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DFS vs. WMT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DFS vs. WMT - Performance Comparison

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

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Returns By Period


DFS

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

WMT

1D
0.45%
1M
-7.93%
YTD
9.07%
6M
4.13%
1Y
28.71%
3Y*
34.18%
5Y*
22.42%
10Y*
19.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFS vs. WMT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFS
Discover Financial Services
0.00%15.88%57.32%18.20%-13.55%29.78%10.13%46.94%-21.80%8.92%
WMT
Walmart Inc.
9.07%24.49%73.99%12.88%-0.46%1.97%23.32%30.16%-3.43%46.56%

Correlation

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


Correlation
Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.18

Correlation (10Y)
Calculated over the trailing 10-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Jul 2, 2007

0.28

The correlation between DFS and WMT shifts across timeframes, from 0.08 (3 years) to 0.28 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Total Revenue (TTM)

DFS:

$10.25B

WMT:

$725.31B

Gross Profit (TTM)

DFS:

$7.81B

WMT:

$181.16B

EBITDA (TTM)

DFS:

$4.40B

WMT:

$44.32B

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Return for Risk

DFS vs. WMT — Risk / Return Rank

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

DFS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


WMT
WMT Risk / Return Rank: 7676
Overall Rank
WMT Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
WMT Sortino Ratio Rank: 7373
Sortino Ratio Rank
WMT Omega Ratio Rank: 7474
Omega Ratio Rank
WMT Calmar Ratio Rank: 7575
Calmar Ratio Rank
WMT Martin Ratio Rank: 8080
Martin Ratio Rank
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.

DFS vs. WMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Discover Financial Services (DFS) 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.

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.


DFSWMTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

1.83

Martin ratioReturn relative to average drawdown

5.82

DFS vs. WMT - Sharpe Ratio Comparison


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Drawdowns

DFS vs. WMT - Drawdown Comparison


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Drawdown Indicators


DFSWMTDifference

Max Drawdown

Largest peak-to-trough decline

-77.14%

Max Drawdown (1Y)

Largest decline over 1 year

-15.75%

Max Drawdown (3Y)

Largest decline over 3 years

-21.93%

Max Drawdown (5Y)

Largest decline over 5 years

-25.74%

Max Drawdown (10Y)

Largest decline over 10 years

-25.74%

Current Drawdown

Current decline from peak

-9.81%

Average Drawdown

Average peak-to-trough decline

-14.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.94%

Volatility

DFS vs. WMT - Volatility Comparison


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Volatility by Period


DFSWMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.86%

Volatility (6M)

Calculated over the trailing 6-month period

18.49%

Volatility (1Y)

Calculated over the trailing 1-year period

23.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.73%

Dividends

DFS vs. WMT - Dividend Comparison

DFS has not paid dividends to shareholders, while WMT's dividend yield for the trailing twelve months is around 0.80%.


PositionTTM20252024202320222021202020192018201720162015
DFS
Discover Financial Services
0.00%0.35%1.62%2.40%2.35%1.63%1.94%1.98%2.54%1.69%1.61%2.01%
WMT
Walmart Inc.
0.80%0.84%0.92%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%

Financials

DFS vs. WMT - Financials Comparison

This section allows you to compare key financial metrics between Discover Financial Services 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


0.0050.00B100.00B150.00B200.00B20222023202420252026
5.49B
177.75B
(DFS) Total Revenue
(WMT) Total Revenue
Values in USD except per share items

Frequently Asked Questions


DFS and WMT 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.

Portfolio Optimizer

Find the right allocation for DFS and WMT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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