CAT1.DE vs. WMT
CAT1.DE (Caterpillar Inc) and WMT (Walmart Inc.) are both stocks. CAT1.DE operates in Farm & Heavy Construction Machinery (Industrials), while WMT operates in Discount Stores (Consumer Defensive). Over the past 10 years, CAT1.DE returned 30.73%/yr vs 19.37%/yr for WMT. At a 0.11 correlation, their price movements are largely independent.
Performance
CAT1.DE vs. WMT - Performance Comparison
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Different Trading Currencies
CAT1.DE is traded in EUR, while WMT is traded in USD. To make them comparable, the WMT values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, CAT1.DE achieves a 63.69% return, which is significantly higher than WMT's 9.23% return. Over the past 10 years, CAT1.DE has outperformed WMT with an annualized return of 30.73%, while WMT has yielded a comparatively lower 19.37% annualized return.
CAT1.DE
- 1D
- -0.05%
- 1M
- 2.39%
- YTD
- 63.69%
- 6M
- 56.69%
- 1Y
- 165.19%
- 3Y*
- 59.24%
- 5Y*
- 34.12%
- 10Y*
- 30.73%
WMT
- 1D
- 1.78%
- 1M
- -6.63%
- YTD
- 9.23%
- 6M
- 4.98%
- 1Y
- 21.56%
- 3Y*
- 31.68%
- 5Y*
- 23.12%
- 10Y*
- 19.37%
CAT1.DE vs. WMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CAT1.DE Caterpillar Inc | 63.69% | 43.28% | 31.34% | 22.18% | 25.02% | 28.31% | 12.14% | 22.30% | -14.39% | 51.49% |
WMT Walmart Inc. | 9.23% | 9.72% | 85.47% | 9.50% | 5.70% | 9.60% | 13.16% | 33.10% | 1.10% | 28.55% |
Correlation
The correlation between CAT1.DE and WMT is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2007 | 0.11 |
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Return for Risk
CAT1.DE vs. WMT — Risk / Return Rank
CAT1.DE
WMT
CAT1.DE vs. WMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Caterpillar Inc (CAT1.DE) and Walmart Inc. (WMT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| CAT1.DE | WMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.99 | ||
| Sortino ratioReturn per unit of downside risk | +4.34 | ||
| Omega ratioGain probability vs. loss probability | 1.72 | 1.17 | +0.55 |
| Calmar ratioReturn relative to maximum drawdown | 15.49 | 1.36 | +14.13 |
| Martin ratioReturn relative to average drawdown | 42.27 | 4.87 | +37.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CAT1.DE | WMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.88 | 0.89 | +3.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.11 | 1.03 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.98 | 0.85 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.68 | -0.15 |
Drawdowns
CAT1.DE vs. WMT - Drawdown Comparison
The maximum CAT1.DE drawdown since its inception was -71.83%, which is greater than WMT's maximum drawdown of -33.52%. Use the drawdown chart below to compare losses from any high point for CAT1.DE and WMT.
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Drawdown Indicators
| CAT1.DE | WMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.83% | -33.52% | -38.31% |
Max Drawdown (1Y)Largest decline over 1 year | -10.52% | -15.92% | +5.40% |
Max Drawdown (3Y)Largest decline over 3 years | -37.13% | -25.42% | -11.71% |
Max Drawdown (5Y)Largest decline over 5 years | -37.13% | -25.42% | -11.71% |
Max Drawdown (10Y)Largest decline over 10 years | -40.49% | -25.42% | -15.07% |
Current DrawdownCurrent decline from peak | -0.05% | -10.75% | +10.70% |
Average DrawdownAverage peak-to-trough decline | -14.68% | -8.43% | -6.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.86% | 4.44% | -0.58% |
Volatility
CAT1.DE vs. WMT - Volatility Comparison
The current volatility for Caterpillar Inc (CAT1.DE) is 9.32%, while Walmart Inc. (WMT) has a volatility of 10.61%. This indicates that CAT1.DE experiences smaller price fluctuations and is considered to be less risky than WMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CAT1.DE | WMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.32% | 10.61% | -1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 25.73% | 19.42% | +6.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.40% | 24.48% | +8.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.50% | 22.56% | +7.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.31% | 22.83% | +8.48% |
Dividends
CAT1.DE vs. WMT - Dividend Comparison
CAT1.DE's dividend yield for the trailing twelve months is around 0.55%, less than WMT's 0.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAT1.DE Caterpillar Inc | 0.55% | 0.91% | 1.24% | 1.47% | 1.69% | 1.70% | 2.19% | 2.18% | 2.14% | 1.81% | 2.68% | 3.66% |
WMT Walmart Inc. | 0.81% | 0.84% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% |
Financials
CAT1.DE vs. WMT - Financials Comparison
This section allows you to compare key financial metrics between Caterpillar Inc and Walmart Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
CAT1.DE and WMT have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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