WDC vs. ESLT
WDC (Western Digital Corporation) and ESLT (Elbit Systems Ltd) are both stocks. WDC operates in Computer Hardware (Technology), while ESLT operates in Aerospace & Defense (Industrials). Over the past 10 years, WDC returned 32.86%/yr vs 25.96%/yr for ESLT. At a 0.20 correlation, their price movements are largely independent.
Performance
WDC vs. ESLT - Performance Comparison
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Returns By Period
In the year-to-date period, WDC achieves a 206.10% return, which is significantly higher than ESLT's 43.85% return. Over the past 10 years, WDC has outperformed ESLT with an annualized return of 32.86%, while ESLT has yielded a comparatively lower 25.96% annualized 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%
ESLT
- 1D
- 0.83%
- 1M
- 6.13%
- YTD
- 43.85%
- 6M
- 71.50%
- 1Y
- 98.59%
- 3Y*
- 60.25%
- 5Y*
- 45.92%
- 10Y*
- 25.96%
WDC vs. ESLT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WDC Western Digital Corporation | 206.10% | 283.68% | 13.86% | 65.99% | -51.62% | 17.73% | -10.89% | 77.14% | -51.90% | 19.83% |
ESLT Elbit Systems Ltd | 43.85% | 125.14% | 22.17% | 31.30% | -4.82% | 34.77% | -14.56% | 37.62% | -13.22% | 32.65% |
Correlation
The correlation between WDC and ESLT is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Nov 29, 1996 | 0.20 |
Fundamentals
WDC:
$23.29
ESLT:
$12.36
WDC:
22.63
ESLT:
67.15
WDC:
0.53
ESLT:
3.18
WDC:
12.46
ESLT:
4.80
WDC:
$11.78B
ESLT:
$8.23B
WDC:
$5.35B
ESLT:
$2.03B
WDC:
$10.88B
ESLT:
$861.06M
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Return for Risk
WDC vs. ESLT — Risk / Return Rank
WDC
ESLT
WDC vs. ESLT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Western Digital Corporation (WDC) and Elbit Systems Ltd (ESLT). 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.
| WDC | ESLT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +10.98 | ||
| Sortino ratioReturn per unit of downside risk | +3.50 | ||
| Omega ratioGain probability vs. loss probability | 1.94 | 1.39 | +0.55 |
| Calmar ratioReturn relative to maximum drawdown | 41.84 | 3.82 | +38.02 |
| Martin ratioReturn relative to average drawdown | 146.77 | 10.82 | +135.95 |
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
| WDC | ESLT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 13.33 | 2.35 | +10.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.17 | 1.39 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.89 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.62 | -0.41 |
Drawdowns
WDC vs. ESLT - Drawdown Comparison
The maximum WDC drawdown since its inception was -96.20%, which is greater than ESLT's maximum drawdown of -53.79%. Use the drawdown chart below to compare losses from any high point for WDC and ESLT.
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Drawdown Indicators
| WDC | ESLT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.20% | -53.79% | -42.41% |
Max Drawdown (1Y)Largest decline over 1 year | -20.59% | -25.98% | +5.39% |
Max Drawdown (3Y)Largest decline over 3 years | -49.65% | -25.98% | -23.67% |
Max Drawdown (5Y)Largest decline over 5 years | -59.68% | -32.89% | -26.79% |
Max Drawdown (10Y)Largest decline over 10 years | -70.49% | -32.89% | -37.60% |
Current DrawdownCurrent decline from peak | -11.28% | -18.07% | +6.79% |
Average DrawdownAverage peak-to-trough decline | -52.09% | -13.92% | -38.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.86% | 9.14% | -3.28% |
Volatility
WDC vs. ESLT - Volatility Comparison
Western Digital Corporation (WDC) has a higher volatility of 20.86% compared to Elbit Systems Ltd (ESLT) at 15.36%. This indicates that WDC's price experiences larger fluctuations and is considered to be riskier than ESLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WDC | ESLT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.86% | 15.36% | +5.50% |
Volatility (6M)Calculated over the trailing 6-month period | 52.91% | 33.61% | +19.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.74% | 42.26% | +22.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.62% | 33.13% | +15.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.52% | 29.13% | +19.39% |
Dividends
WDC vs. ESLT - Dividend Comparison
WDC's dividend yield for the trailing twelve months is around 0.09%, less than ESLT's 0.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESLT Elbit Systems Ltd | 0.37% | 0.47% | 0.77% | 0.94% | 1.22% | 1.03% | 1.28% | 1.14% | 1.54% | 1.32% | 1.57% | 1.63% |
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. ESLT - Financials Comparison
This section allows you to compare key financial metrics between Western Digital Corporation and Elbit Systems Ltd. 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
WDC vs. ESLT - Profitability Comparison
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%.
ESLT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Elbit Systems Ltd reported a gross profit of 552.06M and revenue of 2.19B. Therefore, the gross margin over that period was 25.2%.
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%.
ESLT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Elbit Systems Ltd reported an operating income of 205.13M and revenue of 2.19B, resulting in an operating margin of 9.4%.
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%.
ESLT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Elbit Systems Ltd reported a net income of 160.79M and revenue of 2.19B, resulting in a net margin of 7.4%.
Frequently Asked Questions
WDC and ESLT have a correlation of 0.12, 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 ESLT (15.36%). In terms of maximum drawdown, WDC dropped -96.20% vs ESLT's -53.79%.
WDC currently has the higher Sharpe Ratio (13.33 vs 2.35), 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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