FRCOY vs. WMT
FRCOY (Fast Retailing Co Ltd ADR) and WMT (Walmart Inc.) are both stocks. FRCOY operates in Apparel Retail (Consumer Cyclical), while WMT operates in Discount Stores (Consumer Defensive). Over the past 10 years, FRCOY returned 19.37%/yr vs 19.77%/yr for WMT. At a 0.13 correlation, their price movements are largely independent.
Performance
FRCOY vs. WMT - Performance Comparison
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Returns By Period
In the year-to-date period, FRCOY achieves a 40.23% return, which is significantly higher than WMT's 9.07% return. Both investments have delivered pretty close results over the past 10 years, with FRCOY having a 19.37% annualized return and WMT not far ahead at 19.77%.
FRCOY
- 1D
- 1.28%
- 1M
- 9.71%
- YTD
- 40.23%
- 6M
- 41.13%
- 1Y
- 54.91%
- 3Y*
- 25.64%
- 5Y*
- 15.35%
- 10Y*
- 19.37%
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%
FRCOY vs. WMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRCOY Fast Retailing Co Ltd ADR | 40.23% | 7.87% | 37.62% | 21.99% | 6.90% | -36.95% | 50.62% | 17.05% | 27.87% | 12.63% |
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 FRCOY and WMT is 0.09, 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 | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Oct 31, 2008 | 0.13 |
Fundamentals
FRCOY:
$155.99B
WMT:
$968.20B
FRCOY:
¥157.47
WMT:
$2.88
FRCOY:
51.64
WMT:
42.04
FRCOY:
1.86
WMT:
2.75
FRCOY:
6.75
WMT:
1.34
FRCOY:
9.47
WMT:
10.26
FRCOY:
¥3.70T
WMT:
$725.31B
FRCOY:
¥1.89T
WMT:
$181.16B
FRCOY:
¥923.74B
WMT:
$44.32B
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Return for Risk
FRCOY vs. WMT — Risk / Return Rank
FRCOY
WMT
FRCOY vs. WMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fast Retailing Co Ltd ADR (FRCOY) 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.
| FRCOY | WMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.35 | ||
| Sortino ratioReturn per unit of downside risk | +0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.23 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.14 | 1.83 | +1.31 |
| Martin ratioReturn relative to average drawdown | 8.25 | 5.82 | +2.43 |
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Drawdowns
FRCOY vs. WMT - Drawdown Comparison
The maximum FRCOY drawdown since its inception was -57.39%, smaller than the maximum WMT drawdown of -77.14%. Use the drawdown chart below to compare losses from any high point for FRCOY and WMT.
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Drawdown Indicators
| FRCOY | WMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.39% | -77.14% | +19.75% |
Max Drawdown (1Y)Largest decline over 1 year | -17.59% | -15.75% | -1.84% |
Max Drawdown (3Y)Largest decline over 3 years | -22.72% | -21.93% | -0.79% |
Max Drawdown (5Y)Largest decline over 5 years | -42.91% | -25.74% | -17.17% |
Max Drawdown (10Y)Largest decline over 10 years | -57.39% | -25.74% | -31.65% |
Current DrawdownCurrent decline from peak | -2.21% | -9.81% | +7.60% |
Average DrawdownAverage peak-to-trough decline | -19.23% | -14.63% | -4.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.68% | 4.94% | +1.74% |
Volatility
FRCOY vs. WMT - Volatility Comparison
Fast Retailing Co Ltd ADR (FRCOY) has a higher volatility of 11.60% compared to Walmart Inc. (WMT) at 9.86%. This indicates that FRCOY'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
| FRCOY | WMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.60% | 9.86% | +1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 25.42% | 18.49% | +6.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.15% | 23.67% | +11.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.20% | 21.68% | +8.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.00% | 21.73% | +8.27% |
Dividends
FRCOY vs. WMT - Dividend Comparison
FRCOY has not paid dividends to shareholders, while WMT's dividend yield for the trailing twelve months is around 0.80%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRCOY Fast Retailing Co Ltd ADR | 0.00% | 0.45% | 0.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.81% | 0.90% | 0.83% |
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
FRCOY vs. WMT - Financials Comparison
This section allows you to compare key financial metrics between Fast Retailing Co Ltd ADR 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
FRCOY vs. WMT - Profitability Comparison
FRCOY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fast Retailing Co Ltd ADR reported a gross profit of 487.02B and revenue of 1.03T. Therefore, the gross margin over that period was 47.2%.
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%.
FRCOY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fast Retailing Co Ltd ADR reported an operating income of 182.06B and revenue of 1.03T, resulting in an operating margin of 17.7%.
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%.
FRCOY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fast Retailing Co Ltd ADR reported a net income of 132.38B and revenue of 1.03T, resulting in a net margin of 12.8%.
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
FRCOY and WMT have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FRCOY has higher volatility (11.60%) compared to WMT (9.86%). In terms of maximum drawdown, FRCOY dropped -57.39% vs WMT's -77.14%.
FRCOY currently has the higher Sharpe Ratio (1.57 vs 1.22), 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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