WMT vs. CL

Last updated Jun 4, 2026

WMT (Walmart Inc.) and CL (Colgate-Palmolive Company) are both stocks. Both are in the Consumer Defensive sector — WMT in Discount Stores, CL in Household & Personal Products. Over the past 10 years, WMT returned 19.37%/yr vs 4.14%/yr for CL. At a 0.30 correlation, their price movements are largely independent.

Performance

WMT vs. CL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Walmart Inc. (WMT) and Colgate-Palmolive Company (CL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WMT achieves a 5.33% return, which is significantly lower than CL's 8.73% return. Over the past 10 years, WMT has outperformed CL with an annualized return of 19.37%, while CL has yielded a comparatively lower 4.14% annualized return.

WMT

• 1D: 3.39%
• 1M: -10.14%
• YTD: 5.33%
• 6M: 2.78%
• 1Y: 17.89%
• 3Y*: 34.52%
• 5Y*: 21.38%
• 10Y*: 19.37%

CL

• 1D: -3.85%
• 1M: -0.59%
• YTD: 8.73%
• 6M: 9.87%
• 1Y: -3.98%
• 3Y*: 6.21%
• 5Y*: 2.62%
• 10Y*: 4.14%

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

WMT vs. CL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WMT Walmart Inc.	5.33%	24.49%	73.99%	12.88%	-0.46%	1.97%	23.32%	30.16%	-3.43%	46.56%
CL Colgate-Palmolive Company	8.73%	-10.98%	16.57%	3.78%	-5.44%	2.08%	27.17%	18.60%	-19.19%	17.88%

Correlation

The correlation between WMT and CL is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.28
Correlation (3Y) Calculated over the trailing 3-year period	0.28
Correlation (5Y) Calculated over the trailing 5-year period	0.35
Correlation (10Y) Calculated over the trailing 10-year period	0.35
Correlation (All Time) Calculated using the full available price history since Jan 4, 1977	0.30

Fundamentals

Market Cap WMT : $935.00B CL : $68.33B
EPS WMT : $2.88 CL : $2.58
PE Ratio WMT : 40.60 CL : 32.90
PEG Ratio WMT : 2.65 CL : 8.50
PS Ratio WMT : 1.29 CL : 3.30
PB Ratio WMT : 9.91 CL : 471.23
Total Revenue (TTM) WMT : $725.31B CL : $20.80B
Gross Profit (TTM) WMT : $181.16B CL : $12.49B
EBITDA (TTM) WMT : $44.32B CL : $3.92B

Return for Risk

WMT vs. CL — Risk / Return Rank

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

WMT

WMT Risk / Return Rank: 63
WMT Sharpe Ratio Rank: 65
WMT Sortino Ratio Rank: 58
WMT Omega Ratio Rank: 58
WMT Calmar Ratio Rank: 63
WMT Martin Ratio Rank: 70

CL

CL Risk / Return Rank: 31
CL Sharpe Ratio Rank: 33
CL Sortino Ratio Rank: 27
CL Omega Ratio Rank: 27
CL Calmar Ratio Rank: 33
CL Martin Ratio Rank: 34

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.

WMT vs. CL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Walmart Inc. (WMT) and Colgate-Palmolive Company (CL). 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.

	WMT	CL	Difference
Sharpe ratio Return per unit of total volatility	0.76	-0.19	+0.95
Sortino ratio Return per unit of downside risk	1.22	-0.13	+1.35
Omega ratio Gain probability vs. loss probability	1.16	0.99	+0.17
Calmar ratio Return relative to maximum drawdown	1.14	-0.21	+1.35
Martin ratio Return relative to average drawdown	3.84	-0.36	+4.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WMT vs. CL - Sharpe Ratio Comparison

The current WMT Sharpe Ratio is 0.76, which is higher than the CL Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of WMT and CL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	WMT	CL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.76	-0.19	+0.95
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.99	0.14	+0.85
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.89	0.21	+0.68
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	0.42	+0.21

Drawdowns

WMT vs. CL - Drawdown Comparison

The maximum WMT drawdown since its inception was -77.14%, which is greater than CL's maximum drawdown of -58.91%. Use the drawdown chart below to compare losses from any high point for WMT and CL.

Drawdown Indicators

	WMT	CL	Difference
Max Drawdown Largest peak-to-trough decline	-77.14%	-58.91%	-18.23%
Max Drawdown (1Y) Largest decline over 1 year	-15.75%	-18.64%	+2.89%
Max Drawdown (3Y) Largest decline over 3 years	-21.93%	-29.05%	+7.12%
Max Drawdown (5Y) Largest decline over 5 years	-25.74%	-29.05%	+3.31%
Max Drawdown (10Y) Largest decline over 10 years	-25.74%	-29.05%	+3.31%
Current Drawdown Current decline from peak	-12.90%	-18.69%	+5.79%
Average Drawdown Average peak-to-trough decline	-14.63%	-11.24%	-3.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.74%	11.21%	-6.47%

Volatility

WMT vs. CL - Volatility Comparison

Walmart Inc. (WMT) has a higher volatility of 10.05% compared to Colgate-Palmolive Company (CL) at 6.45%. This indicates that WMT's price experiences larger fluctuations and is considered to be riskier than CL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WMT	CL	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.05%	6.45%	+3.60%
Volatility (6M) Calculated over the trailing 6-month period	18.63%	16.66%	+1.97%
Volatility (1Y) Calculated over the trailing 1-year period	23.70%	21.10%	+2.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.68%	18.64%	+3.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.72%	19.67%	+2.05%

Dividends

WMT vs. CL - Dividend Comparison

WMT's dividend yield for the trailing twelve months is around 0.83%, less than CL's 2.46% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CL Colgate-Palmolive Company	2.46%	2.61%	2.18%	2.40%	2.36%	2.10%	2.05%	2.48%	2.79%	2.11%	2.37%	2.25%
WMT Walmart Inc.	0.83%	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. CL - Profitability Comparison

The chart below illustrates the profitability comparison between Walmart Inc. and Colgate-Palmolive Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

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%.

CL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Colgate-Palmolive Company reported a gross profit of 3.23B and revenue of 5.32B. Therefore, the gross margin over that period was 60.6%.

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%.

CL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Colgate-Palmolive Company reported an operating income of 1.16B and revenue of 5.32B, resulting in an operating margin of 21.7%.

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%.

CL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Colgate-Palmolive Company reported a net income of 646.00M and revenue of 5.32B, resulting in a net margin of 12.1%.

Frequently Asked Questions

Can I hold both WMT and CL in my portfolio?

WMT and CL have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WMT or CL?

WMT has higher volatility (10.05%) compared to CL (6.45%). In terms of maximum drawdown, WMT dropped -77.14% vs CL's -58.91%.

Which has better risk-adjusted returns?

WMT currently has the higher Sharpe Ratio (0.76 vs -0.19), 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.