CSLLY vs. WMT
CSLLY (CSL Ltd) and WMT (Walmart Inc.) are both stocks. CSLLY operates in Biotechnology (Healthcare), while WMT operates in Discount Stores (Consumer Defensive). Over the past 10 years, CSLLY returned -0.79%/yr vs 19.54%/yr for WMT. At a 0.20 correlation, their price movements are largely independent.
Performance
CSLLY vs. WMT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CSLLY achieves a -39.03% return, which is significantly lower than WMT's 7.13% return. Over the past 10 years, CSLLY has underperformed WMT with an annualized return of -0.79%, while WMT has yielded a comparatively higher 19.54% annualized return.
CSLLY
- 1D
- 2.95%
- 1M
- -24.68%
- YTD
- -39.03%
- 6M
- -42.21%
- 1Y
- -55.06%
- 3Y*
- -29.25%
- 5Y*
- -19.84%
- 10Y*
- -0.79%
WMT
- 1D
- 0.97%
- 1M
- -8.44%
- YTD
- 7.13%
- 6M
- 3.90%
- 1Y
- 22.37%
- 3Y*
- 34.99%
- 5Y*
- 21.79%
- 10Y*
- 19.54%
CSLLY vs. WMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSLLY CSL Ltd | -39.03% | -32.89% | -8.71% | 0.93% | -6.75% | -2.97% | 14.39% | 51.91% | 18.57% | 55.06% |
WMT Walmart Inc. | 7.13% | 24.49% | 73.99% | 12.88% | -0.46% | 1.97% | 23.32% | 30.16% | -3.43% | 46.56% |
Correlation
The correlation between CSLLY and WMT is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2008 | 0.20 |
The correlation between CSLLY and WMT shifts across timeframes, from -0.05 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.
Fundamentals
CSLLY:
$16.64B
WMT:
$950.92B
CSLLY:
$4.30
WMT:
$2.88
CSLLY:
3.98
WMT:
41.29
CSLLY:
0.56
WMT:
2.70
CSLLY:
0.55
WMT:
1.31
CSLLY:
0.89
WMT:
10.08
CSLLY:
$30.52B
WMT:
$725.31B
CSLLY:
$15.22B
WMT:
$181.16B
CSLLY:
$9.90B
WMT:
$44.32B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CSLLY vs. WMT — Risk / Return Rank
CSLLY
WMT
CSLLY vs. WMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CSL Ltd (CSLLY) 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.
| CSLLY | WMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.36 | ||
| Sortino ratioReturn per unit of downside risk | -3.49 | ||
| Omega ratioGain probability vs. loss probability | 0.68 | 1.19 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | 1.43 | -2.32 |
| Martin ratioReturn relative to average drawdown | -1.65 | 4.73 | -6.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CSLLY | WMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.41 | 0.95 | -2.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.72 | 1.01 | -1.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.03 | 0.90 | -0.93 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.64 | -0.37 |
Drawdowns
CSLLY vs. WMT - Drawdown Comparison
The maximum CSLLY drawdown since its inception was -69.57%, smaller than the maximum WMT drawdown of -77.14%. Use the drawdown chart below to compare losses from any high point for CSLLY and WMT.
Loading charts...
Drawdown Indicators
| CSLLY | WMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.57% | -77.14% | +7.57% |
Max Drawdown (1Y)Largest decline over 1 year | -61.86% | -15.75% | -46.11% |
Max Drawdown (3Y)Largest decline over 3 years | -67.37% | -21.93% | -45.44% |
Max Drawdown (5Y)Largest decline over 5 years | -69.57% | -25.74% | -43.83% |
Max Drawdown (10Y)Largest decline over 10 years | -69.57% | -25.74% | -43.83% |
Current DrawdownCurrent decline from peak | -68.14% | -11.42% | -56.72% |
Average DrawdownAverage peak-to-trough decline | -11.44% | -14.63% | +3.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.38% | 4.75% | +28.63% |
Volatility
CSLLY vs. WMT - Volatility Comparison
CSL Ltd (CSLLY) has a higher volatility of 19.48% compared to Walmart Inc. (WMT) at 10.20%. This indicates that CSLLY's price experiences larger fluctuations and is considered to be riskier than WMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CSLLY | WMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.48% | 10.20% | +9.28% |
Volatility (6M)Calculated over the trailing 6-month period | 27.96% | 18.57% | +9.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.06% | 23.72% | +15.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.51% | 21.68% | +5.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.57% | 21.72% | +7.85% |
Dividends
CSLLY vs. WMT - Dividend Comparison
CSLLY's dividend yield for the trailing twelve months is around 6.16%, more than WMT's 0.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSLLY CSL Ltd | 6.16% | 2.53% | 1.45% | 1.21% | 1.14% | 1.05% | 0.89% | 0.85% | 1.18% | 1.72% | 3.45% | 1.46% |
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
CSLLY vs. WMT - Financials Comparison
This section allows you to compare key financial metrics between CSL Ltd 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
CSLLY vs. WMT - Profitability Comparison
CSLLY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CSL Ltd reported a gross profit of 4.21B and revenue of 8.30B. Therefore, the gross margin over that period was 50.7%.
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%.
CSLLY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CSL Ltd reported an operating income of 2.60B and revenue of 8.30B, resulting in an operating margin of 31.3%.
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%.
CSLLY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CSL Ltd reported a net income of 401.70M and revenue of 8.30B, resulting in a net margin of 4.8%.
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
CSLLY and WMT have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSLLY has higher volatility (19.48%) compared to WMT (10.20%). In terms of maximum drawdown, CSLLY dropped -69.57% vs WMT's -77.14%.
WMT currently has the higher Sharpe Ratio (0.95 vs -1.41), 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.
Find the right allocation for CSLLY and WMT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer