GHM vs. WMT
GHM (Graham Corporation) and WMT (Walmart Inc.) are both stocks. GHM operates in Specialty Industrial Machinery (Industrials), while WMT operates in Discount Stores (Consumer Defensive). Over the past 10 years, GHM returned 20.77%/yr vs 19.77%/yr for WMT. At a 0.11 correlation, their price movements are largely independent.
Performance
GHM vs. WMT - Performance Comparison
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Returns By Period
In the year-to-date period, GHM achieves a 61.75% return, which is significantly higher than WMT's 9.07% return. Both investments have delivered pretty close results over the past 10 years, with GHM having a 20.77% annualized return and WMT not far behind at 19.77%.
GHM
- 1D
- 0.86%
- 1M
- 1.82%
- YTD
- 61.75%
- 6M
- 65.04%
- 1Y
- 121.09%
- 3Y*
- 99.93%
- 5Y*
- 49.12%
- 10Y*
- 20.77%
WMT
- 1D
- 0.45%
- 1M
- -7.93%
- YTD
- 9.07%
- 6M
- 4.13%
- 1Y
- 28.71%
- 3Y*
- 34.18%
- 5Y*
- 22.42%
- 10Y*
- 19.77%
GHM vs. WMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GHM Graham Corporation | 61.75% | 44.43% | 134.42% | 97.19% | -22.67% | -15.50% | -28.39% | -2.28% | 10.81% | -3.80% |
WMT Walmart Inc. | 9.07% | 24.49% | 73.99% | 12.88% | -0.46% | 1.97% | 23.32% | 30.16% | -3.43% | 46.56% |
Correlation
The correlation between GHM and WMT is 0.02, 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 | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 1992 | 0.11 |
Fundamentals
GHM:
$1.16B
WMT:
$968.20B
GHM:
$1.12
WMT:
$2.88
GHM:
92.39
WMT:
42.04
GHM:
0.31
WMT:
2.75
GHM:
4.71
WMT:
1.34
GHM:
8.25
WMT:
10.26
GHM:
$245.29M
WMT:
$725.31B
GHM:
$57.75M
WMT:
$181.16B
GHM:
$14.76M
WMT:
$44.32B
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Return for Risk
GHM vs. WMT — Risk / Return Rank
GHM
WMT
GHM vs. WMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Graham Corporation (GHM) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GHM | WMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.23 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 6.69 | 1.83 | +4.86 |
| Martin ratioReturn relative to average drawdown | 16.23 | 5.82 | +10.41 |
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Drawdowns
GHM vs. WMT - Drawdown Comparison
The maximum GHM drawdown since its inception was -86.11%, which is greater than WMT's maximum drawdown of -77.14%. Use the drawdown chart below to compare losses from any high point for GHM and WMT.
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Drawdown Indicators
| GHM | WMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.11% | -77.14% | -8.97% |
Max Drawdown (1Y)Largest decline over 1 year | -18.21% | -15.75% | -2.46% |
Max Drawdown (3Y)Largest decline over 3 years | -46.46% | -21.93% | -24.53% |
Max Drawdown (5Y)Largest decline over 5 years | -53.16% | -25.74% | -27.42% |
Max Drawdown (10Y)Largest decline over 10 years | -74.83% | -25.74% | -49.09% |
Current DrawdownCurrent decline from peak | -3.77% | -9.81% | +6.04% |
Average DrawdownAverage peak-to-trough decline | -47.38% | -14.63% | -32.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.49% | 4.94% | +2.55% |
Volatility
GHM vs. WMT - Volatility Comparison
Graham Corporation (GHM) has a higher volatility of 19.90% compared to Walmart Inc. (WMT) at 9.86%. This indicates that GHM'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.
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Volatility by Period
| GHM | WMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.90% | 9.86% | +10.04% |
Volatility (6M)Calculated over the trailing 6-month period | 39.23% | 18.49% | +20.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.36% | 23.67% | +28.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.38% | 21.68% | +27.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.21% | 21.73% | +23.48% |
Dividends
GHM vs. WMT - Dividend Comparison
GHM has not paid dividends to shareholders, while WMT's dividend yield for the trailing twelve months is around 0.80%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GHM Graham Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 3.54% | 2.90% | 1.92% | 1.66% | 1.72% | 1.63% | 1.90% |
WMT Walmart Inc. | 0.80% | 0.84% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% |
Financials
GHM vs. WMT - Financials Comparison
This section allows you to compare key financial metrics between Graham Corporation 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
GHM vs. WMT - Profitability Comparison
GHM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Graham Corporation reported a gross profit of 15.69M and revenue of 67.08M. Therefore, the gross margin over that period was 23.4%.
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%.
GHM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Graham Corporation reported an operating income of 1.72M and revenue of 67.08M, resulting in an operating margin of 2.6%.
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%.
GHM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Graham Corporation reported a net income of 1.97M and revenue of 67.08M, resulting in a net margin of 2.9%.
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
GHM and WMT have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GHM has higher volatility (19.90%) compared to WMT (9.86%). In terms of maximum drawdown, GHM dropped -86.11% vs WMT's -77.14%.
GHM currently has the higher Sharpe Ratio (2.33 vs 1.22), 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.
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