M vs. WMT
Compare and contrast key facts about Macy's, Inc. (M) and Walmart Inc. (WMT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: M or WMT.
Key characteristics
| M | WMT | |
|---|---|---|
| YTD Return | -20.31% | 62.31% |
| 1Y Return | 28.24% | 51.27% |
| 3Y Return (Ann) | -17.67% | 21.78% |
| 5Y Return (Ann) | 2.05% | 18.20% |
| 10Y Return (Ann) | -9.21% | 14.06% |
| Sharpe Ratio | 0.77 | 2.82 |
| Sortino Ratio | 1.44 | 3.72 |
| Omega Ratio | 1.18 | 1.57 |
| Calmar Ratio | 0.50 | 4.92 |
| Martin Ratio | 2.21 | 14.78 |
| Ulcer Index | 17.12% | 3.60% |
| Daily Std Dev | 49.40% | 18.85% |
| Max Drawdown | -91.95% | -77.42% |
| Current Drawdown | -68.22% | -1.20% |
Fundamentals
| M | WMT | |
|---|---|---|
| Market Cap | $4.18B | $683.17B |
| EPS | $0.65 | $1.94 |
| PE Ratio | 23.20 | 43.81 |
| PEG Ratio | 0.10 | 2.98 |
| Total Revenue (TTM) | $18.47B | $504.23B |
| Gross Profit (TTM) | $7.51B | $124.17B |
| EBITDA (TTM) | $1.88B | $31.49B |
Correlation
The correlation between M and WMT is 0.33, 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.
Performance
M vs. WMT - Performance Comparison
In the year-to-date period, M achieves a -20.31% return, which is significantly lower than WMT's 62.31% return. Over the past 10 years, M has underperformed WMT with an annualized return of -9.21%, while WMT has yielded a comparatively higher 14.06% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
M vs. WMT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Macy's, Inc. (M) 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.
Dividends
M vs. WMT - Dividend Comparison
M's dividend yield for the trailing twelve months is around 4.41%, more than WMT's 0.96% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
M Macy's, Inc. | 4.41% | 3.28% | 3.06% | 1.15% | 3.36% | 8.89% | 5.08% | 6.00% | 4.17% | 3.98% | 1.81% | 1.78% |
WMT Walmart Inc. | 0.96% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% |
Drawdowns
M vs. WMT - Drawdown Comparison
The maximum M drawdown since its inception was -91.95%, which is greater than WMT's maximum drawdown of -77.42%. Use the drawdown chart below to compare losses from any high point for M and WMT. For additional features, visit the drawdowns tool.
Volatility
M vs. WMT - Volatility Comparison
Macy's, Inc. (M) has a higher volatility of 9.38% compared to Walmart Inc. (WMT) at 3.92%. This indicates that M'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.
Financials
M vs. WMT - Financials Comparison
This section allows you to compare key financial metrics between Macy's, Inc. 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