RBGLY vs. WMMVY

Last updated Jun 4, 2026

RBGLY (Reckitt Benckiser Group plc) and WMMVY (Wal Mart de Mexico SAB de CV ADR) are both stocks. Both are in the Consumer Defensive sector — RBGLY in Household & Personal Products, WMMVY in Discount Stores. Over the past 10 years, RBGLY returned -2.02%/yr vs 5.37%/yr for WMMVY. At a 0.16 correlation, their price movements are largely independent.

Performance

RBGLY vs. WMMVY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Reckitt Benckiser Group plc (RBGLY) and Wal Mart de Mexico SAB de CV ADR (WMMVY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RBGLY achieves a -23.67% return, which is significantly lower than WMMVY's -3.18% return. Over the past 10 years, RBGLY has underperformed WMMVY with an annualized return of -2.02%, while WMMVY has yielded a comparatively higher 5.37% annualized return.

RBGLY

• 1D: -0.08%
• 1M: -5.01%
• YTD: -23.67%
• 6M: -22.13%
• 1Y: -8.11%
• 3Y*: -4.82%
• 5Y*: -4.95%
• 10Y*: -2.02%

WMMVY

• 1D: 0.40%
• 1M: -2.27%
• YTD: -3.18%
• 6M: -6.34%
• 1Y: -6.98%
• 3Y*: -4.86%
• 5Y*: 1.68%
• 10Y*: 5.37%

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

RBGLY vs. WMMVY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RBGLY Reckitt Benckiser Group plc	-23.67%	40.48%	-8.32%	0.50%	-17.22%	-0.65%	12.14%	12.52%	-18.38%	17.03%
WMMVY Wal Mart de Mexico SAB de CV ADR	-3.18%	21.40%	-35.04%	24.21%	-3.70%	35.33%	1.62%	15.94%	6.58%	41.89%

Correlation

The correlation between RBGLY and WMMVY is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.27
Correlation (3Y) Calculated over the trailing 3-year period	0.14
Correlation (5Y) Calculated over the trailing 5-year period	0.13
Correlation (10Y) Calculated over the trailing 10-year period	0.15
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016	0.16

The correlation between RBGLY and WMMVY shifts across timeframes, from 0.13 (5 years) to 0.27 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap RBGLY : $39.56B WMMVY : $52.39B
EPS RBGLY : $1.37 WMMVY : $28.68
PE Ratio RBGLY : 8.83 WMMVY : 1.05
PEG Ratio RBGLY : 0.18 WMMVY : 0.56
PS Ratio RBGLY : 1.43 WMMVY : 0.05
PB Ratio RBGLY : 5.12 WMMVY : 0.21
Total Revenue (TTM) RBGLY : $28.33B WMMVY : $1.01T
Gross Profit (TTM) RBGLY : $17.20B WMMVY : $244.53B
EBITDA (TTM) RBGLY : $7.66B WMMVY : $98.11B

Return for Risk

RBGLY vs. WMMVY — Risk / Return Rank

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

RBGLY

RBGLY Risk / Return Rank: 26
RBGLY Sharpe Ratio Rank: 25
RBGLY Sortino Ratio Rank: 22
RBGLY Omega Ratio Rank: 22
RBGLY Calmar Ratio Rank: 32
RBGLY Martin Ratio Rank: 28

WMMVY

WMMVY Risk / Return Rank: 27
WMMVY Sharpe Ratio Rank: 30
WMMVY Sortino Ratio Rank: 26
WMMVY Omega Ratio Rank: 26
WMMVY Calmar Ratio Rank: 30
WMMVY Martin Ratio Rank: 24

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.

RBGLY vs. WMMVY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Reckitt Benckiser Group plc (RBGLY) and Wal Mart de Mexico SAB de CV ADR (WMMVY). 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.

