PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
YELP vs. WSM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


-0.50.00.51.00.3

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.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%60.00%SeptemberOctoberNovemberDecember2025February
19.46%
51.84%
YELP
WSM

Key characteristics

Sharpe Ratio

YELP:

-0.34

WSM:

2.08

Sortino Ratio

YELP:

-0.25

WSM:

2.95

Omega Ratio

YELP:

0.96

WSM:

1.40

Calmar Ratio

YELP:

-0.15

WSM:

5.11

Martin Ratio

YELP:

-0.51

WSM:

11.30

Ulcer Index

YELP:

19.34%

WSM:

9.45%

Daily Std Dev

YELP:

29.36%

WSM:

51.39%

Max Drawdown

YELP:

-85.25%

WSM:

-89.01%

Current Drawdown

YELP:

-59.55%

WSM:

-3.76%

Fundamentals

Market Cap

YELP:

$2.60B

WSM:

$25.97B

EPS

YELP:

$1.64

WSM:

$8.46

PE Ratio

YELP:

24.09

WSM:

24.94

PEG Ratio

YELP:

0.40

WSM:

2.62

Total Revenue (TTM)

YELP:

$1.05B

WSM:

$5.25B

Gross Profit (TTM)

YELP:

$940.18M

WSM:

$2.47B

EBITDA (TTM)

YELP:

$138.99M

WSM:

$1.05B

Returns By Period

In the year-to-date period, YELP achieves a 2.48% return, which is significantly lower than WSM's 13.38% return. Over the past 10 years, YELP has underperformed WSM with an annualized return of -1.80%, while WSM has yielded a comparatively higher 20.66% annualized return.


YELP

YTD

2.48%

1M

3.20%

6M

19.46%

1Y

-12.82%

5Y*

2.33%

10Y*

-1.80%

WSM

YTD

13.38%

1M

6.60%

6M

51.84%

1Y

93.16%

5Y*

44.40%

10Y*

20.66%

*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 3030
Overall Rank
The Sharpe Ratio Rank of YELP is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of YELP is 2525
Sortino Ratio Rank
The Omega Ratio Rank of YELP is 2424
Omega Ratio Rank
The Calmar Ratio Rank of YELP is 3636
Calmar Ratio Rank
The Martin Ratio Rank of YELP is 3535
Martin Ratio Rank

WSM
The Risk-Adjusted Performance Rank of WSM is 9393
Overall Rank
The Sharpe Ratio Rank of WSM is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of WSM is 9191
Sortino Ratio Rank
The Omega Ratio Rank of WSM is 9090
Omega Ratio Rank
The Calmar Ratio Rank of WSM is 9898
Calmar Ratio Rank
The Martin Ratio Rank of WSM is 9393
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.


Sharpe ratio
The chart of Sharpe ratio for YELP, currently valued at -0.34, compared to the broader market-2.000.002.004.00-0.342.08
The chart of Sortino ratio for YELP, currently valued at -0.25, compared to the broader market-4.00-2.000.002.004.00-0.252.95
The chart of Omega ratio for YELP, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.40
The chart of Calmar ratio for YELP, currently valued at -0.15, compared to the broader market0.002.004.006.00-0.155.11
The chart of Martin ratio for YELP, currently valued at -0.51, compared to the broader market0.005.0010.0015.0020.0025.0030.00-0.5111.30
YELP
WSM

The current YELP Sharpe Ratio is -0.34, which is lower than the WSM Sharpe Ratio of 2.08. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.34
2.08
YELP
WSM

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 1.09%.


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.
1.09%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.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-59.55%
-3.76%
YELP
WSM

Volatility

YELP vs. WSM - Volatility Comparison

Yelp Inc. (YELP) and Williams-Sonoma, Inc. (WSM) have volatilities of 8.18% and 7.95%, 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.


5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
8.18%
7.95%
YELP
WSM

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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab