PortfoliosLab logoPortfoliosLab logo
WLWHY vs. TSCO.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

WLWHY vs. TSCO.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Woolworths Holdings Ltd PK (WLWHY) and Tesco PLC (TSCO.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

WLWHY vs. TSCO.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WLWHY
Woolworths Holdings Ltd PK
-7.79%1.69%-9.82%1.11%33.59%17.64%-18.98%-5.31%-26.43%10.33%
TSCO.L
Tesco PLC
5.97%33.84%29.58%41.90%-27.47%29.14%-2.47%43.70%-12.92%11.38%
Different Trading Currencies

WLWHY is traded in USD, while TSCO.L is traded in GBp. To make them comparable, the TSCO.L values have been converted to USD using the latest available exchange rates.

Fundamentals

Total Revenue (TTM)

WLWHY:

$158.20B

TSCO.L:

£139.99B

Gross Profit (TTM)

WLWHY:

$54.60B

TSCO.L:

£10.41B

EBITDA (TTM)

WLWHY:

$12.53B

TSCO.L:

£8.78B

Returns By Period

In the year-to-date period, WLWHY achieves a -7.79% return, which is significantly lower than TSCO.L's 5.97% return. Over the past 10 years, WLWHY has underperformed TSCO.L with an annualized return of -3.05%, while TSCO.L has yielded a comparatively higher 12.10% annualized return.


WLWHY

1D
0.00%
1M
-14.25%
YTD
-7.79%
6M
4.76%
1Y
10.81%
3Y*
-1.32%
5Y*
2.10%
10Y*
-3.05%

TSCO.L

1D
0.74%
1M
-1.42%
YTD
5.97%
6M
9.97%
1Y
53.26%
3Y*
29.21%
5Y*
19.58%
10Y*
12.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

WLWHY vs. TSCO.L — Risk / Return Rank

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

WLWHY
WLWHY Risk / Return Rank: 4949
Overall Rank
WLWHY Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
WLWHY Sortino Ratio Rank: 4747
Sortino Ratio Rank
WLWHY Omega Ratio Rank: 5353
Omega Ratio Rank
WLWHY Calmar Ratio Rank: 4949
Calmar Ratio Rank
WLWHY Martin Ratio Rank: 4949
Martin Ratio Rank

TSCO.L
TSCO.L Risk / Return Rank: 9090
Overall Rank
TSCO.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
TSCO.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
TSCO.L Omega Ratio Rank: 9090
Omega Ratio Rank
TSCO.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
TSCO.L Martin Ratio Rank: 8989
Martin Ratio Rank
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. TSCO.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Woolworths Holdings Ltd PK (WLWHY) and Tesco PLC (TSCO.L). 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.


WLWHYTSCO.LDifference

Sharpe ratio

Return per unit of total volatility

0.17

2.22

-2.06

Sortino ratio

Return per unit of downside risk

0.73

2.82

-2.08

Omega ratio

Gain probability vs. loss probability

1.13

1.40

-0.27

Calmar ratio

Return relative to maximum drawdown

0.40

4.65

-4.25

Martin ratio

Return relative to average drawdown

0.83

12.19

-11.36

WLWHY vs. TSCO.L - Sharpe Ratio Comparison

The current WLWHY Sharpe Ratio is 0.17, which is lower than the TSCO.L Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of WLWHY and TSCO.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


WLWHYTSCO.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.17

2.22

-2.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.89

-0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

0.48

-0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.04

+0.04

Correlation

The correlation between WLWHY and TSCO.L is 0.13, 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. TSCO.L - Dividend Comparison

WLWHY's dividend yield for the trailing twelve months is around 3.73%, more than TSCO.L's 3.01% yield.


TTM20252024202320222021202020192018201720162015
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%
TSCO.L
Tesco PLC
3.01%3.23%3.39%3.75%5.15%20.72%4.19%2.64%1.93%0.48%0.00%0.00%

Drawdowns

WLWHY vs. TSCO.L - Drawdown Comparison

The maximum WLWHY drawdown since its inception was -80.04%, which is greater than TSCO.L's maximum drawdown of -74.47%. Use the drawdown chart below to compare losses from any high point for WLWHY and TSCO.L.


Loading graphics...

Drawdown Indicators


WLWHYTSCO.LDifference

Max Drawdown

Largest peak-to-trough decline

-80.04%

-63.40%

-16.64%

Max Drawdown (1Y)

Largest decline over 1 year

-27.14%

-13.12%

-14.02%

Max Drawdown (5Y)

Largest decline over 5 years

-39.26%

-32.40%

-6.86%

Max Drawdown (10Y)

Largest decline over 10 years

-76.80%

-32.40%

-44.40%

Current Drawdown

Current decline from peak

-46.94%

-5.53%

-41.41%

Average Drawdown

Average peak-to-trough decline

-31.65%

-17.53%

-14.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.01%

4.66%

+8.35%

Volatility

WLWHY vs. TSCO.L - Volatility Comparison

Woolworths Holdings Ltd PK (WLWHY) has a higher volatility of 25.89% compared to Tesco PLC (TSCO.L) at 6.29%. This indicates that WLWHY's price experiences larger fluctuations and is considered to be riskier than TSCO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


WLWHYTSCO.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.89%

6.29%

+19.60%

Volatility (6M)

Calculated over the trailing 6-month period

37.94%

15.36%

+22.58%

Volatility (1Y)

Calculated over the trailing 1-year period

65.23%

23.86%

+41.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.43%

22.08%

+30.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.81%

25.39%

+27.42%

Financials

WLWHY vs. TSCO.L - Financials Comparison

This section allows you to compare key financial metrics between Woolworths Holdings Ltd PK and Tesco PLC. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


30.00B32.00B34.00B36.00B38.00B40.00B42.00B20212022202320242025
39.66B
36.04B
(WLWHY) Total Revenue
(TSCO.L) Total Revenue
Please note, different currencies. WLWHY values in USD, TSCO.L values in GBp

WLWHY vs. TSCO.L - Profitability Comparison

The chart below illustrates the profitability comparison between Woolworths Holdings Ltd PK and Tesco PLC over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

5.0%10.0%15.0%20.0%25.0%30.0%35.0%40.0%20212022202320242025
34.3%
7.8%
Portfolio components
WLWHY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Woolworths Holdings Ltd PK reported a gross profit of 13.61B and revenue of 39.66B. Therefore, the gross margin over that period was 34.3%.

TSCO.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Tesco PLC reported a gross profit of 2.82B and revenue of 36.04B. Therefore, the gross margin over that period was 7.8%.

WLWHY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Woolworths Holdings Ltd PK reported an operating income of 2.37B and revenue of 39.66B, resulting in an operating margin of 6.0%.

TSCO.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Tesco PLC reported an operating income of 1.60B and revenue of 36.04B, resulting in an operating margin of 4.5%.

WLWHY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Woolworths Holdings Ltd PK reported a net income of 1.41B and revenue of 39.66B, resulting in a net margin of 3.5%.

TSCO.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Tesco PLC reported a net income of 950.00M and revenue of 36.04B, resulting in a net margin of 2.6%.