WD vs. ELF

Last updated Apr 1, 2026

Compare and contrast key facts about Walker & Dunlop, Inc. (WD) and e.l.f. Beauty, Inc. (ELF).

Performance

WD vs. ELF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Walker & Dunlop, Inc. (WD) and e.l.f. Beauty, Inc. (ELF). The values are adjusted to include any dividend payments, if applicable.

WD vs. ELF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WD Walker & Dunlop, Inc.	-25.12%	-35.86%	-10.15%	45.98%	-46.80%	67.03%	45.89%	52.68%	-7.15%	52.24%
ELF e.l.f. Beauty, Inc.	-20.29%	-39.43%	-13.02%	161.01%	66.52%	31.84%	56.17%	86.26%	-61.18%	-22.91%

Fundamentals

Market Cap WD : $1.48B ELF : $3.65B
EPS WD : $1.71 ELF : $1.76
PE Ratio WD : 26.00 ELF : 34.37
PS Ratio WD : 1.20 ELF : 2.35
PB Ratio WD : 0.85 ELF : 3.14
Total Revenue (TTM) WD : $1.23B ELF : $1.52B
Gross Profit (TTM) WD : $0.00 ELF : $1.07B
EBITDA (TTM) WD : $312.19M ELF : $220.91M

Returns By Period

In the year-to-date period, WD achieves a -25.12% return, which is significantly lower than ELF's -20.29% return.

WD

• 1D: 2.05%
• 1M: -2.10%
• YTD: -25.12%
• 6M: -45.54%
• 1Y: -45.73%
• 3Y*: -13.62%
• 5Y*: -13.40%
• 10Y*: 8.58%

ELF

• 1D: 2.12%
• 1M: -34.16%
• YTD: -20.29%
• 6M: -54.25%
• 1Y: -3.47%
• 3Y*: -9.71%
• 5Y*: 17.61%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

WD vs. ELF — Risk / Return Rank

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

WD

WD Risk / Return Rank: 5
WD Sharpe Ratio Rank: 3
WD Sortino Ratio Rank: 5
WD Omega Ratio Rank: 5
WD Calmar Ratio Rank: 8
WD Martin Ratio Rank: 2

ELF

ELF Risk / Return Rank: 41
ELF Sharpe Ratio Rank: 40
ELF Sortino Ratio Rank: 42
ELF Omega Ratio Rank: 44
ELF Calmar Ratio Rank: 39
ELF Martin Ratio Rank: 39

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.

WD vs. ELF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Walker & Dunlop, Inc. (WD) and e.l.f. Beauty, Inc. (ELF). 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.

	WD	ELF	Difference
Sharpe ratio Return per unit of total volatility	-1.09	-0.05	-1.04
Sortino ratio Return per unit of downside risk	-1.53	0.46	-1.99
Omega ratio Gain probability vs. loss probability	0.80	1.07	-0.27
Calmar ratio Return relative to maximum drawdown	-0.91	-0.11	-0.80
Martin ratio Return relative to average drawdown	-1.99	-0.22	-1.77
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WD vs. ELF - Sharpe Ratio Comparison

The current WD Sharpe Ratio is -1.09, which is lower than the ELF Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of WD and ELF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WD	ELF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.09	-0.05	-1.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.36	0.31	-0.68
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.21	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.30	0.17	+0.14

Correlation

The correlation between WD and ELF is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

WD vs. ELF - Dividend Comparison

WD's dividend yield for the trailing twelve months is around 6.06%, while ELF has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
WD Walker & Dunlop, Inc.	6.06%	4.46%	2.67%	2.27%	3.06%	1.33%	1.56%	1.86%	2.31%
ELF e.l.f. Beauty, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

WD vs. ELF - Drawdown Comparison

The maximum WD drawdown since its inception was -68.49%, smaller than the maximum ELF drawdown of -77.09%. Use the drawdown chart below to compare losses from any high point for WD and ELF.

Drawdown Indicators

	WD	ELF	Difference
Max Drawdown Largest peak-to-trough decline	-68.49%	-77.09%	+8.60%
Max Drawdown (1Y) Largest decline over 1 year	-49.57%	-59.54%	+9.97%
Max Drawdown (5Y) Largest decline over 5 years	-68.33%	-77.09%	+8.76%
Max Drawdown (10Y) Largest decline over 10 years	-68.49%	—	—
Current Drawdown Current decline from peak	-67.35%	-72.20%	+4.85%
Average Drawdown Average peak-to-trough decline	-20.94%	-31.58%	+10.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	22.53%	30.06%	-7.53%

Volatility

WD vs. ELF - Volatility Comparison

The current volatility for Walker & Dunlop, Inc. (WD) is 11.39%, while e.l.f. Beauty, Inc. (ELF) has a volatility of 18.98%. This indicates that WD experiences smaller price fluctuations and is considered to be less risky than ELF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WD	ELF	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.39%	18.98%	-7.59%
Volatility (6M) Calculated over the trailing 6-month period	34.23%	59.83%	-25.60%
Volatility (1Y) Calculated over the trailing 1-year period	42.16%	73.99%	-31.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.12%	56.55%	-19.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.18%	55.20%	-14.02%

Financials