WD vs. ELF
WD (Walker & Dunlop, Inc.) and ELF (e.l.f. Beauty, Inc.) are both stocks. WD operates in Mortgage Finance (Financial Services), while ELF operates in Household & Personal Products (Consumer Defensive). Over the past 5 years, WD returned -10.23%/yr vs 13.75%/yr for ELF. At a 0.29 correlation, their price movements are largely independent.
Performance
WD vs. ELF - Performance Comparison
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Returns By Period
In the year-to-date period, WD achieves a -14.79% return, which is significantly higher than ELF's -31.63% return.
WD
- 1D
- 3.06%
- 1M
- -1.52%
- YTD
- -14.79%
- 6M
- -19.07%
- 1Y
- -22.01%
- 3Y*
- -9.34%
- 5Y*
- -10.23%
- 10Y*
- 10.01%
ELF
- 1D
- 0.02%
- 1M
- -15.94%
- YTD
- -31.63%
- 6M
- -35.31%
- 1Y
- -54.70%
- 3Y*
- -20.94%
- 5Y*
- 13.75%
- 10Y*
- —
WD vs. ELF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WD Walker & Dunlop, Inc. | -14.79% | -35.86% | -10.15% | 45.98% | -46.80% | 67.03% | 45.89% | 52.68% | -7.15% | 52.24% |
ELF e.l.f. Beauty, Inc. | -31.63% | -39.43% | -13.02% | 161.01% | 66.52% | 31.84% | 56.17% | 86.26% | -61.18% | -22.91% |
Correlation
The correlation between WD and ELF is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2016 | 0.29 |
The correlation between WD and ELF shifts across timeframes, from 0.14 (1 year) to 0.30 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
WD:
$1.66B
ELF:
$3.12B
WD:
$2.16
ELF:
$0.44
WD:
23.05
ELF:
117.24
WD:
1.28
ELF:
1.89
WD:
0.97
ELF:
2.76
WD:
$1.30B
ELF:
$1.64B
WD:
$500.25M
ELF:
$1.16B
WD:
$359.74M
ELF:
$185.47M
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Return for Risk
WD vs. ELF — Risk / Return Rank
WD
ELF
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 ratioReturn per unit of total volatility | -0.55 | -0.83 | +0.28 |
Sortino ratioReturn per unit of downside risk | -0.52 | -1.02 | +0.51 |
Omega ratioGain probability vs. loss probability | 0.93 | 0.85 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | -0.48 | -0.84 | +0.36 |
Martin ratioReturn relative to average drawdown | -0.88 | -1.42 | +0.54 |
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
| WD | ELF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.55 | -0.83 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.28 | 0.24 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.24 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.13 | +0.19 |
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.
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Drawdown Indicators
| WD | ELF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.49% | -77.09% | +8.60% |
Max Drawdown (1Y)Largest decline over 1 year | -49.57% | -65.42% | +15.85% |
Max Drawdown (3Y)Largest decline over 3 years | -60.82% | -77.09% | +16.27% |
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 DrawdownCurrent decline from peak | -62.85% | -76.15% | +13.30% |
Average DrawdownAverage peak-to-trough decline | -21.41% | -32.32% | +10.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.97% | 38.53% | -11.56% |
Volatility
WD vs. ELF - Volatility Comparison
The current volatility for Walker & Dunlop, Inc. (WD) is 10.99%, while e.l.f. Beauty, Inc. (ELF) has a volatility of 16.90%. 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.
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Volatility by Period
| WD | ELF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.99% | 16.90% | -5.91% |
Volatility (6M)Calculated over the trailing 6-month period | 32.24% | 42.18% | -9.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.19% | 65.81% | -25.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.82% | 57.13% | -20.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.17% | 55.14% | -13.97% |
Dividends
WD vs. ELF - Dividend Comparison
WD's dividend yield for the trailing twelve months is around 5.42%, while ELF has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
ELF e.l.f. Beauty, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WD Walker & Dunlop, Inc. | 5.42% | 4.46% | 2.67% | 2.27% | 3.06% | 1.33% | 1.56% | 1.86% | 2.31% |
Financials
WD vs. ELF - Financials Comparison
This section allows you to compare key financial metrics between Walker & Dunlop, Inc. and e.l.f. Beauty, 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
WD vs. ELF - Profitability Comparison
WD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Walker & Dunlop, Inc. reported a gross profit of 0.00 and revenue of 301.33M. Therefore, the gross margin over that period was 0.0%.
ELF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, e.l.f. Beauty, Inc. reported a gross profit of 326.45M and revenue of 449.29M. Therefore, the gross margin over that period was 72.7%.
WD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Walker & Dunlop, Inc. reported an operating income of 25.95M and revenue of 301.33M, resulting in an operating margin of 8.6%.
ELF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, e.l.f. Beauty, Inc. reported an operating income of 7.32M and revenue of 449.29M, resulting in an operating margin of 1.6%.
WD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Walker & Dunlop, Inc. reported a net income of 17.93M and revenue of 301.33M, resulting in a net margin of 6.0%.
ELF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, e.l.f. Beauty, Inc. reported a net income of -49.37M and revenue of 449.29M, resulting in a net margin of -11.0%.
Frequently Asked Questions
WD and ELF have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ELF has higher volatility (16.90%) compared to WD (10.99%). In terms of maximum drawdown, WD dropped -68.49% vs ELF's -77.09%.
WD currently has the higher Sharpe Ratio (-0.55 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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