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WDC vs. CMCL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

WDC vs. CMCL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Western Digital Corporation (WDC) and Caledonia Mining Corporation Plc (CMCL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WDC achieves a 206.10% return, which is significantly higher than CMCL's -23.85% return.


WDC

1D
2.97%
1M
9.81%
YTD
206.10%
6M
210.59%
1Y
852.85%
3Y*
160.14%
5Y*
56.39%
10Y*
32.86%

CMCL

1D
-1.30%
1M
-17.18%
YTD
-23.85%
6M
-17.45%
1Y
8.42%
3Y*
16.31%
5Y*
11.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WDC vs. CMCL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WDC
Western Digital Corporation
206.10%283.68%13.86%65.99%-51.62%17.73%-10.89%77.14%-51.90%-12.19%
CMCL
Caledonia Mining Corporation Plc
-23.85%186.75%-18.90%2.65%11.39%-23.84%93.29%67.37%-26.33%20.43%

Correlation

The correlation between WDC and CMCL is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

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

0.15

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

0.16

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2017

0.14

Fundamentals

EPS

WDC:

$23.29

CMCL:

$3.15

PE Ratio

WDC:

22.63

CMCL:

6.25

PEG Ratio

WDC:

0.53

CMCL:

0.17

PS Ratio

WDC:

12.46

CMCL:

1.42

Total Revenue (TTM)

WDC:

$11.78B

CMCL:

$274.16M

Gross Profit (TTM)

WDC:

$5.35B

CMCL:

$142.30M

EBITDA (TTM)

WDC:

$10.88B

CMCL:

$137.13M

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Return for Risk

WDC vs. CMCL — Risk / Return Rank

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

WDC
WDC Risk / Return Rank: 9999
Overall Rank
WDC Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
WDC Sortino Ratio Rank: 9999
Sortino Ratio Rank
WDC Omega Ratio Rank: 9999
Omega Ratio Rank
WDC Calmar Ratio Rank: 100100
Calmar Ratio Rank
WDC Martin Ratio Rank: 100100
Martin Ratio Rank

CMCL
CMCL Risk / Return Rank: 4646
Overall Rank
CMCL Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
CMCL Sortino Ratio Rank: 4747
Sortino Ratio Rank
CMCL Omega Ratio Rank: 4646
Omega Ratio Rank
CMCL Calmar Ratio Rank: 4747
Calmar Ratio Rank
CMCL Martin Ratio Rank: 4646
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.

WDC vs. CMCL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Digital Corporation (WDC) and Caledonia Mining Corporation Plc (CMCL). 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.


WDCCMCLDifference
Sharpe ratioReturn per unit of total volatility

+13.20

Sortino ratioReturn per unit of downside risk

+6.17

Omega ratioGain probability vs. loss probability

1.94

1.08

+0.86

Calmar ratioReturn relative to maximum drawdown

41.84

0.18

+41.66

Martin ratioReturn relative to average drawdown

146.77

0.35

+146.43

WDC vs. CMCL - Sharpe Ratio Comparison

The current WDC Sharpe Ratio is 13.33, which is higher than the CMCL Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of WDC and CMCL, 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


WDCCMCLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

13.33

0.13

+13.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.17

0.22

+0.95

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.33

-0.13

Drawdowns

WDC vs. CMCL - Drawdown Comparison

The maximum WDC drawdown since its inception was -96.20%, which is greater than CMCL's maximum drawdown of -65.77%. Use the drawdown chart below to compare losses from any high point for WDC and CMCL.


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Drawdown Indicators


WDCCMCLDifference

Max Drawdown

Largest peak-to-trough decline

-96.20%

-65.77%

-30.43%

Max Drawdown (1Y)

Largest decline over 1 year

-20.59%

-46.89%

+26.30%

Max Drawdown (3Y)

Largest decline over 3 years

-49.65%

-46.89%

-2.76%

Max Drawdown (5Y)

Largest decline over 5 years

-59.68%

-50.00%

-9.68%

Max Drawdown (10Y)

Largest decline over 10 years

-70.49%

Current Drawdown

Current decline from peak

-11.28%

-46.89%

+35.61%

Average Drawdown

Average peak-to-trough decline

-52.09%

-35.78%

-16.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.86%

24.39%

-18.53%

Volatility

WDC vs. CMCL - Volatility Comparison

Western Digital Corporation (WDC) has a higher volatility of 20.86% compared to Caledonia Mining Corporation Plc (CMCL) at 13.82%. This indicates that WDC's price experiences larger fluctuations and is considered to be riskier than CMCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WDCCMCLDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.86%

13.82%

+7.04%

Volatility (6M)

Calculated over the trailing 6-month period

52.91%

47.23%

+5.68%

Volatility (1Y)

Calculated over the trailing 1-year period

64.74%

65.15%

-0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.62%

52.69%

-4.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.52%

54.58%

-6.06%

Dividends

WDC vs. CMCL - Dividend Comparison

WDC's dividend yield for the trailing twelve months is around 0.09%, less than CMCL's 2.84% yield.


PositionTTM20252024202320222021202020192018201720162015
CMCL
Caledonia Mining Corporation Plc
2.84%2.14%5.95%4.59%4.52%4.29%2.11%3.27%5.23%1.86%0.00%0.00%
WDC
Western Digital Corporation
0.09%0.19%0.00%0.00%0.00%0.00%1.81%2.36%5.41%2.51%2.94%3.33%

Financials

WDC vs. CMCL - Financials Comparison

This section allows you to compare key financial metrics between Western Digital Corporation and Caledonia Mining Corporation Plc. 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


0.001.00B2.00B3.00B4.00B5.00B20222023202420252026
3.34B
66.43M
(WDC) Total Revenue
(CMCL) Total Revenue
Values in USD except per share items

WDC vs. CMCL - Profitability Comparison

The chart below illustrates the profitability comparison between Western Digital Corporation and Caledonia Mining Corporation Plc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%60.0%20222023202420252026
50.2%
48.3%
Portfolio components
WDC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Western Digital Corporation reported a gross profit of 1.68B and revenue of 3.34B. Therefore, the gross margin over that period was 50.2%.

CMCL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Caledonia Mining Corporation Plc reported a gross profit of 32.10M and revenue of 66.43M. Therefore, the gross margin over that period was 48.3%.

WDC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Western Digital Corporation reported an operating income of 1.14B and revenue of 3.34B, resulting in an operating margin of 34.0%.

CMCL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Caledonia Mining Corporation Plc reported an operating income of 26.87M and revenue of 66.43M, resulting in an operating margin of 40.4%.

WDC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Western Digital Corporation reported a net income of 3.21B and revenue of 3.34B, resulting in a net margin of 96.0%.

CMCL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Caledonia Mining Corporation Plc reported a net income of 15.85M and revenue of 66.43M, resulting in a net margin of 23.9%.


Frequently Asked Questions


WDC and CMCL have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WDC has higher volatility (20.86%) compared to CMCL (13.82%). In terms of maximum drawdown, WDC dropped -96.20% vs CMCL's -65.77%.

WDC currently has the higher Sharpe Ratio (13.33 vs 0.13), 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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