WMMVY vs. WLMIY
WMMVY (Wal Mart de Mexico SAB de CV ADR) and WLMIY (Wilmar International Ltd) are both stocks. Both are in the Consumer Defensive sector — WMMVY in Discount Stores, WLMIY in Packaged Foods. Over the past 10 years, WMMVY returned 5.53%/yr vs 6.90%/yr for WLMIY. Their 0.09 correlation means their historical movements had little consistent relationship.
Performance
WMMVY vs. WLMIY - Performance Comparison
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Returns By Period
In the year-to-date period, WMMVY achieves a -6.77% return, which is significantly lower than WLMIY's 31.28% return. Over the past 10 years, WMMVY has underperformed WLMIY with an annualized return of 5.53%, while WLMIY has yielded a comparatively higher 6.90% annualized return.
WMMVY
- 1D
- 0.03%
- 1M
- -0.31%
- 6M
- -8.44%
- YTD
- -6.77%
- 1Y
- 1.29%
- 3Y*
- -8.71%
- 5Y*
- 0.39%
- 10Y*
- 5.53%
- ALL TIME*
- 4.47%
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%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $842.67K | $1.11M | $1.29M | |
| $4.23M | $5.74M | $4.29M |
WMMVY vs. WLMIY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WMMVY Wal Mart de Mexico SAB de CV ADR | -6.77% | 21.40% | -35.04% | 24.21% | -3.70% | 35.33% | 1.62% | 15.94% | 6.58% | 41.89% |
WLMIY Wilmar International Ltd | 31.28% | 10.54% | -9.22% | -8.94% | 0.33% | -8.74% | 22.12% | 31.74% | 4.90% | -3.75% |
Correlation
The correlation between WMMVY and WLMIY is 0.20, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.20 |
Correlation (3Y) Balances recent behavior with more history. | 0.08 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.08 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.09 |
The correlation between WMMVY and WLMIY shifts across timeframes, from 0.07 (10 years) to 0.20 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
WMMVY:
$50.25B
WLMIY:
$19.08B
WMMVY:
MX$1.01T
WLMIY:
$69.34B
WMMVY:
MX$245.25B
WLMIY:
$5.37B
WMMVY:
MX$98.18B
WLMIY:
$3.51B
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Return for Risk
WMMVY vs. WLMIY — Risk / Return Rank
WMMVY
WLMIY
WMMVY vs. WLMIY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wal Mart de Mexico SAB de CV ADR (WMMVY) and Wilmar International Ltd (WLMIY). 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.
| WMMVY | WLMIY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.72 | ||
| Sortino ratioReturn per unit of downside risk | -2.19 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.32 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.06 | 2.77 | -2.71 |
| Martin ratioReturn relative to average drawdown | 0.16 | 8.40 | -8.24 |
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Drawdowns
WMMVY vs. WLMIY - Drawdown Comparison
The maximum WMMVY drawdown since its inception was -39.68%, smaller than the maximum WLMIY drawdown of -64.70%. Use the drawdown chart below to compare losses from any high point for WMMVY and WLMIY.
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Drawdown Indicators
| WMMVY | WLMIY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.68% | -64.70% | +25.02% |
Max Drawdown (1Y)Largest decline over 1 year | -22.18% | -14.54% | -7.64% |
Max Drawdown (3Y)Largest decline over 3 years | -39.68% | -19.72% | -19.96% |
Max Drawdown (5Y)Largest decline over 5 years | -39.68% | -31.96% | -7.72% |
Max Drawdown (10Y)Largest decline over 10 years | -39.68% | -42.02% | +2.34% |
Current DrawdownCurrent decline from peak | -27.51% | -7.92% | -19.59% |
Average DrawdownAverage peak-to-trough decline | -12.15% | -33.04% | +20.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.10% | 4.79% | +3.31% |
Volatility
WMMVY vs. WLMIY - Volatility Comparison
Wal Mart de Mexico SAB de CV ADR (WMMVY) has a higher volatility of 6.43% compared to Wilmar International Ltd (WLMIY) at 4.72%. This indicates that WMMVY's price experiences larger fluctuations and is considered to be riskier than WLMIY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WMMVY | WLMIY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.43% | 4.72% | +1.71% |
Volatility (6M)Calculated over the trailing 6-month period | 18.35% | 18.76% | -0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.85% | 22.99% | +1.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.85% | 27.74% | +2.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.65% | 28.74% | +1.91% |
Dividends
WMMVY vs. WLMIY - Dividend Comparison
WMMVY's dividend yield for the trailing twelve months is around 3.15%, less than WLMIY's 3.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
WMMVY Wal Mart de Mexico SAB de CV ADR | 3.15% | 2.93% | 3.99% | 3.13% | 2.11% | 2.10% | 3.08% | 3.12% | 2.28% | 3.60% | 4.71% | 0.00% |
Financials
WMMVY vs. WLMIY - Financials Comparison
This section allows you to compare key financial metrics between Wal Mart de Mexico SAB de CV ADR and Wilmar International Ltd. 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
WMMVY and WLMIY have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WMMVY has higher volatility (6.43%) compared to WLMIY (4.72%). In terms of maximum drawdown, WMMVY dropped -39.68% vs WLMIY's -64.70%.
WLMIY currently has the higher Sharpe Ratio (1.77 vs 0.05), 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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