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SLS vs. WMT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SLS vs. WMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SELLAS Life Sciences Group, Inc. (SLS) and Walmart Inc. (WMT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SLS achieves a 139.79% return, which is significantly higher than WMT's 6.10% return.


SLS

1D
10.38%
1M
85.63%
YTD
139.79%
6M
419.54%
1Y
465.00%
3Y*
74.20%
5Y*
-2.99%
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)

SLS vs. WMT - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SLS
SELLAS Life Sciences Group, Inc.
139.79%262.50%-1.89%-55.08%-57.32%-4.82%35.12%-93.01%-84.23%
WMT
Walmart Inc.
6.10%24.49%73.99%12.88%-0.46%1.97%23.32%30.16%-3.43%

Correlation

The correlation between SLS and WMT is 0.07, 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

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2018

0.05

Fundamentals

Market Cap

SLS:

$1.56B

WMT:

$941.80B

EPS

SLS:

-$0.22

WMT:

$2.88

PB Ratio

SLS:

14.52

WMT:

9.98

Total Revenue (TTM)

SLS:

$0.00

WMT:

$725.31B

Gross Profit (TTM)

SLS:

$0.00

WMT:

$181.16B

EBITDA (TTM)

SLS:

-$23.82M

WMT:

$44.32B

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Return for Risk

SLS vs. WMT — Risk / Return Rank

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

SLS
SLS Risk / Return Rank: 9696
Overall Rank
SLS Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
SLS Sortino Ratio Rank: 9595
Sortino Ratio Rank
SLS Omega Ratio Rank: 9292
Omega Ratio Rank
SLS Calmar Ratio Rank: 9898
Calmar Ratio Rank
SLS Martin Ratio Rank: 9797
Martin Ratio Rank

WMT
WMT Risk / Return Rank: 6666
Overall Rank
WMT Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
WMT Sortino Ratio Rank: 6262
Sortino Ratio Rank
WMT Omega Ratio Rank: 6161
Omega Ratio Rank
WMT Calmar Ratio Rank: 6666
Calmar Ratio Rank
WMT Martin Ratio Rank: 7272
Martin Ratio Rank
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.

SLS vs. WMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SELLAS Life Sciences Group, Inc. (SLS) 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.


SLSWMTDifference
Sharpe ratioReturn per unit of total volatility

+4.11

Sortino ratioReturn per unit of downside risk

+2.72

Omega ratioGain probability vs. loss probability

1.48

1.17

+0.31

Calmar ratioReturn relative to maximum drawdown

12.84

1.24

+11.59

Martin ratioReturn relative to average drawdown

25.82

4.17

+21.66

SLS vs. WMT - Sharpe Ratio Comparison

The current SLS Sharpe Ratio is 4.93, which is higher than the WMT Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of SLS 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.


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Sharpe Ratios by Period


SLSWMTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.93

0.83

+4.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

1.00

-1.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.27

0.64

-0.91

Drawdowns

SLS vs. WMT - Drawdown Comparison

The maximum SLS drawdown since its inception was -99.89%, which is greater than WMT's maximum drawdown of -77.14%. Use the drawdown chart below to compare losses from any high point for SLS and WMT.


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Drawdown Indicators


SLSWMTDifference

Max Drawdown

Largest peak-to-trough decline

-99.89%

-77.14%

-22.75%

Max Drawdown (1Y)

Largest decline over 1 year

-36.53%

-15.75%

-20.78%

Max Drawdown (3Y)

Largest decline over 3 years

-72.35%

-21.93%

-50.42%

Max Drawdown (5Y)

Largest decline over 5 years

-96.31%

-25.74%

-70.57%

Max Drawdown (10Y)

Largest decline over 10 years

-25.74%

Current Drawdown

Current decline from peak

-97.98%

-12.27%

-85.71%

Average Drawdown

Average peak-to-trough decline

-93.72%

-14.63%

-79.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.12%

4.74%

+13.38%

Volatility

SLS vs. WMT - Volatility Comparison

SELLAS Life Sciences Group, Inc. (SLS) has a higher volatility of 39.15% compared to Walmart Inc. (WMT) at 10.09%. This indicates that SLS'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


SLSWMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

39.15%

10.09%

+29.06%

Volatility (6M)

Calculated over the trailing 6-month period

77.66%

18.63%

+59.03%

Volatility (1Y)

Calculated over the trailing 1-year period

95.11%

23.71%

+71.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

95.28%

21.68%

+73.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

133.55%

21.72%

+111.83%

Dividends

SLS vs. WMT - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
SLS
SELLAS Life Sciences Group, 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.
0.82%0.84%0.92%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%

Financials

SLS vs. WMT - Financials Comparison

This section allows you to compare key financial metrics between SELLAS Life Sciences Group, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0050.00B100.00B150.00B200.00B202220232024202520260
177.75B
(SLS) Total Revenue
(WMT) Total Revenue
Values in USD except per share items

Frequently Asked Questions


SLS and WMT have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SLS has higher volatility (39.15%) compared to WMT (10.09%). In terms of maximum drawdown, SLS dropped -99.89% vs WMT's -77.14%.

SLS currently has the higher Sharpe Ratio (4.93 vs 0.83), 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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