GFF vs WSM: Correlation
How closely do Griffon Corporation (GFF) and Williams-Sonoma, Inc. (WSM) trade together? Their weekly returns over three years give a correlation of 0.53, which is moderate.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are GFF and WSM?
On 3 years of weekly data the GFF/WSM correlation comes out at 0.53, moderate. Lately the two have moved closer together, with the 1-year correlation at 0.71 versus 0.53 over 3 years. The 5-year figure is 0.36, and annualized covariance runs at 880.4 %².
By 3-year correlation, WSM places #18 of the 26 assets tracked against GFF. Neither side won the trailing year by much: +28.4% against +25.8%.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
GFF vs WSM: side by side
| GFF (Griffon Corporation) | WSM (Williams-Sonoma, Inc.) | |
|---|---|---|
| 1-year return | +28.4% | +25.8% |
| 5-year return | +396.8% | +182.0% |
| Volatility (ann.) | 38.7% | 43.0% |
| Beta vs S&P 500 | 1.14 | 1.33 |
| Max drawdown (3Y) | -27.9% | -36.8% |
| Market cap | $4.5B | $28.1B |
| P/E (trailing) | 21.1 | 24.4 |
| Dividend yield | 0.83% | 0.56% |
| Sector / category | US Listed | Consumer Discretionary |
Year-by-year returns
| Year | GFF | WSM |
|---|---|---|
| 2022 | +36.9% | -30.5% |
| 2023 | +84.0% | +80.2% |
| 2024 | +18.0% | +86.6% |
| 2025 | +4.4% | -2.1% |
| 2026 | +35.4% | +34.9% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are GFF and WSM good diversifiers for each other?
To a limited degree. At 0.53 the two still catch most of the same waves, so the pair smooths returns a little without insulating either from a shared selloff.
FAQ
What is the correlation between GFF and WSM?
As of 2026-08-27, the correlation of weekly returns between GFF and WSM is 0.53 over 3 years, 0.71 over 1 year and 0.36 over 5 years.
Is WSM a good diversifier for GFF?
To a limited degree. At 0.53 the two still catch most of the same waves, so the pair smooths returns a little without insulating either from a shared selloff.
What does a correlation of 0.53 mean?
On the −1 to +1 scale, 0.53 describes how much the two returns move together: +1 is lockstep, 0 is independence, negative values mean opposite directions. It says nothing about which performed better.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/gff-vs-wsm.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/gff-vs-wsm/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: GFF correlations · WSM correlations
