PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BYRN vs. WMT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BYRN and WMT is 0.04, 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.


-0.50.00.51.00.0

Performance

BYRN vs. WMT - Performance Comparison

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

0.00%50.00%100.00%150.00%200.00%SeptemberOctoberNovemberDecember2025February
163.55%
28.70%
BYRN
WMT

Key characteristics

Sharpe Ratio

BYRN:

1.82

WMT:

3.79

Sortino Ratio

BYRN:

2.76

WMT:

4.95

Omega Ratio

BYRN:

1.31

WMT:

1.71

Calmar Ratio

BYRN:

2.17

WMT:

9.81

Martin Ratio

BYRN:

8.29

WMT:

36.64

Ulcer Index

BYRN:

18.94%

WMT:

2.00%

Daily Std Dev

BYRN:

86.19%

WMT:

19.14%

Max Drawdown

BYRN:

-92.51%

WMT:

-77.24%

Current Drawdown

BYRN:

-14.67%

WMT:

-7.46%

Fundamentals

Market Cap

BYRN:

$726.97M

WMT:

$835.47B

EPS

BYRN:

$0.55

WMT:

$2.42

PE Ratio

BYRN:

58.36

WMT:

42.98

Total Revenue (TTM)

BYRN:

$85.76M

WMT:

$500.43B

Gross Profit (TTM)

BYRN:

$52.77M

WMT:

$124.85B

EBITDA (TTM)

BYRN:

$7.78M

WMT:

$27.83B

Returns By Period

In the year-to-date period, BYRN achieves a 1.27% return, which is significantly lower than WMT's 7.59% return. Over the past 10 years, BYRN has outperformed WMT with an annualized return of 26.04%, while WMT has yielded a comparatively lower 15.50% annualized return.


BYRN

YTD

1.27%

1M

-3.20%

6M

165.23%

1Y

153.26%

5Y*

74.87%

10Y*

26.04%

WMT

YTD

7.59%

1M

4.44%

6M

28.90%

1Y

69.91%

5Y*

21.60%

10Y*

15.50%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BYRN vs. WMT — Risk-Adjusted Performance Rank

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

BYRN
The Risk-Adjusted Performance Rank of BYRN is 8989
Overall Rank
The Sharpe Ratio Rank of BYRN is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of BYRN is 8989
Sortino Ratio Rank
The Omega Ratio Rank of BYRN is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BYRN is 9191
Calmar Ratio Rank
The Martin Ratio Rank of BYRN is 8989
Martin Ratio Rank

WMT
The Risk-Adjusted Performance Rank of WMT is 9999
Overall Rank
The Sharpe Ratio Rank of WMT is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of WMT is 9898
Sortino Ratio Rank
The Omega Ratio Rank of WMT is 9898
Omega Ratio Rank
The Calmar Ratio Rank of WMT is 100100
Calmar Ratio Rank
The Martin Ratio Rank of WMT is 9999
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.

BYRN vs. WMT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Byrna Technologies Inc. (BYRN) 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.


Sharpe ratio
The chart of Sharpe ratio for BYRN, currently valued at 1.82, compared to the broader market-2.000.002.001.823.79
The chart of Sortino ratio for BYRN, currently valued at 2.76, compared to the broader market-4.00-2.000.002.004.006.002.764.95
The chart of Omega ratio for BYRN, currently valued at 1.31, compared to the broader market0.501.001.502.001.311.71
The chart of Calmar ratio for BYRN, currently valued at 2.17, compared to the broader market0.002.004.006.002.179.81
The chart of Martin ratio for BYRN, currently valued at 8.29, compared to the broader market-10.000.0010.0020.0030.008.2936.64
BYRN
WMT

The current BYRN Sharpe Ratio is 1.82, which is lower than the WMT Sharpe Ratio of 3.79. The chart below compares the historical Sharpe Ratios of BYRN 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 Ratio2.003.004.005.006.007.008.00SeptemberOctoberNovemberDecember2025February
1.82
3.79
BYRN
WMT

Dividends

BYRN vs. WMT - Dividend Comparison

BYRN has not paid dividends to shareholders, while WMT's dividend yield for the trailing twelve months is around 0.86%.


TTM20242023202220212020201920182017201620152014
BYRN
Byrna Technologies 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.
0.86%0.92%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%

Drawdowns

BYRN vs. WMT - Drawdown Comparison

The maximum BYRN drawdown since its inception was -92.51%, which is greater than WMT's maximum drawdown of -77.24%. Use the drawdown chart below to compare losses from any high point for BYRN and WMT. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-14.67%
-7.46%
BYRN
WMT

Volatility

BYRN vs. WMT - Volatility Comparison

Byrna Technologies Inc. (BYRN) has a higher volatility of 28.58% compared to Walmart Inc. (WMT) at 8.69%. This indicates that BYRN'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.


0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
28.58%
8.69%
BYRN
WMT

Financials

BYRN vs. WMT - Financials Comparison

This section allows you to compare key financial metrics between Byrna Technologies 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab