COL.AX vs. WLWHY

Last updated Apr 1, 2026

Compare and contrast key facts about Coles Group Limited (COL.AX) and Woolworths Holdings Ltd PK (WLWHY).

Performance

COL.AX vs. WLWHY - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Coles Group Limited (COL.AX) and Woolworths Holdings Ltd PK (WLWHY). The values are adjusted to include any dividend payments, if applicable.

COL.AX vs. WLWHY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
COL.AX Coles Group Limited	4.46%	17.22%	21.85%	0.17%	-3.39%	2.58%	26.53%	29.80%	-7.92%
WLWHY Woolworths Holdings Ltd PK	-10.96%	-5.70%	-0.74%	1.18%	42.41%	24.54%	-26.09%	-4.87%	0.34%

Different Trading Currencies

COL.AX is traded in AUD, while WLWHY is traded in USD. To make them comparable, the WLWHY values have been converted to AUD using the latest available exchange rates.

Returns By Period

In the year-to-date period, COL.AX achieves a 4.46% return, which is significantly higher than WLWHY's -10.96% return.

COL.AX

• 1D: -1.04%
• 1M: 8.93%
• YTD: 4.46%
• 6M: -3.84%
• 1Y: 16.22%
• 3Y*: 10.76%
• 5Y*: 10.61%
• 10Y*: —

WLWHY

• 1D: -9.48%
• 1M: -11.70%
• YTD: -10.96%
• 6M: -1.28%
• 1Y: 0.16%
• 3Y*: -2.41%
• 5Y*: 4.10%
• 10Y*: -2.02%

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

Return for Risk

COL.AX vs. WLWHY — Risk / Return Rank

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

COL.AX

COL.AX Risk / Return Rank: 64
COL.AX Sharpe Ratio Rank: 69
COL.AX Sortino Ratio Rank: 63
COL.AX Omega Ratio Rank: 65
COL.AX Calmar Ratio Rank: 63
COL.AX Martin Ratio Rank: 60

WLWHY

WLWHY Risk / Return Rank: 50
WLWHY Sharpe Ratio Rank: 47
WLWHY Sortino Ratio Rank: 48
WLWHY Omega Ratio Rank: 54
WLWHY Calmar Ratio Rank: 51
WLWHY Martin Ratio Rank: 51

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.

COL.AX vs. WLWHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Coles Group Limited (COL.AX) and Woolworths Holdings Ltd PK (WLWHY). 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.

	COL.AX	WLWHY	Difference
Sharpe ratio Return per unit of total volatility	0.82	0.00	+0.82
Sortino ratio Return per unit of downside risk	1.30	0.51	+0.79
Omega ratio Gain probability vs. loss probability	1.18	1.08	+0.11
Calmar ratio Return relative to maximum drawdown	1.00	0.03	+0.97
Martin ratio Return relative to average drawdown	1.95	0.05	+1.89
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

COL.AX vs. WLWHY - Sharpe Ratio Comparison

The current COL.AX Sharpe Ratio is 0.82, which is higher than the WLWHY Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of COL.AX and WLWHY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	COL.AX	WLWHY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.82	0.00	+0.82
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.63	0.08	+0.55
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.04	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	0.11	+0.46

Correlation

The correlation between COL.AX and WLWHY is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

COL.AX vs. WLWHY - Dividend Comparison

COL.AX's dividend yield for the trailing twelve months is around 3.32%, less than WLWHY's 3.73% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COL.AX Coles Group Limited	3.32%	3.22%	3.60%	4.10%	3.77%	3.40%	3.17%	2.39%	0.00%	0.00%	0.00%	0.00%
WLWHY Woolworths Holdings Ltd PK	3.73%	3.07%	4.23%	4.17%	3.32%	1.43%	1.50%	2.68%	3.47%	6.89%	5.09%	2.24%

Drawdowns

COL.AX vs. WLWHY - Drawdown Comparison

The maximum COL.AX drawdown since its inception was -18.43%, smaller than the maximum WLWHY drawdown of -75.98%. Use the drawdown chart below to compare losses from any high point for COL.AX and WLWHY.

Drawdown Indicators

	COL.AX	WLWHY	Difference
Max Drawdown Largest peak-to-trough decline	-18.43%	-80.04%	+61.61%
Max Drawdown (1Y) Largest decline over 1 year	-14.23%	-27.14%	+12.91%
Max Drawdown (5Y) Largest decline over 5 years	-18.43%	-39.26%	+20.83%
Max Drawdown (10Y) Largest decline over 10 years	—	-76.80%	—
Current Drawdown Current decline from peak	-6.57%	-46.94%	+40.37%
Average Drawdown Average peak-to-trough decline	-6.41%	-31.65%	+25.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.28%	12.95%	-5.67%

Volatility

COL.AX vs. WLWHY - Volatility Comparison

The current volatility for Coles Group Limited (COL.AX) is 3.81%, while Woolworths Holdings Ltd PK (WLWHY) has a volatility of 26.48%. This indicates that COL.AX experiences smaller price fluctuations and is considered to be less risky than WLWHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	COL.AX	WLWHY	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.81%	26.48%	-22.67%
Volatility (6M) Calculated over the trailing 6-month period	13.15%	38.67%	-25.52%
Volatility (1Y) Calculated over the trailing 1-year period	19.68%	66.07%	-46.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.73%	52.11%	-35.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.17%	51.79%	-31.62%

Financials