WMT vs. CALM
WMT (Walmart Inc.) and CALM (Cal-Maine Foods, Inc.) are both stocks. Both are in the Consumer Defensive sector — WMT in Discount Stores, CALM in Farm Products. Over the past 10 years, WMT returned 19.77%/yr vs 9.86%/yr for CALM. At a 0.14 correlation, their price movements are largely independent.
Performance
WMT vs. CALM - Performance Comparison
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Returns By Period
In the year-to-date period, WMT achieves a 9.07% return, which is significantly higher than CALM's -0.54% return. Over the past 10 years, WMT has outperformed CALM with an annualized return of 19.77%, while CALM has yielded a comparatively lower 9.86% annualized return.
WMT
- 1D
- 0.45%
- 1M
- -7.93%
- YTD
- 9.07%
- 6M
- 4.13%
- 1Y
- 28.71%
- 3Y*
- 34.18%
- 5Y*
- 22.42%
- 10Y*
- 19.77%
CALM
- 1D
- -2.22%
- 1M
- -1.77%
- YTD
- -0.54%
- 6M
- -8.91%
- 1Y
- -13.33%
- 3Y*
- 23.34%
- 5Y*
- 22.16%
- 10Y*
- 9.86%
WMT vs. CALM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WMT Walmart Inc. | 9.07% | 24.49% | 73.99% | 12.88% | -0.46% | 1.97% | 23.32% | 30.16% | -3.43% | 46.56% |
CALM Cal-Maine Foods, Inc. | -0.54% | -15.61% | 87.00% | 14.48% | 51.87% | -1.38% | -12.19% | 2.09% | -3.90% | 0.62% |
Correlation
The correlation between WMT and CALM is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 1996 | 0.14 |
Fundamentals
WMT:
$968.20B
CALM:
$3.70B
WMT:
$2.88
CALM:
$14.48
WMT:
42.04
CALM:
5.39
WMT:
2.75
CALM:
0.00
WMT:
1.34
CALM:
1.08
WMT:
10.26
CALM:
1.37
WMT:
$725.31B
CALM:
$3.46B
WMT:
$181.16B
CALM:
$1.17B
WMT:
$44.32B
CALM:
$1.05B
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Return for Risk
WMT vs. CALM — Risk / Return Rank
WMT
CALM
WMT vs. CALM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Walmart Inc. (WMT) 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.
| WMT | CALM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.63 | ||
| Sortino ratioReturn per unit of downside risk | +2.18 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 0.95 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | -0.36 | +2.19 |
| Martin ratioReturn relative to average drawdown | 5.82 | -0.56 | +6.38 |
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Drawdowns
WMT vs. CALM - Drawdown Comparison
The maximum WMT drawdown since its inception was -77.14%, roughly equal to the maximum CALM drawdown of -74.08%. Use the drawdown chart below to compare losses from any high point for WMT and CALM.
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Drawdown Indicators
| WMT | CALM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.14% | -74.08% | -3.06% |
Max Drawdown (1Y)Largest decline over 1 year | -15.75% | -37.00% | +21.25% |
Max Drawdown (3Y)Largest decline over 3 years | -21.93% | -37.00% | +15.07% |
Max Drawdown (5Y)Largest decline over 5 years | -25.74% | -37.00% | +11.26% |
Max Drawdown (10Y)Largest decline over 10 years | -25.74% | -39.12% | +13.38% |
Current DrawdownCurrent decline from peak | -9.81% | -31.17% | +21.36% |
Average DrawdownAverage peak-to-trough decline | -14.63% | -30.31% | +15.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.94% | 23.95% | -19.01% |
Volatility
WMT vs. CALM - Volatility Comparison
Walmart Inc. (WMT) has a higher volatility of 9.86% compared to Cal-Maine Foods, Inc. (CALM) at 6.31%. This indicates that WMT's price experiences larger fluctuations and is considered to be riskier 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
| WMT | CALM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.86% | 6.31% | +3.55% |
Volatility (6M)Calculated over the trailing 6-month period | 18.49% | 20.43% | -1.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.67% | 33.03% | -9.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.68% | 32.61% | -10.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.73% | 31.13% | -9.40% |
Dividends
WMT vs. CALM - Dividend Comparison
WMT's dividend yield for the trailing twelve months is around 0.80%, less than CALM's 6.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CALM Cal-Maine Foods, Inc. | 6.15% | 10.90% | 2.82% | 7.51% | 3.17% | 0.09% | 0.00% | 0.98% | 1.03% | 0.00% | 2.70% | 4.10% |
WMT Walmart Inc. | 0.80% | 0.84% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% |
Financials
WMT vs. CALM - Financials Comparison
This section allows you to compare key financial metrics between Walmart Inc. 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
WMT vs. CALM - Profitability Comparison
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%.
CALM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cal-Maine Foods, Inc. reported a gross profit of 119.28M and revenue of 666.95M. Therefore, the gross margin over that period was 17.9%.
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%.
CALM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cal-Maine Foods, Inc. reported an operating income of 35.98M and revenue of 666.95M, resulting in an operating margin of 5.4%.
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%.
CALM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cal-Maine Foods, Inc. reported a net income of 50.46M and revenue of 666.95M, resulting in a net margin of 7.6%.
Frequently Asked Questions
WMT and CALM have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WMT has higher volatility (9.86%) compared to CALM (6.31%). In terms of maximum drawdown, WMT dropped -77.14% vs CALM's -74.08%.
WMT currently has the higher Sharpe Ratio (1.22 vs -0.41), 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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