WLFC vs. WMT
WLFC (Willis Lease Finance Corporation) and WMT (Walmart Inc.) are both stocks. WLFC operates in Rental & Leasing Services (Industrials), while WMT operates in Discount Stores (Consumer Defensive). Over the past 10 years, WLFC returned 22.76%/yr vs 19.62%/yr for WMT. At a 0.09 correlation, their price movements are largely independent.
Performance
WLFC vs. WMT - Performance Comparison
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Returns By Period
In the year-to-date period, WLFC achieves a 37.38% return, which is significantly higher than WMT's 7.98% return. Over the past 10 years, WLFC has outperformed WMT with an annualized return of 22.76%, while WMT has yielded a comparatively lower 19.62% annualized return.
WLFC
- 1D
- 0.91%
- 1M
- -16.50%
- YTD
- 37.38%
- 6M
- 46.82%
- 1Y
- 28.68%
- 3Y*
- 66.89%
- 5Y*
- 33.36%
- 10Y*
- 22.76%
WMT
- 1D
- 0.80%
- 1M
- -8.13%
- YTD
- 7.98%
- 6M
- 6.15%
- 1Y
- 23.97%
- 3Y*
- 34.37%
- 5Y*
- 22.47%
- 10Y*
- 19.62%
WLFC vs. WMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WLFC Willis Lease Finance Corporation | 37.38% | -34.14% | 332.92% | -17.17% | 56.73% | 23.60% | -48.29% | 70.26% | 38.57% | -2.38% |
WMT Walmart Inc. | 7.98% | 24.49% | 73.99% | 12.88% | -0.46% | 1.97% | 23.32% | 30.16% | -3.43% | 46.56% |
Correlation
The correlation between WLFC and WMT is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 1996 | 0.09 |
The correlation between WLFC and WMT shifts across timeframes, from -0.03 (1 year) to 0.09 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
WLFC:
$1.35B
WMT:
$958.52B
WLFC:
$17.02
WMT:
$2.88
WLFC:
10.91
WMT:
41.62
WLFC:
0.00
WMT:
2.72
WLFC:
1.74
WMT:
1.32
WLFC:
1.94
WMT:
10.16
WLFC:
$757.62M
WMT:
$725.31B
WLFC:
$405.87M
WMT:
$181.16B
WLFC:
$416.98M
WMT:
$44.32B
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Return for Risk
WLFC vs. WMT — Risk / Return Rank
WLFC
WMT
WLFC vs. WMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Willis Lease Finance Corporation (WLFC) and Walmart Inc. (WMT). 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.
| WLFC | WMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.20 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.90 | 1.53 | -0.62 |
| Martin ratioReturn relative to average drawdown | 1.84 | 5.02 | -3.18 |
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
| WLFC | WMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 1.02 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 1.04 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.91 | -0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.64 | -0.44 |
Drawdowns
WLFC vs. WMT - Drawdown Comparison
The maximum WLFC drawdown since its inception was -88.12%, which is greater than WMT's maximum drawdown of -77.14%. Use the drawdown chart below to compare losses from any high point for WLFC and WMT.
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Drawdown Indicators
| WLFC | WMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.12% | -77.14% | -10.98% |
Max Drawdown (1Y)Largest decline over 1 year | -31.84% | -15.75% | -16.09% |
Max Drawdown (3Y)Largest decline over 3 years | -49.88% | -21.93% | -27.95% |
Max Drawdown (5Y)Largest decline over 5 years | -49.88% | -25.74% | -24.14% |
Max Drawdown (10Y)Largest decline over 10 years | -79.76% | -25.74% | -54.02% |
Current DrawdownCurrent decline from peak | -22.15% | -10.71% | -11.44% |
Average DrawdownAverage peak-to-trough decline | -42.36% | -14.63% | -27.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.64% | 4.79% | +10.85% |
Volatility
WLFC vs. WMT - Volatility Comparison
Willis Lease Finance Corporation (WLFC) has a higher volatility of 15.04% compared to Walmart Inc. (WMT) at 10.26%. This indicates that WLFC's price experiences larger fluctuations and is considered to be riskier than WMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WLFC | WMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.04% | 10.26% | +4.78% |
Volatility (6M)Calculated over the trailing 6-month period | 36.70% | 18.59% | +18.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.65% | 23.72% | +22.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.75% | 21.68% | +21.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.94% | 21.73% | +29.21% |
Dividends
WLFC vs. WMT - Dividend Comparison
WLFC's dividend yield for the trailing twelve months is around 0.78%, less than WMT's 0.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WLFC Willis Lease Finance Corporation | 0.78% | 0.85% | 0.72% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WMT Walmart Inc. | 0.81% | 0.84% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% |
Financials
WLFC vs. WMT - Financials Comparison
This section allows you to compare key financial metrics between Willis Lease Finance Corporation and Walmart 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
WLFC vs. WMT - Profitability Comparison
WLFC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Willis Lease Finance Corporation reported a gross profit of 0.00 and revenue of 194.35M. Therefore, the gross margin over that period was 0.0%.
WMT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Walmart Inc. reported a gross profit of 44.69B and revenue of 177.75B. Therefore, the gross margin over that period was 25.1%.
WLFC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Willis Lease Finance Corporation reported an operating income of 33.79M and revenue of 194.35M, resulting in an operating margin of 17.4%.
WMT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Walmart Inc. reported an operating income of 7.49B and revenue of 177.75B, resulting in an operating margin of 4.2%.
WLFC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Willis Lease Finance Corporation reported a net income of 23.66M and revenue of 194.35M, resulting in a net margin of 12.2%.
WMT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Walmart Inc. reported a net income of 5.65B and revenue of 177.75B, resulting in a net margin of 3.2%.
Frequently Asked Questions
WLFC and WMT have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WLFC has higher volatility (15.04%) compared to WMT (10.26%). In terms of maximum drawdown, WLFC dropped -88.12% vs WMT's -77.14%.
WMT currently has the higher Sharpe Ratio (1.02 vs 0.62), 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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