformed WSM with an annualized return of -1.88%, while WSM has yielded a comparatively higher 25.70% annualized return.

YELP

• 1D: -4.55%
• 1M: -23.19%
• YTD: -27.54%
• 6M: -26.92%
• 1Y: -41.28%
• 3Y*: -13.60%
• 5Y*: -10.80%
• 10Y*: -1.88%

WSM

• 1D: 1.60%
• 1M: 17.88%
• YTD: 16.80%
• 6M: 16.96%
• 1Y: 30.09%
• 3Y*: 54.34%
• 5Y*: 22.29%
• 10Y*: 25.70%

*Multi-year figures are annualized to reflect compound growth (CAGR)

YELP vs. WSM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
YELP Yelp Inc.	-27.54%	-21.47%	-18.25%	73.15%	-24.56%	10.93%	-6.20%	-0.46%	-16.61%	10.04%
WSM Williams-Sonoma, Inc.	16.80%	-2.09%	86.56%	80.24%	-30.49%	68.60%	42.38%	50.07%	0.61%	10.20%

Correlation

The correlation between YELP and WSM is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.17
Correlation (3Y) Calculated over the trailing 3-year period	0.28
Correlation (5Y) Calculated over the trailing 5-year period	0.37
Correlation (10Y) Calculated over the trailing 10-year period	0.32
Correlation (All Time) Calculated using the full available price history since Mar 5, 2012	0.30

The correlation between YELP and WSM shifts across timeframes, from 0.17 (1 year) to 0.37 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap YELP : $1.31B WSM : $24.83B
EPS YELP : $2.20 WSM : $8.93
PE Ratio YELP : 10.03 WSM : 23.20
PEG Ratio YELP : 0.17 WSM : 4.69
PS Ratio YELP : 0.95 WSM : 3.20
PB Ratio YELP : 2.07 WSM : 13.28
Total Revenue (TTM) YELP : $1.47B WSM : $7.88B
Gross Profit (TTM) YELP : $1.32B WSM : $3.63B
EBITDA (TTM) YELP : $252.66M WSM : $1.49B

Return for Risk

YELP vs. WSM — Risk / Return Rank

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

YELP

YELP Risk / Return Rank: 5
YELP Sharpe Ratio Rank: 3
YELP Sortino Ratio Rank: 6
YELP Omega Ratio Rank: 5
YELP Calmar Ratio Rank: 7
YELP Martin Ratio Rank: 3

WSM

WSM Risk / Return Rank: 65
WSM Sharpe Ratio Rank: 69
WSM Sortino Ratio Rank: 65
WSM Omega Ratio Rank: 59
WSM Calmar Ratio Rank: 65
WSM Martin Ratio Rank: 65

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

YELP vs. WSM - Risk-Adjusted Trends 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.

	YELP	WSM	Difference
Sharpe ratio Return per unit of total volatility	-1.07	0.90	-1.97
Sortino ratio Return per unit of downside risk	-1.49	1.50	-2.99
Omega ratio Gain probability vs. loss probability	0.80	1.17	-0.37
Calmar ratio Return relative to maximum drawdown	-0.88	1.30	-2.18
Martin ratio Return relative to average drawdown	-1.71	2.95	-4.66
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

YELP vs. WSM - Sharpe Ratio Comparison

The current YELP Sharpe Ratio is -1.07, which is lower than the WSM Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of YELP and WSM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	YELP	WSM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.07	0.90	-1.97
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.29	0.50	-0.80
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.04	0.58	-0.62
Sharpe Ratio (All Time) Calculated using the full available price history	-0.01	0.34	-0.36

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.

Drawdown Indicators

	YELP	WSM	Difference
Max Drawdown Largest peak-to-trough decline	-85.25%	-89.01%	+3.76%
Max Drawdown (1Y) Largest decline over 1 year	-47.18%	-23.27%	-23.91%
Max Drawdown (3Y) Largest decline over 3 years	-59.16%	-36.79%	-22.37%
Max Drawdown (5Y) Largest decline over 5 years	-59.16%	-51.92%	-7.24%
Max Drawdown (10Y) Largest decline over 10 years	-72.23%	-59.71%	-12.52%
Current Drawdown Current decline from peak	-77.54%	-5.77%	-71.77%
Average Drawdown Average peak-to-trough decline	-55.60%	-25.05%	-30.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	24.26%	10.23%	+14.03%

Volatility

YELP vs. WSM - Volatility Comparison

Yelp Inc. (YELP) has a higher volatility of 17.35% compared to Williams-Sonoma, Inc. (WSM) at 11.18%. This indicates that YELP's price experiences larger fluctuations and is considered to be riskier than WSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	YELP	WSM	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.35%	11.18%	+6.17%
Volatility (6M) Calculated over the trailing 6-month period	29.93%	24.55%	+5.38%
Volatility (1Y) Calculated over the trailing 1-year period	38.61%	33.69%	+4.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.80%	44.65%	-7.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	45.89%	44.22%	+1.67%

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 1.32%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
WSM Williams-Sonoma, Inc.	1.32%	1.43%	1.16%	1.72%	2.65%	1.43%	1.93%	2.55%	3.33%	2.98%	3.02%	2.36%
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%

Financials

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.

YELP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Yelp Inc. reported a gross profit of 323.05M and revenue of 361.46M. Therefore, the gross margin over that period was 89.4%.

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%.

YELP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Yelp Inc. reported an operating income of 27.30M and revenue of 361.46M, resulting in an operating margin of 7.6%.

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%.

YELP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Yelp Inc. reported a net income of 17.74M and revenue of 361.46M, resulting in a net margin of 4.9%.

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

Can I hold both YELP and WSM in my portfolio?

YELP and WSM have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, YELP or WSM?

YELP has higher volatility (17.35%) compared to WSM (11.18%). In terms of maximum drawdown, YELP dropped -85.25% vs WSM's -89.01%.

Which has better risk-adjusted returns?

WSM currently has the higher Sharpe Ratio (0.90 vs -1.07), 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.