COMS vs. WMT

Last updated Jun 5, 2026

COMS (COMSovereign Holding Corp.) and WMT (Walmart Inc.) are both stocks. COMS operates in Telecom Services (Communication Services), while WMT operates in Discount Stores (Consumer Defensive). Over the past 5 years, COMS returned -90.85%/yr vs 21.56%/yr for WMT. At a 0.06 correlation, their price movements are largely independent.

Performance

COMS vs. WMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in COMSovereign Holding Corp. (COMS) and Walmart Inc. (WMT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

COMS

• 1D: 0.00%
• 1M: 0.00%
• YTD: 0.00%
• 6M: 14.29%
• 1Y: 60.00%
• 3Y*: -90.20%
• 5Y*: -90.85%
• 10Y*: —

WMT

• 1D: 0.73%
• 1M: -9.81%
• YTD: 6.10%
• 6M: 3.14%
• 1Y: 19.50%
• 3Y*: 34.55%
• 5Y*: 21.56%
• 10Y*: 19.42%

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

COMS vs. WMT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
COMS COMSovereign Holding Corp.	0.00%	23.08%	-99.84%	-88.39%	-90.53%	-62.26%	55.04%
WMT Walmart Inc.	6.10%	24.49%	73.99%	12.88%	-0.46%	1.97%	26.47%

Correlation

The correlation between COMS and WMT is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.01
Correlation (3Y) Calculated over the trailing 3-year period	0.06
Correlation (5Y) Calculated over the trailing 5-year period	0.05
Correlation (All Time) Calculated using the full available price history since Jan 14, 2020	0.06

Fundamentals

Total Revenue (TTM) COMS : $6.17M WMT : $725.31B
Gross Profit (TTM) COMS : $3.62M WMT : $181.16B
EBITDA (TTM) COMS : -$43.12M WMT : $44.32B

Return for Risk

COMS vs. WMT — Risk / Return Rank

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

COMS

COMS Risk / Return Rank: 69
COMS Sharpe Ratio Rank: 43
COMS Sortino Ratio Rank: 100
COMS Omega Ratio Rank: 100
COMS Calmar Ratio Rank: 55
COMS Martin Ratio Rank: 51

WMT

WMT Risk / Return Rank: 66
WMT Sharpe Ratio Rank: 68
WMT Sortino Ratio Rank: 62
WMT Omega Ratio Rank: 61
WMT Calmar Ratio Rank: 66
WMT Martin Ratio Rank: 72

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.

COMS vs. WMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for COMSovereign Holding Corp. (COMS) 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.

	COMS	WMT	Difference
Sharpe ratio: Return per unit of total volatility	0.04	0.83	-0.79
Sortino ratio: Return per unit of downside risk	11.85	1.30	+10.55
Omega ratio: Gain probability vs. loss probability	4.17	1.17	+3.00
Calmar ratio: Return relative to maximum drawdown	0.61	1.24	-0.63
Martin ratio: Return relative to average drawdown	0.82	4.17	-3.35
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

COMS vs. WMT - Sharpe Ratio Comparison

The current COMS Sharpe Ratio is 0.04, which is lower than the WMT Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of COMS 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

	COMS	WMT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.04	0.83	-0.79
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.06	1.00	-1.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.90	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.06	0.64	-0.70

Drawdowns

COMS vs. WMT - Drawdown Comparison

The maximum COMS drawdown since its inception was -100.00%, which is greater than WMT's maximum drawdown of -77.14%. Use the drawdown chart below to compare losses from any high point for COMS and WMT.

Drawdown Indicators

	COMS	WMT	Difference
Max Drawdown Largest peak-to-trough decline	-100.00%	-77.14%	-22.86%
Max Drawdown (1Y) Largest decline over 1 year	-99.00%	-15.75%	-83.25%
Max Drawdown (3Y) Largest decline over 3 years	-99.99%	-21.93%	-78.06%
Max Drawdown (5Y) Largest decline over 5 years	-100.00%	-25.74%	-74.26%
Max Drawdown (10Y) Largest decline over 10 years	—	-25.74%	—
Current Drawdown Current decline from peak	-100.00%	-12.27%	-87.73%
Average Drawdown Average peak-to-trough decline	-81.04%	-14.63%	-66.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	73.45%	4.74%	+68.71%

Volatility

COMS vs. WMT - Volatility Comparison

The current volatility for COMSovereign Holding Corp. (COMS) is 0.00%, while Walmart Inc. (WMT) has a volatility of 10.09%. This indicates that COMS 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

	COMS	WMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.00%	10.09%	-10.09%
Volatility (6M) Calculated over the trailing 6-month period	431.44%	18.63%	+412.81%
Volatility (1Y) Calculated over the trailing 1-year period	1,622.70%	23.71%	+1,598.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1,579.83%	21.68%	+1,558.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1,397.86%	21.72%	+1,376.14%

Dividends

COMS vs. WMT - Dividend Comparison

COMS has not paid dividends to shareholders, while WMT's dividend yield for the trailing twelve months is around 0.82%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COMS COMSovereign Holding Corp.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
WMT Walmart Inc.	0.82%	0.84%	0.92%	1.45%	1.58%	1.52%	1.50%	1.78%	2.23%	2.07%	2.89%	3.20%

Financials

Frequently Asked Questions

Can I hold both COMS and WMT in my portfolio?

COMS and WMT have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, COMS or WMT?

WMT has higher volatility (10.09%) compared to COMS (0.00%). In terms of maximum drawdown, COMS dropped -100.00% vs WMT's -77.14%.

Which has better risk-adjusted returns?

WMT currently has the higher Sharpe Ratio (0.83 vs 0.04), 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.