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WSM vs YHGJ: Correlation

Measured on weekly returns over the past three years, Williams-Sonoma, Inc. (WSM) and Yunhong Green CTI Ltd. (YHGJ) carry a correlation of -0.16, a negative link.

Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology

Correlation (3Y)
-0.16
negative
Correlation (1Y)
-0.22
last 12 months
Correlation (5Y)
-0.03
long-run
Ann. covariance
-620.4
%² · weekly, annualized

How correlated are WSM and YHGJ?

Across a 3-year window, the weekly returns of WSM and YHGJ correlate at -0.16, negative, meaning they tend to move in opposite directions. Recent behaviour matches the longer record: -0.22 over 1 year against -0.16 over 3. Stretching to 5 years gives -0.03, with an annualized covariance of -620.4 %².

Among the 36 assets we track against WSM, YHGJ sits near the bottom by co-movement, at rank #33. Their recent paths diverged sharply: over the last 12 months WSM outperformed by 70.7 percentage points (+25.8% for WSM against -44.9% for YHGJ). Risk is not evenly split, since YHGJ carries 2.1 times the volatility of the other side.

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.

WSM vs YHGJ: side by side

WSM (Williams-Sonoma, Inc.)YHGJ (Yunhong Green CTI Ltd.)
1-year return+25.8%-44.9%
5-year return+182.0%-85.6%
Volatility (ann.)43.0%90.5%
Beta vs S&P 5001.33-0.69
Max drawdown (3Y)-36.8%-91.7%
Market cap$28.1B
P/E (trailing)24.4
Dividend yield0.56%0.00%
Sector / categoryConsumer DiscretionaryUS Listed
Higher yield: WSM 0.56% vs 0.00%Smaller drawdown: WSM -36.8% vs -91.7%Higher 5y return: WSM +182.0% vs -85.6%
-56%0%+64%2025-09-052026-08-27
Both assets over the last year, indexed to 100 at the starting week. WSM · YHGJ

Year-by-year returns

YearWSMYHGJ
2022-30.5%-12.6%
2023+80.2%+105.8%
2024+86.6%-74.3%
2025-2.1%-34.0%
2026+34.9%-19.6%

Calendar-year price returns; the current year is year-to-date as of the data date above.

Are WSM and YHGJ good diversifiers for each other?

Yes. With a correlation of -0.16, WSM and YHGJ have moved largely independently, which makes them a genuinely diversifying pair by historical standards.

FAQ

What is the correlation between WSM and YHGJ?

As of 2026-08-27, the correlation of weekly returns between WSM and YHGJ is -0.16 over 3 years, -0.22 over 1 year and -0.03 over 5 years.

Is YHGJ a good diversifier for WSM?

Yes. With a correlation of -0.16, WSM and YHGJ have moved largely independently, which makes them a genuinely diversifying pair by historical standards.

What does a correlation of -0.16 mean?

On the −1 to +1 scale, -0.16 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.

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WSM vs YHGJ: 3-year weekly correlation -0.16WSM vs YHGJ-0.16

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Related comparisons

Hubs: WSM correlations · YHGJ correlations