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IMKTA vs. WMT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

IMKTA vs. WMT - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
-2.93%
31.64%
IMKTA
WMT

Returns By Period

In the year-to-date period, IMKTA achieves a -17.07% return, which is significantly lower than WMT's 61.88% return. Over the past 10 years, IMKTA has underperformed WMT with an annualized return of 11.64%, while WMT has yielded a comparatively higher 14.00% annualized return.


IMKTA

YTD

-17.07%

1M

11.38%

6M

-6.05%

1Y

-11.42%

5Y (annualized)

11.25%

10Y (annualized)

11.64%

WMT

YTD

61.88%

1M

3.73%

6M

30.69%

1Y

64.16%

5Y (annualized)

18.13%

10Y (annualized)

14.00%

Fundamentals


IMKTAWMT
Market Cap$1.36B$683.17B
EPS$8.40$1.94
PE Ratio8.5443.81
PEG Ratio0.892.98
Total Revenue (TTM)$4.24B$504.23B
Gross Profit (TTM)$1.00B$124.17B
EBITDA (TTM)$230.74M$31.49B

Key characteristics


IMKTAWMT
Sharpe Ratio-0.432.70
Sortino Ratio-0.453.59
Omega Ratio0.941.55
Calmar Ratio-0.274.70
Martin Ratio-0.6129.94
Ulcer Index17.04%1.70%
Daily Std Dev24.53%18.83%
Max Drawdown-72.60%-77.42%
Current Drawdown-28.63%-1.46%

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Correlation

-0.50.00.51.00.2

The correlation between IMKTA and WMT is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

IMKTA vs. WMT - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for IMKTA, currently valued at -0.43, compared to the broader market-4.00-2.000.002.004.00-0.433.80
The chart of Sortino ratio for IMKTA, currently valued at -0.45, compared to the broader market-4.00-2.000.002.004.00-0.455.79
The chart of Omega ratio for IMKTA, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.73
The chart of Calmar ratio for IMKTA, currently valued at -0.27, compared to the broader market0.002.004.006.00-0.275.93
The chart of Martin ratio for IMKTA, currently valued at -0.61, compared to the broader market0.0010.0020.0030.00-0.6137.72
IMKTA
WMT

The current IMKTA Sharpe Ratio is -0.43, which is lower than the WMT Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of IMKTA and WMT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
-0.43
3.80
IMKTA
WMT

Dividends

IMKTA vs. WMT - Dividend Comparison

IMKTA's dividend yield for the trailing twelve months is around 0.93%, less than WMT's 0.97% yield.


TTM20232022202120202019201820172016201520142013
IMKTA
Ingles Markets, Incorporated
0.93%0.76%0.68%0.76%1.55%1.39%2.42%1.91%1.37%1.50%1.78%1.83%
WMT
Walmart Inc.
0.97%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%2.39%

Drawdowns

IMKTA vs. WMT - Drawdown Comparison

The maximum IMKTA drawdown since its inception was -72.60%, smaller than the maximum WMT drawdown of -77.42%. Use the drawdown chart below to compare losses from any high point for IMKTA and WMT. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-28.63%
-1.46%
IMKTA
WMT

Volatility

IMKTA vs. WMT - Volatility Comparison

Ingles Markets, Incorporated (IMKTA) has a higher volatility of 9.78% compared to Walmart Inc. (WMT) at 3.89%. This indicates that IMKTA'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.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
9.78%
3.89%
IMKTA
WMT

Financials

IMKTA vs. WMT - Financials Comparison

This section allows you to compare key financial metrics between Ingles Markets, Incorporated 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


Values in USD except per share items