WLWHY vs. COL.AX

Last updated Apr 1, 2026

Compare and contrast key facts about Woolworths Holdings Ltd PK (WLWHY) and Coles Group Limited (COL.AX).

Performance

WLWHY vs. COL.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Woolworths Holdings Ltd PK (WLWHY) and Coles Group Limited (COL.AX). The values are adjusted to include any dividend payments, if applicable.

WLWHY vs. COL.AX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
WLWHY Woolworths Holdings Ltd PK	-7.79%	1.69%	-9.82%	1.11%	33.59%	17.64%	-18.98%	-5.31%	-2.60%
COL.AX Coles Group Limited	8.38%	26.38%	10.74%	0.10%	-9.45%	-3.15%	38.87%	29.32%	-10.71%

Different Trading Currencies

WLWHY is traded in USD, while COL.AX is traded in AUD. To make them comparable, the COL.AX values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, WLWHY achieves a -7.79% return, which is significantly lower than COL.AX's 8.38% return.

WLWHY

• 1D: -8.66%
• 1M: -14.25%
• YTD: -7.79%
• 6M: 3.19%
• 1Y: 10.81%
• 3Y*: -1.32%
• 5Y*: 2.10%
• 10Y*: -3.05%

COL.AX

• 1D: 0.00%
• 1M: 6.08%
• YTD: 8.38%
• 6M: 0.69%
• 1Y: 28.81%
• 3Y*: 12.07%
• 5Y*: 8.52%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

WLWHY vs. COL.AX — Risk / Return Rank

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

WLWHY

WLWHY Risk / Return Rank: 50
WLWHY Sharpe Ratio Rank: 47
WLWHY Sortino Ratio Rank: 48
WLWHY Omega Ratio Rank: 54
WLWHY Calmar Ratio Rank: 51
WLWHY Martin Ratio Rank: 51

COL.AX

COL.AX Risk / Return Rank: 64
COL.AX Sharpe Ratio Rank: 69
COL.AX Sortino Ratio Rank: 63
COL.AX Omega Ratio Rank: 65
COL.AX Calmar Ratio Rank: 63
COL.AX Martin Ratio Rank: 60

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.

WLWHY vs. COL.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Woolworths Holdings Ltd PK (WLWHY) and Coles Group Limited (COL.AX). 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.

	WLWHY	COL.AX	Difference
Sharpe ratio Return per unit of total volatility	0.17	1.35	-1.18
Sortino ratio Return per unit of downside risk	0.73	2.05	-1.32
Omega ratio Gain probability vs. loss probability	1.13	1.27	-0.15
Calmar ratio Return relative to maximum drawdown	0.40	1.95	-1.55
Martin ratio Return relative to average drawdown	0.83	4.10	-3.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WLWHY vs. COL.AX - Sharpe Ratio Comparison

The current WLWHY Sharpe Ratio is 0.17, which is lower than the COL.AX Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of WLWHY and COL.AX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WLWHY	COL.AX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.17	1.35	-1.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.04	0.44	-0.40
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.06	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.08	0.48	-0.40

Correlation

The correlation between WLWHY and COL.AX is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

WLWHY vs. COL.AX - Dividend Comparison

WLWHY's dividend yield for the trailing twelve months is around 3.73%, more than COL.AX's 3.32% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
WLWHY Woolworths Holdings Ltd PK	3.73%	3.07%	4.23%	4.17%	3.32%	1.43%	1.50%	2.68%	3.47%	6.89%	5.09%	2.24%
COL.AX Coles Group Limited	3.32%	3.22%	3.60%	4.10%	3.77%	3.40%	3.17%	2.39%	0.00%	0.00%	0.00%	0.00%

Drawdowns

WLWHY vs. COL.AX - Drawdown Comparison

The maximum WLWHY drawdown since its inception was -80.04%, which is greater than COL.AX's maximum drawdown of -27.93%. Use the drawdown chart below to compare losses from any high point for WLWHY and COL.AX.

Drawdown Indicators

	WLWHY	COL.AX	Difference
Max Drawdown Largest peak-to-trough decline	-80.04%	-18.43%	-61.61%
Max Drawdown (1Y) Largest decline over 1 year	-27.14%	-14.23%	-12.91%
Max Drawdown (5Y) Largest decline over 5 years	-39.26%	-18.43%	-20.83%
Max Drawdown (10Y) Largest decline over 10 years	-76.80%	—	—
Current Drawdown Current decline from peak	-46.94%	-6.57%	-40.37%
Average Drawdown Average peak-to-trough decline	-31.65%	-6.41%	-25.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.95%	7.28%	+5.67%

Volatility

WLWHY vs. COL.AX - Volatility Comparison

Woolworths Holdings Ltd PK (WLWHY) has a higher volatility of 25.89% compared to Coles Group Limited (COL.AX) at 5.44%. This indicates that WLWHY's price experiences larger fluctuations and is considered to be riskier than COL.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WLWHY	COL.AX	Difference
Volatility (1M) Calculated over the trailing 1-month period	25.89%	5.44%	+20.45%
Volatility (6M) Calculated over the trailing 6-month period	37.97%	14.84%	+23.13%
Volatility (1Y) Calculated over the trailing 1-year period	65.23%	21.37%	+43.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	52.44%	19.33%	+33.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	52.82%	22.52%	+30.30%

Financials