	RBGLY	WMMVY	Difference
Sharpe ratio Return per unit of total volatility	-0.36	-0.26	-0.10
Sortino ratio Return per unit of downside risk	-0.41	-0.20	-0.21
Omega ratio Gain probability vs. loss probability	0.95	0.98	-0.03
Calmar ratio Return relative to maximum drawdown	-0.27	-0.35	+0.08
Martin ratio Return relative to average drawdown	-0.67	-0.90	+0.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RBGLY vs. WMMVY - Sharpe Ratio Comparison

The current RBGLY Sharpe Ratio is -0.36, which is lower than the WMMVY Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of RBGLY and WMMVY, 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

	RBGLY	WMMVY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.36	-0.26	-0.10
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.21	0.06	-0.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.08	0.17	-0.26
Sharpe Ratio (All Time) Calculated using the full available price history	0.23	0.16	+0.07

Drawdowns

RBGLY vs. WMMVY - Drawdown Comparison

The maximum RBGLY drawdown since its inception was -44.53%, which is greater than WMMVY's maximum drawdown of -39.68%. Use the drawdown chart below to compare losses from any high point for RBGLY and WMMVY.

Drawdown Indicators

	RBGLY	WMMVY	Difference
Max Drawdown Largest peak-to-trough decline	-44.53%	-39.68%	-4.85%
Max Drawdown (1Y) Largest decline over 1 year	-30.14%	-20.18%	-9.96%
Max Drawdown (3Y) Largest decline over 3 years	-32.47%	-39.68%	+7.21%
Max Drawdown (5Y) Largest decline over 5 years	-39.91%	-39.68%	-0.23%
Max Drawdown (10Y) Largest decline over 10 years	-44.53%	-39.68%	-4.85%
Current Drawdown Current decline from peak	-30.14%	-24.72%	-5.42%
Average Drawdown Average peak-to-trough decline	-13.36%	-11.90%	-1.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.15%	7.78%	+4.37%

Volatility

RBGLY vs. WMMVY - Volatility Comparison

Reckitt Benckiser Group plc (RBGLY) and Wal Mart de Mexico SAB de CV ADR (WMMVY) have volatilities of 7.68% and 7.85%, 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

	RBGLY	WMMVY	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.68%	7.85%	-0.17%
Volatility (6M) Calculated over the trailing 6-month period	17.73%	17.96%	-0.23%
Volatility (1Y) Calculated over the trailing 1-year period	22.42%	26.81%	-4.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.93%	29.92%	-5.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.40%	30.84%	-6.44%

Dividends

RBGLY vs. WMMVY - Dividend Comparison

RBGLY's dividend yield for the trailing twelve months is around 9.91%, more than WMMVY's 3.03% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RBGLY Reckitt Benckiser Group plc	9.91%	3.34%	4.17%	3.36%	3.14%	2.75%	2.38%	2.52%	2.86%	3.50%	3.19%	2.08%
WMMVY Wal Mart de Mexico SAB de CV ADR	3.03%	2.93%	3.99%	3.13%	2.11%	2.10%	3.08%	3.12%	2.28%	3.60%	4.71%	0.00%

Financials

RBGLY vs. WMMVY - Profitability Comparison

The chart below illustrates the profitability comparison between Reckitt Benckiser Group plc and Wal Mart de Mexico SAB de CV ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

RBGLY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Reckitt Benckiser Group plc reported a gross profit of 4.35B and revenue of 7.18B. Therefore, the gross margin over that period was 60.6%.

WMMVY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Wal Mart de Mexico SAB de CV ADR reported a gross profit of 59.59B and revenue of 245.02B. Therefore, the gross margin over that period was 24.3%.

RBGLY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Reckitt Benckiser Group plc reported an operating income of 2.70B and revenue of 7.18B, resulting in an operating margin of 37.6%.

WMMVY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Wal Mart de Mexico SAB de CV ADR reported an operating income of 18.47B and revenue of 245.02B, resulting in an operating margin of 7.5%.

RBGLY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Reckitt Benckiser Group plc reported a net income of 2.21B and revenue of 7.18B, resulting in a net margin of 30.8%.

WMMVY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Wal Mart de Mexico SAB de CV ADR reported a net income of 12.50B and revenue of 245.02B, resulting in a net margin of 5.1%.

Frequently Asked Questions

Can I hold both RBGLY and WMMVY in my portfolio?

RBGLY and WMMVY have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RBGLY or WMMVY?

WMMVY has higher volatility (7.85%) compared to RBGLY (7.68%). In terms of maximum drawdown, RBGLY dropped -44.53% vs WMMVY's -39.68%.

Which has better risk-adjusted returns?

WMMVY currently has the higher Sharpe Ratio (-0.26 vs -0.36), 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.