PG vs. WMT
PG (The Procter & Gamble Company) and WMT (Walmart Inc.) are both stocks. Both are in the Consumer Defensive sector — PG in Household & Personal Products, WMT in Discount Stores. Over the past 10 years, PG returned 8.36%/yr vs 19.37%/yr for WMT. At a 0.32 correlation, their price movements are largely independent.
Performance
PG vs. WMT - Performance Comparison
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Returns By Period
In the year-to-date period, PG achieves a -0.74% return, which is significantly lower than WMT's 5.33% return. Over the past 10 years, PG has underperformed WMT with an annualized return of 8.36%, while WMT has yielded a comparatively higher 19.37% annualized return.
PG
- 1D
- -0.45%
- 1M
- -2.25%
- YTD
- -0.74%
- 6M
- -3.04%
- 1Y
- -13.56%
- 3Y*
- 1.13%
- 5Y*
- 3.21%
- 10Y*
- 8.36%
WMT
- 1D
- 3.39%
- 1M
- -10.14%
- YTD
- 5.33%
- 6M
- 2.78%
- 1Y
- 17.89%
- 3Y*
- 34.52%
- 5Y*
- 21.38%
- 10Y*
- 19.37%
PG vs. WMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | -0.74% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
WMT Walmart Inc. | 5.33% | 24.49% | 73.99% | 12.88% | -0.46% | 1.97% | 23.32% | 30.16% | -3.43% | 46.56% |
Correlation
The correlation between PG and WMT is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 1972 | 0.32 |
The correlation between PG and WMT shifts across timeframes, from 0.30 (1 year) to 0.40 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
PG:
$338.77B
WMT:
$935.00B
PG:
$5.23
WMT:
$2.88
PG:
26.82
WMT:
40.60
PG:
6.56
WMT:
2.65
PG:
3.93
WMT:
1.29
PG:
6.28
WMT:
9.91
PG:
$86.72B
WMT:
$725.31B
PG:
$43.64B
WMT:
$181.16B
PG:
$22.63B
WMT:
$44.32B
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Return for Risk
PG vs. WMT — Risk / Return Rank
PG
WMT
PG vs. WMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PG) 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.
| PG | WMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.50 | ||
| Sortino ratioReturn per unit of downside risk | -2.18 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.16 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.87 | 1.14 | -2.01 |
| Martin ratioReturn relative to average drawdown | -1.45 | 3.84 | -5.29 |
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
| PG | WMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.75 | 0.76 | -1.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.99 | -0.81 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.89 | -0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.64 | -0.18 |
Drawdowns
PG vs. WMT - Drawdown Comparison
The maximum PG drawdown since its inception was -54.25%, smaller than the maximum WMT drawdown of -77.14%. Use the drawdown chart below to compare losses from any high point for PG and WMT.
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Drawdown Indicators
| PG | WMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.25% | -77.14% | +22.89% |
Max Drawdown (1Y)Largest decline over 1 year | -15.66% | -15.75% | +0.09% |
Max Drawdown (3Y)Largest decline over 3 years | -21.15% | -21.93% | +0.78% |
Max Drawdown (5Y)Largest decline over 5 years | -23.77% | -25.74% | +1.97% |
Max Drawdown (10Y)Largest decline over 10 years | -23.77% | -25.74% | +1.97% |
Current DrawdownCurrent decline from peak | -18.75% | -12.90% | -5.85% |
Average DrawdownAverage peak-to-trough decline | -12.16% | -14.63% | +2.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.64% | 4.74% | +4.90% |
Volatility
PG vs. WMT - Volatility Comparison
The current volatility for The Procter & Gamble Company (PG) is 6.16%, while Walmart Inc. (WMT) has a volatility of 10.05%. This indicates that PG 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
| PG | WMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.16% | 10.05% | -3.89% |
Volatility (6M)Calculated over the trailing 6-month period | 14.82% | 18.63% | -3.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.24% | 23.70% | -5.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.70% | 21.68% | -3.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.00% | 21.72% | -2.72% |
Dividends
PG vs. WMT - Dividend Comparison
PG's dividend yield for the trailing twelve months is around 3.04%, more than WMT's 0.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 3.04% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
WMT Walmart Inc. | 0.83% | 0.84% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% |
Financials
PG vs. WMT - Financials Comparison
This section allows you to compare key financial metrics between The Procter & Gamble Company 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
PG vs. WMT - Profitability Comparison
PG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported a gross profit of 10.51B and revenue of 21.24B. Therefore, the gross margin over that period was 49.5%.
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%.
PG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported an operating income of 4.58B and revenue of 21.24B, resulting in an operating margin of 21.6%.
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%.
PG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported a net income of 18.50M and revenue of 21.24B, resulting in a net margin of 0.1%.
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
PG and WMT have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WMT has higher volatility (10.05%) compared to PG (6.16%). In terms of maximum drawdown, PG dropped -54.25% vs WMT's -77.14%.
WMT currently has the higher Sharpe Ratio (0.76 vs -0.75), 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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