How can you know about the distortion a speaker produces at specific volume levels when you are shopping. Is there anything specifically in the specs I should pay attention?
You are right, some (not many unfortunately..) higher end speakers do published limited distortion specs but it would be hard to find such specs for for speakers in general.
For example, the $20,000/pair Klipsch P-39F has the following distortion specs, according to Stereophile:
https://www.stereophile.com/content/klipsch-palladium-p-39f-loudspeaker-specifications#tIgWJPZV1rahOdGA.99
Harmonic distortion (measured at 95dB/m): second harmonic, <0.5%, 50Hz–10kHz; third harmonic, <0.1%, 50Hz–6.6kHz.
You can also look for the measurements by soundstagenetwork.com. Below is one for the lower end R-820F:
www.soundstagenetwork.com
Top curve: frequency response @ 90dB SPL
Bottom curve: THD+N @ 90dB (50Hz - 10kHz)
KEF and B&W tend to provide some distortions specs also, below are data for the $32,000 KEF blade:
Exploring the Art of the Possible BLADE is the top model in the range with four 225mm/9in. bass drivers and a Uni-Q MF/HF array in a 1590mm/62.5in. high cabinet. BLADE is the world's first Single Apparent Source loudspeaker and the production version of the cost no object Concept Blade project...
us.kef.com
Harmonic distortion 2nd & 3rd harmonics (90dB, 1m) | <0.5% 40Hz – 100kHz
<0.2% 200Hz – 10kHz |
So as HD said, speakers typically have much higher distortions than well designed avrs/preamps/amps, though they tend to have less (still higher than amps) higher order harmonics that may be more offensive.
Aside from harmonic distortions, there are also frequency distortions/response. Speakers frequency response are almost always much worse than that of even budget level amps. Below is the anechoic FR for the Klipsch R-820F:
That's anechoic, in-room response will look much worse.
Now, compare that to an AVR such as the AVR-X3300H reviewed by Audioholics.com: