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YELP vs. WSM
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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.

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YELP vs. WSM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
YELP
Yelp Inc.
-17.11%-21.47%-18.25%73.15%-24.56%10.93%-6.20%-0.46%-16.61%10.04%
WSM
Williams-Sonoma, Inc.
1.32%-2.09%86.56%80.24%-30.49%68.60%42.38%50.07%0.61%10.20%

Fundamentals

Market Cap

YELP:

$1.56B

WSM:

$21.82B

EPS

YELP:

$2.26

WSM:

$8.84

PE Ratio

YELP:

11.17

WSM:

20.41

PEG Ratio

YELP:

0.19

WSM:

4.13

PS Ratio

YELP:

1.11

WSM:

2.85

PB Ratio

YELP:

2.20

WSM:

10.48

Total Revenue (TTM)

YELP:

$1.46B

WSM:

$7.81B

Gross Profit (TTM)

YELP:

$1.32B

WSM:

$3.60B

EBITDA (TTM)

YELP:

$251.79M

WSM:

$1.55B

Returns By Period

In the year-to-date period, YELP achieves a -17.11% return, which is significantly lower than WSM's 1.32% return. Over the past 10 years, YELP has underperformed WSM with an annualized return of 2.57%, while WSM has yielded a comparatively higher 23.64% annualized return.


YELP

1D
1.82%
1M
11.46%
YTD
-17.11%
6M
-19.93%
1Y
-33.99%
3Y*
-6.38%
5Y*
-9.52%
10Y*
2.57%

WSM

1D
-1.07%
1M
-10.42%
YTD
1.32%
6M
-7.03%
1Y
15.29%
3Y*
46.29%
5Y*
16.84%
10Y*
23.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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: 1212
Overall Rank
YELP Sharpe Ratio Rank: 66
Sharpe Ratio Rank
YELP Sortino Ratio Rank: 88
Sortino Ratio Rank
YELP Omega Ratio Rank: 88
Omega Ratio Rank
YELP Calmar Ratio Rank: 2020
Calmar Ratio Rank
YELP Martin Ratio Rank: 1616
Martin Ratio Rank

WSM
WSM Risk / Return Rank: 5454
Overall Rank
WSM Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
WSM Sortino Ratio Rank: 5050
Sortino Ratio Rank
WSM Omega Ratio Rank: 4949
Omega Ratio Rank
WSM Calmar Ratio Rank: 5858
Calmar Ratio Rank
WSM Martin Ratio Rank: 5858
Martin Ratio Rank
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.


YELPWSMDifference

Sharpe ratio

Return per unit of total volatility

-0.90

0.38

-1.28

Sortino ratio

Return per unit of downside risk

-1.23

0.82

-2.05

Omega ratio

Gain probability vs. loss probability

0.84

1.10

-0.26

Calmar ratio

Return relative to maximum drawdown

-0.62

0.77

-1.39

Martin ratio

Return relative to average drawdown

-1.25

1.73

-2.98

YELP vs. WSM - Sharpe Ratio Comparison

The current YELP Sharpe Ratio is -0.90, which is lower than the WSM Sharpe Ratio of 0.38. 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.


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Sharpe Ratios by Period


YELPWSMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.90

0.38

-1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.26

0.38

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.06

0.54

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.33

-0.33

Correlation

The correlation between YELP and WSM is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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 1.46%.


TTM20252024202320222021202020192018201720162015
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.
1.46%1.43%1.16%1.72%2.65%1.43%1.93%2.55%3.33%2.98%3.02%2.36%

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.


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Drawdown Indicators


YELPWSMDifference

Max Drawdown

Largest peak-to-trough decline

-85.25%

-89.01%

+3.76%

Max Drawdown (1Y)

Largest decline over 1 year

-51.67%

-20.56%

-31.11%

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

-74.31%

-18.26%

-56.05%

Average Drawdown

Average peak-to-trough decline

-55.37%

-25.10%

-30.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.68%

9.15%

+16.53%

Volatility

YELP vs. WSM - Volatility Comparison

The current volatility for Yelp Inc. (YELP) is 7.69%, while Williams-Sonoma, Inc. (WSM) has a volatility of 8.55%. This indicates that YELP experiences smaller price fluctuations and is considered to be less risky than WSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YELPWSMDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.69%

8.55%

-0.86%

Volatility (6M)

Calculated over the trailing 6-month period

29.53%

23.85%

+5.68%

Volatility (1Y)

Calculated over the trailing 1-year period

38.03%

40.82%

-2.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.13%

44.73%

-8.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.21%

44.19%

+2.02%

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


500.00M1.00B1.50B2.00B2.50BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
359.99M
2.36B
(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

40.0%50.0%60.0%70.0%80.0%90.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
90.0%
46.9%
Portfolio components
YELP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Yelp Inc. reported a gross profit of 323.96M and revenue of 359.99M. Therefore, the gross margin over that period was 90.0%.

WSM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Williams-Sonoma, Inc. reported a gross profit of 1.10B and revenue of 2.36B. Therefore, the gross margin over that period was 46.9%.

YELP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Yelp Inc. reported an operating income of 48.89M and revenue of 359.99M, resulting in an operating margin of 13.6%.

WSM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Williams-Sonoma, Inc. reported an operating income of 477.81M and revenue of 2.36B, resulting in an operating margin of 20.3%.

YELP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Yelp Inc. reported a net income of 37.80M and revenue of 359.99M, resulting in a net margin of 10.5%.

WSM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Williams-Sonoma, Inc. reported a net income of 368.02M and revenue of 2.36B, resulting in a net margin of 15.6%.