WILC vs. CALM
WILC (G. Willi-Food International Ltd.) and CALM (Cal-Maine Foods, Inc.) are both stocks. Both are in the Consumer Defensive sector — WILC in Food Distribution, CALM in Farm Products. Over the past 10 years, WILC returned 23.44%/yr vs 10.82%/yr for CALM. Their 0.03 correlation means their historical movements had little consistent relationship.
Performance
WILC vs. CALM - Performance Comparison
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Returns By Period
In the year-to-date period, WILC achieves a -5.20% return, which is significantly lower than CALM's 11.79% return. Over the past 10 years, WILC has outperformed CALM with an annualized return of 23.44%, while CALM has yielded a comparatively lower 10.82% annualized return.
WILC
- 1D
- -0.81%
- 1M
- -19.54%
- 6M
- -5.85%
- YTD
- -5.20%
- 1Y
- 31.45%
- 3Y*
- 33.77%
- 5Y*
- 10.17%
- 10Y*
- 23.44%
- ALL TIME*
- 10.73%
CALM
- 1D
- 0.80%
- 1M
- 4.69%
- 6M
- 5.58%
- YTD
- 11.79%
- 1Y
- -14.37%
- 3Y*
- 31.12%
- 5Y*
- 26.60%
- 10Y*
- 10.82%
- ALL TIME*
- 16.54%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $107.67M | $90.60M | $71.32M | |
| $451.18K | $274.24K | $160.49K |
WILC vs. CALM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WILC G. Willi-Food International Ltd. | -5.20% | 86.78% | 62.56% | -17.53% | -26.06% | -5.71% | 79.16% | 70.96% | -2.78% | 24.61% |
CALM Cal-Maine Foods, Inc. | 11.79% | -15.61% | 87.00% | 14.48% | 51.87% | -1.38% | -12.19% | 2.09% | -3.90% | 0.62% |
Correlation
The correlation between WILC and CALM is 0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.06 |
Correlation (3Y) Balances recent behavior with more history. | 0.04 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.02 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.01 |
Correlation (All Time) Calculated using the full available price history since May 20, 1997 | 0.03 |
Fundamentals
WILC:
$372.69M
CALM:
$4.12B
WILC:
₪6.50
CALM:
$6.63
WILC:
12.59
CALM:
13.24
WILC:
0.46
CALM:
0.08
WILC:
1.84
CALM:
1.44
WILC:
1.74
CALM:
1.57
WILC:
₪618.86M
CALM:
$2.91B
WILC:
₪178.08M
CALM:
$672.05M
WILC:
₪116.90M
CALM:
$515.05M
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Return for Risk
WILC vs. CALM — Risk / Return Rank
WILC
CALM
WILC vs. CALM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for G. Willi-Food International Ltd. (WILC) and Cal-Maine Foods, Inc. (CALM). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WILC | CALM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.31 | ||
| Sortino ratioReturn per unit of downside risk | +1.90 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 0.93 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.04 | -0.46 | +1.50 |
| Martin ratioReturn relative to average drawdown | 3.42 | -0.66 | +4.08 |
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Drawdowns
WILC vs. CALM - Drawdown Comparison
The maximum WILC drawdown since its inception was -90.34%, which is greater than CALM's maximum drawdown of -74.08%. Use the drawdown chart below to compare losses from any high point for WILC and CALM.
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Drawdown Indicators
| WILC | CALM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.34% | -74.08% | -16.26% |
Max Drawdown (1Y)Largest decline over 1 year | -29.13% | -37.00% | +7.87% |
Max Drawdown (3Y)Largest decline over 3 years | -34.94% | -37.00% | +2.06% |
Max Drawdown (5Y)Largest decline over 5 years | -59.10% | -37.00% | -22.10% |
Max Drawdown (10Y)Largest decline over 10 years | -60.84% | -39.12% | -21.72% |
Current DrawdownCurrent decline from peak | -27.37% | -22.64% | -4.73% |
Average DrawdownAverage peak-to-trough decline | -33.55% | -30.29% | -3.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.88% | 25.62% | -16.74% |
Volatility
WILC vs. CALM - Volatility Comparison
G. Willi-Food International Ltd. (WILC) has a higher volatility of 15.53% compared to Cal-Maine Foods, Inc. (CALM) at 13.24%. This indicates that WILC's price experiences larger fluctuations and is considered to be riskier than CALM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WILC | CALM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.53% | 13.24% | +2.29% |
Volatility (6M)Calculated over the trailing 6-month period | 32.85% | 22.88% | +9.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.56% | 30.03% | +10.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.46% | 33.05% | +7.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.77% | 31.34% | +9.43% |
Dividends
WILC vs. CALM - Dividend Comparison
WILC's dividend yield for the trailing twelve months is around 3.47%, less than CALM's 5.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CALM Cal-Maine Foods, Inc. | 5.47% | 10.90% | 2.82% | 7.51% | 3.17% | 0.09% | 0.00% | 0.98% | 1.03% | 0.00% | 2.70% | 4.10% |
WILC G. Willi-Food International Ltd. | 3.47% | 3.54% | 1.23% | 7.62% | 9.04% | 7.09% | 0.00% | 0.00% | 0.00% | 0.00% | 6.54% | 0.00% |
Financials
WILC vs. CALM - Financials Comparison
This section allows you to compare key financial metrics between G. Willi-Food International Ltd. and Cal-Maine Foods, 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
WILC vs. CALM - Profitability Comparison
WILC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, G. Willi-Food International Ltd. reported a gross profit of 48.95M and revenue of 156.89M. Therefore, the gross margin over that period was 31.2%.
CALM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Cal-Maine Foods, Inc. reported a gross profit of 34.07M and revenue of 552.58M. Therefore, the gross margin over that period was 6.2%.
WILC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, G. Willi-Food International Ltd. reported an operating income of 20.03M and revenue of 156.89M, resulting in an operating margin of 12.8%.
CALM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Cal-Maine Foods, Inc. reported an operating income of -61.02M and revenue of 552.58M, resulting in an operating margin of -11.0%.
WILC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, G. Willi-Food International Ltd. reported a net income of 20.08M and revenue of 156.89M, resulting in a net margin of 12.8%.
CALM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Cal-Maine Foods, Inc. reported a net income of -35.88M and revenue of 552.58M, resulting in a net margin of -6.5%.
Frequently Asked Questions
WILC and CALM have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WILC has higher volatility (15.53%) compared to CALM (13.24%). In terms of maximum drawdown, WILC dropped -90.34% vs CALM's -74.08%.
WILC currently has the higher Sharpe Ratio (0.75 vs -0.56), 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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