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.


-0.50.00.51.0
Correlation: 0.3

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.

0.00%500.00%1,000.00%1,500.00%NovemberDecember2025FebruaryMarchApril
45.08%
892.09%
YELP
WSM

Key characteristics

Sharpe Ratio

YELP:

-0.47

WSM:

-0.13

Sortino Ratio

YELP:

-0.48

WSM:

0.17

Omega Ratio

YELP:

0.94

WSM:

1.02

Calmar Ratio

YELP:

-0.19

WSM:

-0.19

Martin Ratio

YELP:

-1.08

WSM:

-0.58

Ulcer Index

YELP:

11.96%

WSM:

11.89%

Daily Std Dev

YELP:

27.64%

WSM:

52.28%

Max Drawdown

YELP:

-85.25%

WSM:

-89.01%

Current Drawdown

YELP:

-63.63%

WSM:

-34.92%

Fundamentals

Market Cap

YELP:

$2.32B

WSM:

$17.50B

EPS

YELP:

$1.88

WSM:

$8.78

PE Ratio

YELP:

18.97

WSM:

16.14

PEG Ratio

YELP:

0.40

WSM:

1.89

Total Revenue (TTM)

YELP:

$1.08B

WSM:

$7.71B

Gross Profit (TTM)

YELP:

$973.40M

WSM:

$3.64B

EBITDA (TTM)

YELP:

$182.11M

WSM:

$1.69B

Returns By Period

In the year-to-date period, YELP achieves a -7.86% return, which is significantly higher than WSM's -23.27% return. Over the past 10 years, YELP has underperformed WSM with an annualized return of -2.73%, while WSM has yielded a comparatively higher 16.52% annualized return.


YELP

YTD

-7.86%

1M

5.88%

6M

3.03%

1Y

-11.21%

5Y*

15.83%

10Y*

-2.73%

WSM

YTD

-23.27%

1M

-24.49%

6M

-5.83%

1Y

-6.14%

5Y*

52.57%

10Y*

16.52%

*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 3232
Overall Rank
The Sharpe Ratio Rank of YELP is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of YELP is 2828
Sortino Ratio Rank
The Omega Ratio Rank of YELP is 2929
Omega Ratio Rank
The Calmar Ratio Rank of YELP is 4343
Calmar Ratio Rank
The Martin Ratio Rank of YELP is 3131
Martin Ratio Rank

WSM
The Risk-Adjusted Performance Rank of WSM is 4545
Overall Rank
The Sharpe Ratio Rank of WSM is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of WSM is 4646
Sortino Ratio Rank
The Omega Ratio Rank of WSM is 4646
Omega Ratio Rank
The Calmar Ratio Rank of WSM is 4444
Calmar Ratio Rank
The Martin Ratio Rank of WSM is 4444
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 -0.47, compared to the broader market-2.00-1.000.001.002.00
YELP: -0.47
WSM: -0.13
The chart of Sortino ratio for YELP, currently valued at -0.48, compared to the broader market-6.00-4.00-2.000.002.004.00
YELP: -0.48
WSM: 0.17
The chart of Omega ratio for YELP, currently valued at 0.94, compared to the broader market0.501.001.502.00
YELP: 0.94
WSM: 1.02
The chart of Calmar ratio for YELP, currently valued at -0.19, compared to the broader market0.001.002.003.004.00
YELP: -0.19
WSM: -0.19
The chart of Martin ratio for YELP, currently valued at -1.08, compared to the broader market-10.000.0010.0020.00
YELP: -1.08
WSM: -0.58

The current YELP Sharpe Ratio is -0.47, which is lower than the WSM Sharpe Ratio of -0.13. 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-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.47
-0.13
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 1.61%.


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.
1.61%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%NovemberDecember2025FebruaryMarchApril
-63.63%
-34.92%
YELP
WSM

Volatility

YELP vs. WSM - Volatility Comparison

The current volatility for Yelp Inc. (YELP) is 9.66%, while Williams-Sonoma, Inc. (WSM) has a volatility of 21.41%. 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.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
9.66%
21.41%
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