BTAI vs. WMT

Last updated Apr 2, 2026

Compare and contrast key facts about BioXcel Therapeutics, Inc. (BTAI) and Walmart Inc. (WMT).

Performance

BTAI vs. WMT - Performance Comparison

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

BTAI vs. WMT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
BTAI BioXcel Therapeutics, Inc.	-23.75%	-73.25%	-87.33%	-86.27%	5.66%	-56.00%	216.22%	278.50%	-65.00%
WMT Walmart Inc.	12.19%	24.49%	73.99%	12.88%	-0.46%	1.97%	23.32%	30.16%	7.82%

Fundamentals

EPS BTAI : -$6.19 WMT : $2.73
PS Ratio BTAI : 17.88 WMT : 1.40
Total Revenue (TTM) BTAI : $752.00K WMT : $713.16B
Gross Profit (TTM) BTAI : -$287.00K WMT : $177.77B
EBITDA (TTM) BTAI : -$51.29M WMT : $48.50B

Returns By Period

In the year-to-date period, BTAI achieves a -23.75% return, which is significantly lower than WMT's 12.19% return.

BTAI

• 1D: -8.96%
• 1M: -25.15%
• YTD: -23.75%
• 6M: -52.53%
• 1Y: -36.46%
• 3Y*: -84.01%
• 5Y*: -71.07%
• 10Y*: —

WMT

• 1D: 0.37%
• 1M: -1.66%
• YTD: 12.19%
• 6M: 22.84%
• 1Y: 41.67%
• 3Y*: 37.98%
• 5Y*: 24.13%
• 10Y*: 20.52%

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

Return for Risk

BTAI vs. WMT — Risk / Return Rank

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

BTAI

BTAI Risk / Return Rank: 33
BTAI Sharpe Ratio Rank: 29
BTAI Sortino Ratio Rank: 44
BTAI Omega Ratio Rank: 41
BTAI Calmar Ratio Rank: 24
BTAI Martin Ratio Rank: 28

WMT

WMT Risk / Return Rank: 88
WMT Sharpe Ratio Rank: 87
WMT Sortino Ratio Rank: 88
WMT Omega Ratio Rank: 84
WMT Calmar Ratio Rank: 90
WMT Martin Ratio Rank: 90

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.

BTAI vs. WMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BioXcel Therapeutics, Inc. (BTAI) 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.

	BTAI	WMT	Difference
Sharpe ratio Return per unit of total volatility	-0.25	1.73	-1.98
Sortino ratio Return per unit of downside risk	0.61	2.66	-2.05
Omega ratio Gain probability vs. loss probability	1.07	1.33	-0.27
Calmar ratio Return relative to maximum drawdown	-0.49	3.97	-4.45
Martin ratio Return relative to average drawdown	-0.72	10.92	-11.64
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BTAI vs. WMT - Sharpe Ratio Comparison

The current BTAI Sharpe Ratio is -0.25, which is lower than the WMT Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of BTAI 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.

Sharpe Ratios by Period

	BTAI	WMT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.25	1.73	-1.98
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.59	1.15	-1.74
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.95	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.39	0.64	-1.03

Correlation

The correlation between BTAI and WMT is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

BTAI vs. WMT - Dividend Comparison

BTAI has not paid dividends to shareholders, while WMT's dividend yield for the trailing twelve months is around 0.76%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BTAI BioXcel Therapeutics, 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.	0.76%	0.84%	0.92%	1.45%	1.58%	1.52%	1.50%	1.78%	2.23%	2.07%	2.89%	3.20%

Drawdowns

BTAI vs. WMT - Drawdown Comparison

The maximum BTAI drawdown since its inception was -99.89%, which is greater than WMT's maximum drawdown of -77.14%. Use the drawdown chart below to compare losses from any high point for BTAI and WMT.

Drawdown Indicators

	BTAI	WMT	Difference
Max Drawdown Largest peak-to-trough decline	-99.89%	-77.14%	-22.75%
Max Drawdown (1Y) Largest decline over 1 year	-82.21%	-10.92%	-71.29%
Max Drawdown (5Y) Largest decline over 5 years	-99.81%	-25.74%	-74.07%
Max Drawdown (10Y) Largest decline over 10 years	—	-25.74%	—
Current Drawdown Current decline from peak	-99.88%	-6.64%	-93.24%
Average Drawdown Average peak-to-trough decline	-62.41%	-14.66%	-47.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	55.34%	3.97%	+51.37%

Volatility

BTAI vs. WMT - Volatility Comparison

BioXcel Therapeutics, Inc. (BTAI) has a higher volatility of 31.72% compared to Walmart Inc. (WMT) at 5.93%. This indicates that BTAI'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.

Volatility by Period

	BTAI	WMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	31.72%	5.93%	+25.79%
Volatility (6M) Calculated over the trailing 6-month period	59.34%	17.03%	+42.31%
Volatility (1Y) Calculated over the trailing 1-year period	146.44%	24.17%	+122.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	120.91%	21.09%	+99.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	118.72%	21.70%	+97.02%

Financials