RH vs WSM: Correlation
RH (RH) and Williams-Sonoma, Inc. (WSM) show a strong relationship: their 3-year correlation of weekly returns is 0.61.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are RH and WSM?
Across a 3-year window, the weekly returns of RH and WSM correlate at 0.61, strong. The relationship has been stable: the 1-year correlation (0.68) sits close to the 3-year figure. Stretching to 5 years gives 0.62, with an annualized covariance of 1763.7 %².
By 3-year correlation, WSM places #7 of the 16 assets tracked against RH. Correlation aside, the last 12 months split them widely, with WSM ahead by 62.3 points (-36.5% versus +25.8%). Note the risk asymmetry: RH runs 1.6 times the annualized volatility of the other leg, so equal-weighting the two is not an equal-risk position.
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.
RH vs WSM: side by side
| RH (RH) | WSM (Williams-Sonoma, Inc.) | |
|---|---|---|
| 1-year return | -36.5% | +25.8% |
| 5-year return | -79.8% | +182.0% |
| Volatility (ann.) | 67.4% | 43.0% |
| Beta vs S&P 500 | 2.60 | 1.33 |
| Max drawdown (3Y) | -75.2% | -36.8% |
| Market cap | $2.7B | $28.1B |
| P/E (trailing) | 28.7 | 24.4 |
| Dividend yield | 0.00% | 0.56% |
| Sector / category | US Listed | Consumer Discretionary |
Year-by-year returns
| Year | RH | WSM |
|---|---|---|
| 2022 | -50.1% | -30.5% |
| 2023 | +9.1% | +80.2% |
| 2024 | +35.0% | +86.6% |
| 2025 | -54.5% | -2.1% |
| 2026 | -19.2% | +34.9% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are RH and WSM good diversifiers for each other?
Only partially. A correlation of 0.61 means RH and WSM share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.
FAQ
What is the correlation between RH and WSM?
Using weekly returns as of 2026-08-27: 0.61 over 3 years, with 0.68 over the last year and 0.62 over 5 years.
Is WSM a good diversifier for RH?
Only partially. A correlation of 0.61 means RH and WSM share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.
What does a correlation of 0.61 mean?
A reading of 0.61 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/rh-vs-wsm.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/rh-vs-wsm/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: RH correlations · WSM correlations
