NVR vs. WMT
NVR (NVR, Inc.) and WMT (Walmart Inc.) are both stocks. NVR operates in Residential Construction (Consumer Cyclical), while WMT operates in Discount Stores (Consumer Defensive). Over the past 10 years, NVR returned 13.65%/yr vs 19.62%/yr for WMT. At a 0.20 correlation, their price movements are largely independent.
Performance
NVR vs. WMT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, NVR achieves a -15.11% return, which is significantly lower than WMT's 7.98% return. Over the past 10 years, NVR has underperformed WMT with an annualized return of 13.65%, while WMT has yielded a comparatively higher 19.62% annualized return.
NVR
- 1D
- 0.14%
- 1M
- 3.63%
- YTD
- -15.11%
- 6M
- -16.77%
- 1Y
- -13.00%
- 3Y*
- 2.09%
- 5Y*
- 5.25%
- 10Y*
- 13.65%
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%
NVR vs. WMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NVR NVR, Inc. | -15.11% | -10.83% | 16.83% | 51.77% | -21.94% | 44.83% | 7.13% | 56.28% | -30.53% | 110.20% |
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 NVR and WMT is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 1987 | 0.20 |
Fundamentals
NVR:
$18.13B
WMT:
$958.52B
NVR:
$408.34
WMT:
$2.88
NVR:
15.16
WMT:
41.62
NVR:
1.48
WMT:
2.72
NVR:
1.94
WMT:
1.32
NVR:
5.19
WMT:
10.16
NVR:
$9.66B
WMT:
$725.31B
NVR:
$2.17B
WMT:
$181.16B
NVR:
$1.60B
WMT:
$44.32B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
NVR vs. WMT — Risk / Return Rank
NVR
WMT
NVR vs. WMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NVR, Inc. (NVR) 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.
| NVR | WMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.50 | ||
| Sortino ratioReturn per unit of downside risk | -2.08 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.20 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 1.53 | -1.90 |
| Martin ratioReturn relative to average drawdown | -0.84 | 5.02 | -5.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| NVR | WMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.48 | 1.02 | -1.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 1.04 | -0.85 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.91 | -0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.64 | -0.59 |
Drawdowns
NVR vs. WMT - Drawdown Comparison
The maximum NVR drawdown since its inception was -96.47%, which is greater than WMT's maximum drawdown of -77.14%. Use the drawdown chart below to compare losses from any high point for NVR and WMT.
Loading charts...
Drawdown Indicators
| NVR | WMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.47% | -77.14% | -19.33% |
Max Drawdown (1Y)Largest decline over 1 year | -34.88% | -15.75% | -19.13% |
Max Drawdown (3Y)Largest decline over 3 years | -43.94% | -21.93% | -22.01% |
Max Drawdown (5Y)Largest decline over 5 years | -43.94% | -25.74% | -18.20% |
Max Drawdown (10Y)Largest decline over 10 years | -46.13% | -25.74% | -20.39% |
Current DrawdownCurrent decline from peak | -37.62% | -10.71% | -26.91% |
Average DrawdownAverage peak-to-trough decline | -23.55% | -14.63% | -8.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.45% | 4.79% | +10.66% |
Volatility
NVR vs. WMT - Volatility Comparison
The current volatility for NVR, Inc. (NVR) is 6.50%, while Walmart Inc. (WMT) has a volatility of 10.26%. This indicates that NVR 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.
Loading charts...
Volatility by Period
| NVR | WMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.50% | 10.26% | -3.76% |
Volatility (6M)Calculated over the trailing 6-month period | 19.81% | 18.59% | +1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.21% | 23.72% | +3.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.54% | 21.68% | +5.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.95% | 21.73% | +10.22% |
Dividends
NVR vs. WMT - Dividend Comparison
NVR has not paid dividends to shareholders, while WMT's dividend yield for the trailing twelve months is around 0.81%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NVR NVR, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
NVR vs. WMT - Financials Comparison
This section allows you to compare key financial metrics between NVR, 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
NVR vs. WMT - Profitability Comparison
NVR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, NVR, Inc. reported a gross profit of 360.34M and revenue of 1.83B. Therefore, the gross margin over that period was 19.6%.
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%.
NVR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, NVR, Inc. reported an operating income of 203.37M and revenue of 1.83B, resulting in an operating margin of 11.1%.
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%.
NVR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, NVR, Inc. reported a net income of 198.36M and revenue of 1.83B, resulting in a net margin of 10.8%.
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
NVR and WMT have a correlation of 0.16, 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 NVR (6.50%). In terms of maximum drawdown, NVR dropped -96.47% vs WMT's -77.14%.
WMT currently has the higher Sharpe Ratio (1.02 vs -0.48), 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.
Find the right allocation for NVR and WMT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer