EMR vs. WMT
EMR (Emerson Electric Co.) and WMT (Walmart Inc.) are both stocks. EMR operates in Specialty Industrial Machinery (Industrials), while WMT operates in Discount Stores (Consumer Defensive). Over the past 10 years, EMR returned 13.21%/yr vs 19.37%/yr for WMT. At a 0.29 correlation, their price movements are largely independent.
Performance
EMR vs. WMT - Performance Comparison
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Returns By Period
In the year-to-date period, EMR achieves a 6.99% return, which is significantly higher than WMT's 5.33% return. Over the past 10 years, EMR has underperformed WMT with an annualized return of 13.21%, while WMT has yielded a comparatively higher 19.37% annualized return.
EMR
- 1D
- -0.81%
- 1M
- 4.42%
- YTD
- 6.99%
- 6M
- 5.27%
- 1Y
- 18.92%
- 3Y*
- 21.58%
- 5Y*
- 9.66%
- 10Y*
- 13.21%
WMT
- 1D
- 3.39%
- 1M
- -10.14%
- YTD
- 5.33%
- 6M
- 2.78%
- 1Y
- 17.89%
- 3Y*
- 34.52%
- 5Y*
- 21.38%
- 10Y*
- 19.37%
EMR vs. WMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EMR Emerson Electric Co. | 6.99% | 8.92% | 29.73% | 3.75% | 5.74% | 18.19% | 8.61% | 31.53% | -11.87% | 29.05% |
WMT Walmart Inc. | 5.33% | 24.49% | 73.99% | 12.88% | -0.46% | 1.97% | 23.32% | 30.16% | -3.43% | 46.56% |
Correlation
The correlation between EMR and WMT is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 1972 | 0.29 |
Over the past year, the correlation between EMR and WMT has dropped to 0.00 - well below their long-term average of 0.29, suggesting their price drivers have been diverging.
Fundamentals
EMR:
$79.32B
WMT:
$935.00B
EMR:
$4.33
WMT:
$2.88
EMR:
32.52
WMT:
40.60
EMR:
11.56
WMT:
2.65
EMR:
4.34
WMT:
1.29
EMR:
3.90
WMT:
9.91
EMR:
$18.32B
WMT:
$725.31B
EMR:
$7.22B
WMT:
$181.16B
EMR:
$3.87B
WMT:
$44.32B
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Return for Risk
EMR vs. WMT — Risk / Return Rank
EMR
WMT
EMR vs. WMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Emerson Electric Co. (EMR) 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.
| EMR | WMT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.64 | 0.76 | -0.12 |
Sortino ratioReturn per unit of downside risk | 1.06 | 1.22 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.16 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.81 | 1.14 | -0.33 |
Martin ratioReturn relative to average drawdown | 1.79 | 3.84 | -2.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EMR | WMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | 0.76 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.99 | -0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.89 | -0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.64 | -0.29 |
Drawdowns
EMR vs. WMT - Drawdown Comparison
The maximum EMR drawdown since its inception was -59.05%, smaller than the maximum WMT drawdown of -77.14%. Use the drawdown chart below to compare losses from any high point for EMR and WMT.
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Drawdown Indicators
| EMR | WMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.05% | -77.14% | +18.09% |
Max Drawdown (1Y)Largest decline over 1 year | -23.45% | -15.75% | -7.70% |
Max Drawdown (3Y)Largest decline over 3 years | -29.62% | -21.93% | -7.69% |
Max Drawdown (5Y)Largest decline over 5 years | -29.62% | -25.74% | -3.88% |
Max Drawdown (10Y)Largest decline over 10 years | -50.77% | -25.74% | -25.03% |
Current DrawdownCurrent decline from peak | -12.18% | -12.90% | +0.72% |
Average DrawdownAverage peak-to-trough decline | -14.11% | -14.63% | +0.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.59% | 4.74% | +5.85% |
Volatility
EMR vs. WMT - Volatility Comparison
Emerson Electric Co. (EMR) has a higher volatility of 10.89% compared to Walmart Inc. (WMT) at 10.05%. This indicates that EMR'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.
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Volatility by Period
| EMR | WMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.89% | 10.05% | +0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 24.58% | 18.63% | +5.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.89% | 23.70% | +6.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.22% | 21.68% | +5.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.09% | 21.72% | +7.37% |
Dividends
EMR vs. WMT - Dividend Comparison
EMR's dividend yield for the trailing twelve months is around 1.56%, more than WMT's 0.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMR Emerson Electric Co. | 1.56% | 1.61% | 1.70% | 2.14% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% |
WMT Walmart Inc. | 0.83% | 0.84% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% |
Financials
EMR vs. WMT - Financials Comparison
This section allows you to compare key financial metrics between Emerson Electric Co. 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.
Total Revenue: Total amount of money received from sales and other business activities
EMR vs. WMT - Profitability Comparison
EMR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Emerson Electric Co. reported a gross profit of 0.00 and revenue of 4.56B. Therefore, the gross margin over that period was 0.0%.
WMT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.
EMR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Emerson Electric Co. reported an operating income of 0.00 and revenue of 4.56B, resulting in an operating margin of 0.0%.
WMT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Walmart Inc. reported an operating income of 7.49B and revenue of 177.75B, resulting in an operating margin of 4.2%.
EMR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Emerson Electric Co. reported a net income of 618.00M and revenue of 4.56B, resulting in a net margin of 13.6%.
WMT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Walmart Inc. reported a net income of 5.65B and revenue of 177.75B, resulting in a net margin of 3.2%.
Frequently Asked Questions
EMR and WMT have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EMR has higher volatility (10.89%) compared to WMT (10.05%). In terms of maximum drawdown, EMR dropped -59.05% vs WMT's -77.14%.
WMT currently has the higher Sharpe Ratio (0.76 vs 0.64), 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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