WLMIY vs. CALM
WLMIY (Wilmar International Ltd) and CALM (Cal-Maine Foods, Inc.) are both stocks. Both are in the Consumer Defensive sector — WLMIY in Packaged Foods, CALM in Farm Products. Over the past 10 years, WLMIY returned 6.90%/yr vs 10.82%/yr for CALM. Their 0.07 correlation means their historical movements had little consistent relationship.
Performance
WLMIY vs. CALM - Performance Comparison
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Returns By Period
In the year-to-date period, WLMIY achieves a 31.28% return, which is significantly higher than CALM's 11.79% return. Over the past 10 years, WLMIY has underperformed CALM with an annualized return of 6.90%, while CALM has yielded a comparatively higher 10.82% annualized return.
WLMIY
- 1D
- -0.72%
- 1M
- 8.66%
- 6M
- 18.16%
- YTD
- 31.28%
- 1Y
- 40.11%
- 3Y*
- 6.28%
- 5Y*
- 3.28%
- 10Y*
- 6.90%
- ALL TIME*
- 5.15%
CALM
- 1D
- 0.80%
- 1M
- 9.11%
- 6M
- 5.58%
- YTD
- 11.79%
- 1Y
- -16.89%
- 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 | |
| $842.67K | $1.11M | $1.29M |
WLMIY vs. CALM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WLMIY Wilmar International Ltd | 31.28% | 10.54% | -9.22% | -8.94% | 0.33% | -8.74% | 22.12% | 31.74% | 4.90% | -3.75% |
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 WLMIY and CALM is -0.01, 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. | -0.01 |
Correlation (3Y) Balances recent behavior with more history. | 0.04 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.04 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.03 |
Correlation (All Time) Calculated using the full available price history since Jan 8, 2009 | 0.07 |
Fundamentals
WLMIY:
$19.08B
CALM:
$4.12B
WLMIY:
$69.34B
CALM:
$2.91B
WLMIY:
$5.37B
CALM:
$672.05M
WLMIY:
$3.51B
CALM:
$515.05M
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Return for Risk
WLMIY vs. CALM — Risk / Return Rank
WLMIY
CALM
WLMIY vs. CALM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wilmar International Ltd (WLMIY) 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.
| WLMIY | CALM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.33 | ||
| Sortino ratioReturn per unit of downside risk | +3.09 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 0.93 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 2.77 | -0.46 | +3.23 |
| Martin ratioReturn relative to average drawdown | 8.40 | -0.66 | +9.06 |
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Drawdowns
WLMIY vs. CALM - Drawdown Comparison
The maximum WLMIY drawdown since its inception was -64.70%, smaller than the maximum CALM drawdown of -74.08%. Use the drawdown chart below to compare losses from any high point for WLMIY and CALM.
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Drawdown Indicators
| WLMIY | CALM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.70% | -74.08% | +9.38% |
Max Drawdown (1Y)Largest decline over 1 year | -14.54% | -37.00% | +22.46% |
Max Drawdown (3Y)Largest decline over 3 years | -19.72% | -37.00% | +17.28% |
Max Drawdown (5Y)Largest decline over 5 years | -31.96% | -37.00% | +5.04% |
Max Drawdown (10Y)Largest decline over 10 years | -42.02% | -39.12% | -2.90% |
Current DrawdownCurrent decline from peak | -7.92% | -22.64% | +14.72% |
Average DrawdownAverage peak-to-trough decline | -33.04% | -30.29% | -2.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.79% | 25.62% | -20.83% |
Volatility
WLMIY vs. CALM - Volatility Comparison
The current volatility for Wilmar International Ltd (WLMIY) is 4.72%, while Cal-Maine Foods, Inc. (CALM) has a volatility of 13.24%. This indicates that WLMIY experiences smaller price fluctuations and is considered to be less risky 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
| WLMIY | CALM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.72% | 13.24% | -8.52% |
Volatility (6M)Calculated over the trailing 6-month period | 18.76% | 22.88% | -4.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.99% | 30.03% | -7.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.74% | 33.05% | -5.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.74% | 31.34% | -2.60% |
Dividends
WLMIY vs. CALM - Dividend Comparison
WLMIY's dividend yield for the trailing twelve months is around 3.55%, 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% |
WLMIY Wilmar International Ltd | 3.55% | 4.40% | 5.62% | 4.82% | 4.03% | 4.93% | 2.55% | 2.19% | 3.00% | 3.29% | 4.32% | 2.88% |
Financials
WLMIY vs. CALM - Financials Comparison
This section allows you to compare key financial metrics between Wilmar 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
Frequently Asked Questions
WLMIY and CALM have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CALM has higher volatility (13.24%) compared to WLMIY (4.72%). In terms of maximum drawdown, WLMIY dropped -64.70% vs CALM's -74.08%.
WLMIY currently has the higher Sharpe Ratio (1.77 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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