TOL vs. WMT
TOL (Toll Brothers, Inc.) and WMT (Walmart Inc.) are both stocks. TOL operates in Residential Construction (Consumer Cyclical), while WMT operates in Discount Stores (Consumer Defensive). Over the past 10 years, TOL returned 18.17%/yr vs 19.62%/yr for WMT. At a 0.23 correlation, their price movements are largely independent.
Performance
TOL vs. WMT - Performance Comparison
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Returns By Period
In the year-to-date period, TOL achieves a 1.81% return, which is significantly lower than WMT's 7.98% return. Over the past 10 years, TOL has underperformed WMT with an annualized return of 18.17%, while WMT has yielded a comparatively higher 19.62% annualized return.
TOL
- 1D
- -0.54%
- 1M
- -0.53%
- YTD
- 1.81%
- 6M
- 1.08%
- 1Y
- 28.78%
- 3Y*
- 23.72%
- 5Y*
- 18.54%
- 10Y*
- 18.17%
WMT
- 1D
- 0.80%
- 1M
- -8.13%
- YTD
- 7.98%
- 6M
- 6.15%
- 1Y
- 23.97%
- 3Y*
- 34.37%
- 5Y*
- 22.47%
- 10Y*
- 19.62%
TOL vs. WMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TOL Toll Brothers, Inc. | 1.81% | 8.28% | 23.45% | 108.62% | -29.97% | 68.43% | 11.53% | 21.40% | -30.69% | 55.85% |
WMT Walmart Inc. | 7.98% | 24.49% | 73.99% | 12.88% | -0.46% | 1.97% | 23.32% | 30.16% | -3.43% | 46.56% |
Correlation
The correlation between TOL and WMT is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 1987 | 0.23 |
Fundamentals
TOL:
$13.19B
WMT:
$958.52B
TOL:
$13.19
WMT:
$2.88
TOL:
10.40
WMT:
41.62
TOL:
0.47
WMT:
2.72
TOL:
2.10
WMT:
1.32
TOL:
1.56
WMT:
10.16
TOL:
$6.37B
WMT:
$725.31B
TOL:
$2.71B
WMT:
$181.16B
TOL:
$1.76B
WMT:
$44.32B
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Return for Risk
TOL vs. WMT — Risk / Return Rank
TOL
WMT
TOL vs. WMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Toll Brothers, Inc. (TOL) 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.
| TOL | WMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.20 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 1.53 | -0.38 |
| Martin ratioReturn relative to average drawdown | 2.90 | 5.02 | -2.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TOL | WMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 1.02 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 1.04 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.91 | -0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.64 | -0.35 |
Drawdowns
TOL vs. WMT - Drawdown Comparison
The maximum TOL drawdown since its inception was -76.39%, roughly equal to the maximum WMT drawdown of -77.14%. Use the drawdown chart below to compare losses from any high point for TOL and WMT.
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Drawdown Indicators
| TOL | WMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.39% | -77.14% | +0.75% |
Max Drawdown (1Y)Largest decline over 1 year | -25.13% | -15.75% | -9.38% |
Max Drawdown (3Y)Largest decline over 3 years | -45.97% | -21.93% | -24.04% |
Max Drawdown (5Y)Largest decline over 5 years | -45.97% | -25.74% | -20.23% |
Max Drawdown (10Y)Largest decline over 10 years | -73.11% | -25.74% | -47.37% |
Current DrawdownCurrent decline from peak | -17.28% | -10.71% | -6.57% |
Average DrawdownAverage peak-to-trough decline | -32.27% | -14.63% | -17.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.95% | 4.79% | +5.16% |
Volatility
TOL vs. WMT - Volatility Comparison
Toll Brothers, Inc. (TOL) has a higher volatility of 12.13% compared to Walmart Inc. (WMT) at 10.26%. This indicates that TOL'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
| TOL | WMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.13% | 10.26% | +1.87% |
Volatility (6M)Calculated over the trailing 6-month period | 24.47% | 18.59% | +5.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.94% | 23.72% | +10.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.94% | 21.68% | +14.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.08% | 21.73% | +19.35% |
Dividends
TOL vs. WMT - Dividend Comparison
TOL's dividend yield for the trailing twelve months is around 0.74%, less than WMT's 0.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TOL Toll Brothers, Inc. | 0.74% | 0.72% | 0.71% | 0.81% | 1.54% | 0.86% | 1.01% | 1.11% | 1.25% | 0.50% | 0.00% | 0.00% |
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
TOL vs. WMT - Financials Comparison
This section allows you to compare key financial metrics between Toll Brothers, 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
TOL vs. WMT - Profitability Comparison
TOL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Toll Brothers, Inc. reported a gross profit of 568.77M and revenue of -2.15B. Therefore, the gross margin over that period was -26.5%.
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%.
TOL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Toll Brothers, Inc. reported an operating income of 346.64M and revenue of -2.15B, resulting in an operating margin of -16.2%.
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%.
TOL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Toll Brothers, Inc. reported a net income of 260.59M and revenue of -2.15B, resulting in a net margin of -12.2%.
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
TOL and WMT have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TOL has higher volatility (12.13%) compared to WMT (10.26%). In terms of maximum drawdown, TOL dropped -76.39% vs WMT's -77.14%.
WMT currently has the higher Sharpe Ratio (1.02 vs 0.85), 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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