FSK vs. WMT
FSK (FS KKR Capital Corp.) and WMT (Walmart Inc.) are both stocks. FSK operates in Asset Management (Financial Services), while WMT operates in Discount Stores (Consumer Defensive). Over the past 10 years, FSK returned 2.27%/yr vs 19.62%/yr for WMT. At a 0.15 correlation, their price movements are largely independent.
Performance
FSK vs. WMT - Performance Comparison
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Returns By Period
In the year-to-date period, FSK achieves a -24.63% return, which is significantly lower than WMT's 7.98% return. Over the past 10 years, FSK has underperformed WMT with an annualized return of 2.27%, while WMT has yielded a comparatively higher 19.62% annualized return.
FSK
- 1D
- -0.56%
- 1M
- -1.85%
- YTD
- -24.63%
- 6M
- -28.17%
- 1Y
- -40.83%
- 3Y*
- -5.35%
- 5Y*
- -1.31%
- 10Y*
- 2.27%
WMT
- 1D
- 0.80%
- 1M
- -8.13%
- YTD
- 7.98%
- 6M
- 6.15%
- 1Y
- 23.97%
- 3Y*
- 34.37%
- 5Y*
- 22.47%
- 10Y*
- 19.62%
FSK vs. WMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSK FS KKR Capital Corp. | -24.63% | -20.38% | 25.71% | 33.04% | -4.71% | 41.59% | -10.27% | 33.89% | -20.23% | -21.23% |
WMT Walmart Inc. | 7.98% | 24.49% | 73.99% | 12.88% | -0.46% | 1.97% | 23.32% | 30.16% | -3.43% | 46.56% |
Correlation
The correlation between FSK and WMT is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2014 | 0.15 |
The correlation between FSK and WMT shifts across timeframes, from -0.10 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
Fundamentals
FSK:
$2.98B
WMT:
$958.52B
FSK:
-$0.39
WMT:
$2.88
FSK:
3.73
WMT:
1.32
FSK:
0.57
WMT:
10.16
FSK:
$798.00M
WMT:
$725.31B
FSK:
$172.00M
WMT:
$181.16B
FSK:
$110.43M
WMT:
$44.32B
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Return for Risk
FSK vs. WMT — Risk / Return Rank
FSK
WMT
FSK vs. WMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FS KKR Capital Corp. (FSK) 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.
| FSK | WMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.35 | ||
| Sortino ratioReturn per unit of downside risk | -3.46 | ||
| Omega ratioGain probability vs. loss probability | 0.75 | 1.20 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 1.53 | -2.33 |
| Martin ratioReturn relative to average drawdown | -1.26 | 5.02 | -6.28 |
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
| FSK | WMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.34 | 1.02 | -2.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 1.04 | -1.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.08 | 0.91 | -0.82 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.64 | -0.54 |
Drawdowns
FSK vs. WMT - Drawdown Comparison
The maximum FSK drawdown since its inception was -67.20%, smaller than the maximum WMT drawdown of -77.14%. Use the drawdown chart below to compare losses from any high point for FSK and WMT.
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Drawdown Indicators
| FSK | WMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.20% | -77.14% | +9.94% |
Max Drawdown (1Y)Largest decline over 1 year | -51.01% | -15.75% | -35.26% |
Max Drawdown (3Y)Largest decline over 3 years | -51.03% | -21.93% | -29.10% |
Max Drawdown (5Y)Largest decline over 5 years | -51.03% | -25.74% | -25.29% |
Max Drawdown (10Y)Largest decline over 10 years | -67.20% | -25.74% | -41.46% |
Current DrawdownCurrent decline from peak | -45.83% | -10.71% | -35.12% |
Average DrawdownAverage peak-to-trough decline | -13.50% | -14.63% | +1.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.40% | 4.79% | +27.61% |
Volatility
FSK vs. WMT - Volatility Comparison
The current volatility for FS KKR Capital Corp. (FSK) is 6.18%, while Walmart Inc. (WMT) has a volatility of 10.26%. This indicates that FSK experiences smaller price fluctuations and is considered to be less risky 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
| FSK | WMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.18% | 10.26% | -4.08% |
Volatility (6M)Calculated over the trailing 6-month period | 26.52% | 18.59% | +7.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.67% | 23.72% | +6.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.07% | 21.68% | +2.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.92% | 21.73% | +6.19% |
Dividends
FSK vs. WMT - Dividend Comparison
FSK's dividend yield for the trailing twelve months is around 24.25%, more than WMT's 0.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSK FS KKR Capital Corp. | 24.25% | 18.91% | 13.35% | 14.77% | 15.20% | 11.80% | 15.46% | 12.40% | 16.41% | 11.68% | 8.65% | 9.91% |
WMT Walmart Inc. | 0.81% | 0.84% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% |
Financials
FSK vs. WMT - Financials Comparison
This section allows you to compare key financial metrics between FS KKR Capital Corp. 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
FSK vs. WMT - Profitability Comparison
FSK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, FS KKR Capital Corp. reported a gross profit of 0.00 and revenue of 304.00M. 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%.
FSK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, FS KKR Capital Corp. reported an operating income of -1.57M and revenue of 304.00M, resulting in an operating margin of -0.5%.
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%.
FSK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, FS KKR Capital Corp. reported a net income of 0.00 and revenue of 304.00M, resulting in a net margin of 0.0%.
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
FSK and WMT have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WMT has higher volatility (10.26%) compared to FSK (6.18%). In terms of maximum drawdown, FSK dropped -67.20% vs WMT's -77.14%.
WMT currently has the higher Sharpe Ratio (1.02 vs -1.34), 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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