WMT vs. CL
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 18.34%/yr vs 4.62%/yr for CL. Their 0.30 correlation means their historical movements had little consistent relationship.
Performance
WMT vs. CL - Performance Comparison
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Returns By Period
In the year-to-date period, WMT achieves a 0.52% return, which is significantly lower than CL's 19.23% return. Over the past 10 years, WMT has outperformed CL with an annualized return of 18.34%, while CL has yielded a comparatively lower 4.62% annualized return.
WMT
- 1D
- 0.76%
- 1M
- -0.26%
- 6M
- -12.31%
- YTD
- 0.52%
- 1Y
- 12.94%
- 3Y*
- 29.73%
- 5Y*
- 19.64%
- 10Y*
- 18.34%
- ALL TIME*
- 18.36%
CL
- 1D
- 2.95%
- 1M
- -2.18%
- 6M
- 0.52%
- YTD
- 19.23%
- 1Y
- 13.78%
- 3Y*
- 9.19%
- 5Y*
- 5.73%
- 10Y*
- 4.62%
- ALL TIME*
- 10.31%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $468.59M | $430.56M | $463.16M | |
WMT Walmart Inc. | $2.62B | $2.42B | $2.77B |
WMT vs. CL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WMT Walmart Inc. | 0.52% | 24.49% | 73.99% | 12.88% | -0.46% | 1.97% | 23.32% | 30.16% | -3.43% | 46.56% |
CL Colgate-Palmolive Company | 19.23% | -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 0.34, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.34 |
Correlation (3Y) Balances recent behavior with more history. | 0.30 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.35 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 1977 | 0.30 |
Fundamentals
WMT:
$887.72B
CL:
$74.04B
WMT:
$2.88
CL:
$2.53
WMT:
38.74
CL:
36.63
WMT:
2.53
CL:
9.46
WMT:
1.23
CL:
3.55
WMT:
9.46
CL:
315.94
WMT:
$725.31B
CL:
$21.05B
WMT:
$181.16B
CL:
$12.72B
WMT:
$44.32B
CL:
$3.68B
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Return for Risk
WMT vs. CL — Risk / Return Rank
WMT
CL
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.
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 | CL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.11 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.68 | 0.82 | -0.14 |
| Martin ratioReturn relative to average drawdown | 1.72 | 1.63 | +0.09 |
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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.
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Drawdown Indicators
| WMT | CL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.14% | -58.91% | -18.23% |
Max Drawdown (1Y)Largest decline over 1 year | -19.23% | -16.97% | -2.26% |
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 DrawdownCurrent decline from peak | -16.88% | -10.85% | -6.03% |
Average DrawdownAverage peak-to-trough decline | -14.63% | -11.24% | -3.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.55% | 8.50% | -0.95% |
Volatility
WMT vs. CL - Volatility Comparison
The current volatility for Walmart Inc. (WMT) is 6.19%, while Colgate-Palmolive Company (CL) has a volatility of 7.70%. This indicates that WMT experiences smaller price fluctuations and is considered to be less risky than CL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WMT | CL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.19% | 7.70% | -1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 19.13% | 17.07% | +2.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.78% | 22.64% | +2.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.96% | 19.03% | +2.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.90% | 19.90% | +2.00% |
Dividends
WMT vs. CL - Dividend Comparison
WMT's dividend yield for the trailing twelve months is around 0.87%, less than CL's 2.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CL Colgate-Palmolive Company | 2.27% | 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. | 0.87% | 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 - Financials Comparison
This section allows you to compare key financial metrics between Walmart Inc. and Colgate-Palmolive Company. 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. CL - Profitability Comparison
WMT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 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 Aug 2026, Colgate-Palmolive Company reported a gross profit of 3.30B and revenue of 5.36B. Therefore, the gross margin over that period was 61.5%.
WMT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 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 Aug 2026, Colgate-Palmolive Company reported an operating income of 1.02B and revenue of 5.36B, resulting in an operating margin of 19.0%.
WMT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 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 Aug 2026, Colgate-Palmolive Company reported a net income of 693.00M and revenue of 5.36B, resulting in a net margin of 12.9%.
Frequently Asked Questions
WMT and CL have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CL has higher volatility (7.70%) compared to WMT (6.19%). In terms of maximum drawdown, WMT dropped -77.14% vs CL's -58.91%.
CL currently has the higher Sharpe Ratio (0.61 vs 0.53), 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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