IMKTA vs. WMK

Last updated Jun 4, 2026

IMKTA (Ingles Markets, Incorporated) and WMK (Weis Markets, Inc.) are both stocks. Both operate in the Grocery Stores industry within the Consumer Defensive sector. Over the past 10 years, IMKTA returned 10.07%/yr vs 5.99%/yr for WMK. At a 0.37 correlation, their price movements are largely independent.

Performance

IMKTA vs. WMK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ingles Markets, Incorporated (IMKTA) and Weis Markets, Inc. (WMK). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IMKTA achieves a 27.97% return, which is significantly higher than WMK's 16.32% return. Over the past 10 years, IMKTA has outperformed WMK with an annualized return of 10.07%, while WMK has yielded a comparatively lower 5.99% annualized return.

IMKTA

• 1D: -1.41%
• 1M: -0.34%
• YTD: 27.97%
• 6M: 13.00%
• 1Y: 44.64%
• 3Y*: 2.51%
• 5Y*: 7.44%
• 10Y*: 10.07%

WMK

• 1D: -0.51%
• 1M: 7.65%
• YTD: 16.32%
• 6M: 10.82%
• 1Y: 0.75%
• 3Y*: 7.55%
• 5Y*: 9.11%
• 10Y*: 5.99%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IMKTA vs. WMK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IMKTA Ingles Markets, Incorporated	27.97%	7.44%	-24.70%	-9.77%	12.58%	104.80%	-8.75%	78.27%	-19.72%	-26.73%
WMK Weis Markets, Inc.	16.32%	-3.57%	8.00%	-20.81%	27.10%	40.93%	21.27%	-12.73%	18.61%	-36.57%

Correlation

The correlation between IMKTA and WMK is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.68
Correlation (3Y) Calculated over the trailing 3-year period	0.64
Correlation (5Y) Calculated over the trailing 5-year period	0.67
Correlation (10Y) Calculated over the trailing 10-year period	0.59
Correlation (All Time) Calculated using the full available price history since Mar 27, 1990	0.37

Over the past year, IMKTA and WMK have become more correlated (0.68) than their long-term average of 0.37, meaning their price movements have been converging.

Fundamentals

EPS IMKTA : $7.32 WMK : $3.98
PE Ratio IMKTA : 11.94 WMK : 18.55
PS Ratio IMKTA : 0.23 WMK : 0.37
Total Revenue (TTM) IMKTA : $5.40B WMK : $5.01B
Gross Profit (TTM) IMKTA : $1.32B WMK : $1.16B
EBITDA (TTM) IMKTA : $279.31M WMK : $210.17M

Return for Risk

IMKTA vs. WMK — Risk / Return Rank

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

IMKTA

IMKTA Risk / Return Rank: 83
IMKTA Sharpe Ratio Rank: 84
IMKTA Sortino Ratio Rank: 81
IMKTA Omega Ratio Rank: 78
IMKTA Calmar Ratio Rank: 87
IMKTA Martin Ratio Rank: 85

WMK

WMK Risk / Return Rank: 39
WMK Sharpe Ratio Rank: 42
WMK Sortino Ratio Rank: 35
WMK Omega Ratio Rank: 35
WMK Calmar Ratio Rank: 41
WMK Martin Ratio Rank: 41

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.

IMKTA vs. WMK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ingles Markets, Incorporated (IMKTA) and Weis Markets, Inc. (WMK). 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.

	IMKTA	WMK	Difference
Sharpe ratio: Return per unit of total volatility	1.74	0.03	+1.71
Sortino ratio: Return per unit of downside risk	2.42	0.22	+2.19
Omega ratio: Gain probability vs. loss probability	1.29	1.03	+0.26
Calmar ratio: Return relative to maximum drawdown	3.83	0.04	+3.80
Martin ratio: Return relative to average drawdown	8.81	0.07	+8.73
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IMKTA vs. WMK - Sharpe Ratio Comparison

The current IMKTA Sharpe Ratio is 1.74, which is higher than the WMK Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of IMKTA and WMK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IMKTA	WMK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.74	0.03	+1.71
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.29	0.32	-0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.31	0.20	+0.11
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	0.19	+0.08

Drawdowns

IMKTA vs. WMK - Drawdown Comparison

The maximum IMKTA drawdown since its inception was -72.55%, which is greater than WMK's maximum drawdown of -48.66%. Use the drawdown chart below to compare losses from any high point for IMKTA and WMK.

Drawdown Indicators

	IMKTA	WMK	Difference
Max Drawdown Largest peak-to-trough decline	-72.55%	-48.66%	-23.89%
Max Drawdown (1Y) Largest decline over 1 year	-11.70%	-20.22%	+8.52%
Max Drawdown (3Y) Largest decline over 3 years	-31.98%	-29.37%	-2.61%
Max Drawdown (5Y) Largest decline over 5 years	-39.58%	-36.18%	-3.40%
Max Drawdown (10Y) Largest decline over 10 years	-59.08%	-48.66%	-10.42%
Current Drawdown Current decline from peak	-10.90%	-16.10%	+5.20%
Average Drawdown Average peak-to-trough decline	-23.72%	-16.07%	-7.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.08%	10.71%	-5.63%

Volatility

IMKTA vs. WMK - Volatility Comparison

Ingles Markets, Incorporated (IMKTA) and Weis Markets, Inc. (WMK) have volatilities of 6.23% and 6.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IMKTA	WMK	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.23%	6.50%	-0.27%
Volatility (6M) Calculated over the trailing 6-month period	18.42%	18.57%	-0.15%
Volatility (1Y) Calculated over the trailing 1-year period	25.82%	25.86%	-0.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.19%	28.48%	-2.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.40%	29.73%	+2.67%

Dividends

IMKTA vs. WMK - Dividend Comparison

IMKTA's dividend yield for the trailing twelve months is around 0.76%, less than WMK's 1.84% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IMKTA Ingles Markets, Incorporated	0.76%	0.96%	1.02%	0.76%	0.68%	0.76%	1.55%	1.39%	2.42%	1.91%	1.37%	1.50%
WMK Weis Markets, Inc.	1.84%	2.12%	2.01%	2.13%	1.58%	1.90%	2.59%	3.06%	2.53%	2.90%	1.80%	2.71%

Financials

Frequently Asked Questions

Can I hold both IMKTA and WMK in my portfolio?

IMKTA and WMK have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IMKTA or WMK?

WMK has higher volatility (6.50%) compared to IMKTA (6.23%). In terms of maximum drawdown, IMKTA dropped -72.55% vs WMK's -48.66%.

Which has better risk-adjusted returns?

IMKTA currently has the higher Sharpe Ratio (1.74 vs 0.03), 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.