RL vs WSM: Correlation
Measured on weekly returns over the past three years, Ralph Lauren Corporation (RL) and Williams-Sonoma, Inc. (WSM) carry a correlation of 0.44, a moderate link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are RL and WSM?
On 3 years of weekly data the RL/WSM correlation comes out at 0.44, moderate. The past 12 months show a tighter link (0.55) than the 3-year average (0.44). The 5-year figure is 0.46, and annualized covariance runs at 642.2 %².
By 3-year correlation, WSM places #23 of the 42 assets tracked against RL. Over the last 12 months WSM came out ahead by 5.1 percentage points (+20.7% against +25.8%). Across three years, the rolling one-year figure varied moderately, from 0.30 to 0.57.
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.
RL vs WSM: side by side
| RL (Ralph Lauren Corporation) | WSM (Williams-Sonoma, Inc.) | |
|---|---|---|
| 1-year return | +20.7% | +25.8% |
| 5-year return | +232.5% | +182.0% |
| Volatility (ann.) | 33.6% | 43.0% |
| Beta vs S&P 500 | 1.07 | 1.33 |
| Max drawdown (3Y) | -36.2% | -36.8% |
| Market cap | $21.0B | $28.1B |
| P/E (trailing) | 22.8 | 24.4 |
| Dividend yield | 1.03% | 0.56% |
| Sector / category | Consumer Discretionary | Consumer Discretionary |
Year-by-year returns
| Year | RL | WSM |
|---|---|---|
| 2022 | -8.4% | -30.5% |
| 2023 | +39.8% | +80.2% |
| 2024 | +62.9% | +86.6% |
| 2025 | +55.0% | -2.1% |
| 2026 | +0.0% | +34.9% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are RL and WSM good diversifiers for each other?
Yes, to a useful degree: a correlation of 0.44 leaves real independence between the two, which historically damped combined volatility.
FAQ
What is the correlation between RL and WSM?
Using weekly returns as of 2026-08-27: 0.44 over 3 years, with 0.55 over the last year and 0.46 over 5 years.
Is WSM a good diversifier for RL?
Yes, to a useful degree: a correlation of 0.44 leaves real independence between the two, which historically damped combined volatility.
What does a correlation of 0.44 mean?
On the −1 to +1 scale, 0.44 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/rl-vs-wsm.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/rl-vs-wsm/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: RL correlations · WSM correlations
