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1AMZN.MI vs. WMT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between 1AMZN.MI and WMT is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

1AMZN.MI vs. WMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amazon.com, Inc. (1AMZN.MI) and Walmart Inc. (WMT). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%December2025FebruaryMarchAprilMay
237.40%
240.30%
1AMZN.MI
WMT

Key characteristics

Sharpe Ratio

1AMZN.MI:

-0.08

WMT:

2.53

Sortino Ratio

1AMZN.MI:

0.11

WMT:

3.37

Omega Ratio

1AMZN.MI:

1.01

WMT:

1.47

Calmar Ratio

1AMZN.MI:

-0.07

WMT:

2.85

Martin Ratio

1AMZN.MI:

-0.20

WMT:

9.54

Ulcer Index

1AMZN.MI:

13.44%

WMT:

6.55%

Daily Std Dev

1AMZN.MI:

32.26%

WMT:

24.88%

Max Drawdown

1AMZN.MI:

-53.32%

WMT:

-77.24%

Current Drawdown

1AMZN.MI:

-27.21%

WMT:

-7.00%

Fundamentals

Market Cap

1AMZN.MI:

€1.77T

WMT:

$794.73B

EPS

1AMZN.MI:

€5.42

WMT:

$2.41

PE Ratio

1AMZN.MI:

30.54

WMT:

41.22

PEG Ratio

1AMZN.MI:

1.42

WMT:

3.92

PS Ratio

1AMZN.MI:

2.74

WMT:

1.16

PB Ratio

1AMZN.MI:

6.53

WMT:

8.68

Returns By Period

In the year-to-date period, 1AMZN.MI achieves a -19.94% return, which is significantly lower than WMT's 8.13% return.


1AMZN.MI

YTD

-19.94%

1M

4.37%

6M

-13.01%

1Y

-2.63%

5Y*

9.13%

10Y*

N/A

WMT

YTD

8.13%

1M

19.12%

6M

16.77%

1Y

63.40%

5Y*

20.62%

10Y*

16.34%

*Annualized

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Risk-Adjusted Performance

1AMZN.MI vs. WMT — Risk-Adjusted Performance Rank

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

1AMZN.MI
The Risk-Adjusted Performance Rank of 1AMZN.MI is 4545
Overall Rank
The Sharpe Ratio Rank of 1AMZN.MI is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of 1AMZN.MI is 4040
Sortino Ratio Rank
The Omega Ratio Rank of 1AMZN.MI is 4040
Omega Ratio Rank
The Calmar Ratio Rank of 1AMZN.MI is 4747
Calmar Ratio Rank
The Martin Ratio Rank of 1AMZN.MI is 4848
Martin Ratio Rank

WMT
The Risk-Adjusted Performance Rank of WMT is 9696
Overall Rank
The Sharpe Ratio Rank of WMT is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of WMT is 9696
Sortino Ratio Rank
The Omega Ratio Rank of WMT is 9595
Omega Ratio Rank
The Calmar Ratio Rank of WMT is 9696
Calmar Ratio Rank
The Martin Ratio Rank of WMT is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

1AMZN.MI vs. WMT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amazon.com, Inc. (1AMZN.MI) and Walmart Inc. (WMT). 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.


The current 1AMZN.MI Sharpe Ratio is -0.08, which is lower than the WMT Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of 1AMZN.MI and WMT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00December2025FebruaryMarchAprilMay
-0.00
2.47
1AMZN.MI
WMT

Dividends

1AMZN.MI vs. WMT - Dividend Comparison

1AMZN.MI has not paid dividends to shareholders, while WMT's dividend yield for the trailing twelve months is around 1.12%.


TTM20242023202220212020201920182017201620152014
1AMZN.MI
Amazon.com, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WMT
Walmart Inc.
1.12%0.92%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%

Drawdowns

1AMZN.MI vs. WMT - Drawdown Comparison

The maximum 1AMZN.MI drawdown since its inception was -53.32%, smaller than the maximum WMT drawdown of -77.24%. Use the drawdown chart below to compare losses from any high point for 1AMZN.MI and WMT. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-21.25%
-7.00%
1AMZN.MI
WMT

Volatility

1AMZN.MI vs. WMT - Volatility Comparison

Amazon.com, Inc. (1AMZN.MI) has a higher volatility of 11.55% compared to Walmart Inc. (WMT) at 6.37%. This indicates that 1AMZN.MI's price experiences larger fluctuations and is considered to be riskier than WMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
11.55%
6.37%
1AMZN.MI
WMT

Financials

1AMZN.MI vs. WMT - Financials Comparison

This section allows you to compare key financial metrics between Amazon.com, Inc. and Walmart 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.


Quarterly
Annual

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


130.00B140.00B150.00B160.00B170.00B180.00BOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
180.55B
(1AMZN.MI) Total Revenue
(WMT) Total Revenue
Please note, different currencies. 1AMZN.MI values in EUR, WMT values in USD