LI vs. WMT
LI (Li Auto Inc.) and WMT (Walmart Inc.) are both stocks. LI operates in Auto Manufacturers (Consumer Cyclical), while WMT operates in Discount Stores (Consumer Defensive). Over the past 5 years, LI returned -12.64%/yr vs 22.42%/yr for WMT. At a 0.06 correlation, their price movements are largely independent.
Performance
LI vs. WMT - Performance Comparison
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Returns By Period
In the year-to-date period, LI achieves a -15.53% return, which is significantly lower than WMT's 9.07% return.
LI
- 1D
- 3.77%
- 1M
- -28.57%
- YTD
- -15.53%
- 6M
- -16.28%
- 1Y
- -50.47%
- 3Y*
- -23.14%
- 5Y*
- -12.64%
- 10Y*
- —
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%
LI vs. WMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LI Li Auto Inc. | -15.53% | -29.43% | -35.91% | 83.48% | -36.45% | 11.34% | 86.00% |
WMT Walmart Inc. | 9.07% | 24.49% | 73.99% | 12.88% | -0.46% | 1.97% | 11.16% |
Correlation
The correlation between LI 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 | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2020 | 0.06 |
Fundamentals
LI:
$14.50B
WMT:
$968.20B
LI:
-CN¥1.74
WMT:
$2.88
LI:
0.92
WMT:
1.34
LI:
1.41
WMT:
10.26
LI:
CN¥108.98B
WMT:
$725.31B
LI:
CN¥17.42B
WMT:
$181.16B
LI:
-CN¥2.83B
WMT:
$44.32B
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Return for Risk
LI vs. WMT — Risk / Return Rank
LI
WMT
LI vs. WMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Li Auto Inc. (LI) 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.
| LI | WMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.48 | ||
| Sortino ratioReturn per unit of downside risk | -3.87 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 1.23 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | 1.83 | -2.72 |
| Martin ratioReturn relative to average drawdown | -1.35 | 5.82 | -7.17 |
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Drawdowns
LI vs. WMT - Drawdown Comparison
The maximum LI drawdown since its inception was -70.65%, smaller than the maximum WMT drawdown of -77.14%. Use the drawdown chart below to compare losses from any high point for LI and WMT.
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Drawdown Indicators
| LI | WMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.65% | -77.14% | +6.49% |
Max Drawdown (1Y)Largest decline over 1 year | -56.95% | -15.75% | -41.20% |
Max Drawdown (3Y)Largest decline over 3 years | -70.65% | -21.93% | -48.72% |
Max Drawdown (5Y)Largest decline over 5 years | -70.65% | -25.74% | -44.91% |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.74% | — |
Current DrawdownCurrent decline from peak | -69.35% | -9.81% | -59.54% |
Average DrawdownAverage peak-to-trough decline | -39.93% | -14.63% | -25.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.41% | 4.94% | +32.47% |
Volatility
LI vs. WMT - Volatility Comparison
Li Auto Inc. (LI) has a higher volatility of 15.12% compared to Walmart Inc. (WMT) at 9.86%. This indicates that LI'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
| LI | WMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.12% | 9.86% | +5.26% |
Volatility (6M)Calculated over the trailing 6-month period | 28.81% | 18.49% | +10.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.30% | 23.67% | +16.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 63.52% | 21.68% | +41.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 68.32% | 21.73% | +46.59% |
Dividends
LI vs. WMT - Dividend Comparison
LI 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LI Li Auto Inc. | 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. | 0.80% | 0.84% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% |
Financials
LI vs. WMT - Financials Comparison
This section allows you to compare key financial metrics between Li Auto Inc. 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
LI vs. WMT - Profitability Comparison
LI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Li Auto Inc. reported a gross profit of 1.80B and revenue of 22.84B. Therefore, the gross margin over that period was 7.9%.
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%.
LI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Li Auto Inc. reported an operating income of -2.95B and revenue of 22.84B, resulting in an operating margin of -12.9%.
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%.
LI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Li Auto Inc. reported a net income of -2.28B and revenue of 22.84B, resulting in a net margin of -10.0%.
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
LI 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.
LI has higher volatility (15.12%) compared to WMT (9.86%). In terms of maximum drawdown, LI dropped -70.65% vs WMT's -77.14%.
WMT currently has the higher Sharpe Ratio (1.22 vs -1.26), 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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