CL vs. WMT

Last updated Jun 4, 2026

CL (Colgate-Palmolive Company) and WMT (Walmart Inc.) are both stocks. Both are in the Consumer Defensive sector — CL in Household & Personal Products, WMT in Discount Stores. Over the past 10 years, CL returned 4.14%/yr vs 19.37%/yr for WMT. At a 0.30 correlation, their price movements are largely independent.

Performance

CL vs. WMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Colgate-Palmolive Company (CL) and Walmart Inc. (WMT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CL achieves a 8.73% return, which is significantly higher than WMT's 5.33% return. Over the past 10 years, CL has underperformed WMT with an annualized return of 4.14%, while WMT has yielded a comparatively higher 19.37% annualized return.

CL

• 1D: -3.85%
• 1M: -0.59%
• YTD: 8.73%
• 6M: 9.87%
• 1Y: -3.98%
• 3Y*: 6.21%
• 5Y*: 2.62%
• 10Y*: 4.14%

WMT

• 1D: 3.39%
• 1M: -10.14%
• YTD: 5.33%
• 6M: 2.78%
• 1Y: 17.89%
• 3Y*: 34.52%
• 5Y*: 21.38%
• 10Y*: 19.37%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CL vs. WMT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CL Colgate-Palmolive Company	8.73%	-10.98%	16.57%	3.78%	-5.44%	2.08%	27.17%	18.60%	-19.19%	17.88%
WMT Walmart Inc.	5.33%	24.49%	73.99%	12.88%	-0.46%	1.97%	23.32%	30.16%	-3.43%	46.56%

Correlation

The correlation between CL and WMT is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.28
Correlation (3Y) Calculated over the trailing 3-year period	0.28
Correlation (5Y) Calculated over the trailing 5-year period	0.35
Correlation (10Y) Calculated over the trailing 10-year period	0.35
Correlation (All Time) Calculated using the full available price history since Jan 4, 1977	0.30

Fundamentals

Market Cap CL : $68.33B WMT : $935.00B
EPS CL : $2.58 WMT : $2.88
PE Ratio CL : 32.90 WMT : 40.60
PEG Ratio CL : 8.50 WMT : 2.65
PS Ratio CL : 3.30 WMT : 1.29
PB Ratio CL : 471.23 WMT : 9.91
Total Revenue (TTM) CL : $20.80B WMT : $725.31B
Gross Profit (TTM) CL : $12.49B WMT : $181.16B
EBITDA (TTM) CL : $3.92B WMT : $44.32B

Return for Risk

CL vs. WMT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CL

CL Risk / Return Rank: 31
CL Sharpe Ratio Rank: 33
CL Sortino Ratio Rank: 27
CL Omega Ratio Rank: 27
CL Calmar Ratio Rank: 33
CL Martin Ratio Rank: 34

WMT

WMT Risk / Return Rank: 63
WMT Sharpe Ratio Rank: 65
WMT Sortino Ratio Rank: 58
WMT Omega Ratio Rank: 58
WMT Calmar Ratio Rank: 63
WMT Martin Ratio Rank: 70

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CL vs. WMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Colgate-Palmolive Company (CL) 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.

	CL	WMT	Difference
Sharpe ratio Return per unit of total volatility	-0.19	0.76	-0.95
Sortino ratio Return per unit of downside risk	-0.13	1.22	-1.35
Omega ratio Gain probability vs. loss probability	0.99	1.16	-0.17
Calmar ratio Return relative to maximum drawdown	-0.21	1.14	-1.35
Martin ratio Return relative to average drawdown	-0.36	3.84	-4.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CL vs. WMT - Sharpe Ratio Comparison

The current CL Sharpe Ratio is -0.19, which is lower than the WMT Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of CL and WMT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CL	WMT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.19	0.76	-0.95
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.14	0.99	-0.85
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.21	0.89	-0.68
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	0.64	-0.21

Drawdowns

CL vs. WMT - Drawdown Comparison

The maximum CL drawdown since its inception was -58.91%, smaller than the maximum WMT drawdown of -77.14%. Use the drawdown chart below to compare losses from any high point for CL and WMT.

Drawdown Indicators

	CL	WMT	Difference
Max Drawdown Largest peak-to-trough decline	-58.91%	-77.14%	+18.23%
Max Drawdown (1Y) Largest decline over 1 year	-18.64%	-15.75%	-2.89%
Max Drawdown (3Y) Largest decline over 3 years	-29.05%	-21.93%	-7.12%
Max Drawdown (5Y) Largest decline over 5 years	-29.05%	-25.74%	-3.31%
Max Drawdown (10Y) Largest decline over 10 years	-29.05%	-25.74%	-3.31%
Current Drawdown Current decline from peak	-18.69%	-12.90%	-5.79%
Average Drawdown Average peak-to-trough decline	-11.24%	-14.63%	+3.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.21%	4.74%	+6.47%

Volatility

CL vs. WMT - Volatility Comparison

The current volatility for Colgate-Palmolive Company (CL) is 6.45%, while Walmart Inc. (WMT) has a volatility of 10.05%. This indicates that CL 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.

Volatility by Period

	CL	WMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.45%	10.05%	-3.60%
Volatility (6M) Calculated over the trailing 6-month period	16.66%	18.63%	-1.97%
Volatility (1Y) Calculated over the trailing 1-year period	21.10%	23.70%	-2.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.64%	21.68%	-3.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.67%	21.72%	-2.05%

Dividends

CL vs. WMT - Dividend Comparison

CL's dividend yield for the trailing twelve months is around 2.46%, more than WMT's 0.83% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CL Colgate-Palmolive Company	2.46%	2.61%	2.18%	2.40%	2.36%	2.10%	2.05%	2.48%	2.79%	2.11%	2.37%	2.25%
WMT Walmart Inc.	0.83%	0.84%	0.92%	1.45%	1.58%	1.52%	1.50%	1.78%	2.23%	2.07%	2.89%	3.20%

Financials

CL vs. WMT - Profitability Comparison

The chart below illustrates the profitability comparison between Colgate-Palmolive Company and Walmart Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

CL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Colgate-Palmolive Company reported a gross profit of 3.23B and revenue of 5.32B. Therefore, the gross margin over that period was 60.6%.

WMT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Walmart Inc. reported a gross profit of 44.69B and revenue of 177.75B. Therefore, the gross margin over that period was 25.1%.

CL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Colgate-Palmolive Company reported an operating income of 1.16B and revenue of 5.32B, resulting in an operating margin of 21.7%.

WMT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Walmart Inc. reported an operating income of 7.49B and revenue of 177.75B, resulting in an operating margin of 4.2%.

CL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Colgate-Palmolive Company reported a net income of 646.00M and revenue of 5.32B, resulting in a net margin of 12.1%.

WMT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Walmart Inc. reported a net income of 5.65B and revenue of 177.75B, resulting in a net margin of 3.2%.

Frequently Asked Questions

Can I hold both CL and WMT in my portfolio?

CL and WMT have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CL or WMT?

WMT has higher volatility (10.05%) compared to CL (6.45%). In terms of maximum drawdown, CL dropped -58.91% vs WMT's -77.14%.

Which has better risk-adjusted returns?

WMT currently has the higher Sharpe Ratio (0.76 vs -0.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.