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SPOT vs. WMT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SPOT vs. WMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Spotify Technology S.A. (SPOT) and Walmart Inc. (WMT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPOT achieves a -17.00% return, which is significantly lower than WMT's 9.07% return.


SPOT

1D
-0.82%
1M
11.86%
YTD
-17.00%
6M
-19.37%
1Y
-31.42%
3Y*
47.06%
5Y*
14.62%
10Y*

WMT

1D
0.45%
1M
-7.93%
YTD
9.07%
6M
4.13%
1Y
28.71%
3Y*
34.18%
5Y*
22.42%
10Y*
19.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPOT vs. WMT - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SPOT
Spotify Technology S.A.
-17.00%29.80%138.08%138.01%-66.27%-25.62%110.40%31.76%-31.59%
WMT
Walmart Inc.
9.07%24.49%73.99%12.88%-0.46%1.97%23.32%30.16%10.81%

Correlation

The correlation between SPOT and WMT is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2018

0.14

The correlation between SPOT and WMT shifts across timeframes, from -0.02 (1 year) to 0.15 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SPOT:

$100.87B

WMT:

$968.20B

EPS

SPOT:

€12.94

WMT:

$2.88

PE Ratio

SPOT:

32.21

WMT:

42.04

PEG Ratio

SPOT:

0.36

WMT:

2.75

PS Ratio

SPOT:

4.98

WMT:

1.34

PB Ratio

SPOT:

10.87

WMT:

10.26

Total Revenue (TTM)

SPOT:

€17.60B

WMT:

$725.31B

Gross Profit (TTM)

SPOT:

€5.68B

WMT:

$181.16B

EBITDA (TTM)

SPOT:

€2.75B

WMT:

$44.32B

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Return for Risk

SPOT vs. WMT — Risk / Return Rank

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

SPOT
SPOT Risk / Return Rank: 1616
Overall Rank
SPOT Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SPOT Sortino Ratio Rank: 1515
Sortino Ratio Rank
SPOT Omega Ratio Rank: 1515
Omega Ratio Rank
SPOT Calmar Ratio Rank: 1818
Calmar Ratio Rank
SPOT Martin Ratio Rank: 1717
Martin Ratio Rank

WMT
WMT Risk / Return Rank: 7676
Overall Rank
WMT Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
WMT Sortino Ratio Rank: 7373
Sortino Ratio Rank
WMT Omega Ratio Rank: 7474
Omega Ratio Rank
WMT Calmar Ratio Rank: 7575
Calmar Ratio Rank
WMT Martin Ratio Rank: 8080
Martin Ratio Rank
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.

SPOT vs. WMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Spotify Technology S.A. (SPOT) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SPOTWMTDifference
Sharpe ratioReturn per unit of total volatility

-1.92

Sortino ratioReturn per unit of downside risk

-2.63

Omega ratioGain probability vs. loss probability

0.89

1.23

-0.34

Calmar ratioReturn relative to maximum drawdown

-0.67

1.83

-2.50

Martin ratioReturn relative to average drawdown

-1.16

5.82

-6.98

SPOT vs. WMT - Sharpe Ratio Comparison

The current SPOT Sharpe Ratio is -0.70, which is lower than the WMT Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of SPOT and WMT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SPOT vs. WMT - Drawdown Comparison

The maximum SPOT drawdown since its inception was -80.51%, roughly equal to the maximum WMT drawdown of -77.14%. Use the drawdown chart below to compare losses from any high point for SPOT and WMT.


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Drawdown Indicators


SPOTWMTDifference

Max Drawdown

Largest peak-to-trough decline

-80.51%

-77.14%

-3.37%

Max Drawdown (1Y)

Largest decline over 1 year

-46.80%

-15.75%

-31.05%

Max Drawdown (3Y)

Largest decline over 3 years

-46.80%

-21.93%

-24.87%

Max Drawdown (5Y)

Largest decline over 5 years

-76.39%

-25.74%

-50.65%

Max Drawdown (10Y)

Largest decline over 10 years

-25.74%

Current Drawdown

Current decline from peak

-37.88%

-9.81%

-28.07%

Average Drawdown

Average peak-to-trough decline

-30.87%

-14.63%

-16.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.16%

4.94%

+22.22%

Volatility

SPOT vs. WMT - Volatility Comparison

Spotify Technology S.A. (SPOT) has a higher volatility of 16.23% compared to Walmart Inc. (WMT) at 9.86%. This indicates that SPOT'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.


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Volatility by Period


SPOTWMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.23%

9.86%

+6.37%

Volatility (6M)

Calculated over the trailing 6-month period

37.28%

18.49%

+18.79%

Volatility (1Y)

Calculated over the trailing 1-year period

45.28%

23.67%

+21.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.58%

21.68%

+25.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.36%

21.73%

+25.63%

Dividends

SPOT vs. WMT - Dividend Comparison

SPOT has not paid dividends to shareholders, while WMT's dividend yield for the trailing twelve months is around 0.80%.


PositionTTM20252024202320222021202020192018201720162015
SPOT
Spotify Technology S.A.
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.
0.80%0.84%0.92%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%

Financials

SPOT vs. WMT - Financials Comparison

This section allows you to compare key financial metrics between Spotify Technology S.A. 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


0.0050.00B100.00B150.00B200.00B20222023202420252026
4.61B
177.75B
(SPOT) Total Revenue
(WMT) Total Revenue
Please note, different currencies. SPOT values in EUR, WMT values in USD

SPOT vs. WMT - Profitability Comparison

The chart below illustrates the profitability comparison between Spotify Technology S.A. and Walmart Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

24.0%26.0%28.0%30.0%32.0%34.0%20222023202420252026
32.9%
25.1%
Portfolio components
SPOT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Spotify Technology S.A. reported a gross profit of 1.51B and revenue of 4.61B. Therefore, the gross margin over that period was 32.9%.

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%.

SPOT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Spotify Technology S.A. reported an operating income of 726.76M and revenue of 4.61B, resulting in an operating margin of 15.8%.

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%.

SPOT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Spotify Technology S.A. reported a net income of 732.86M and revenue of 4.61B, resulting in a net margin of 15.9%.

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


SPOT and WMT have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPOT has higher volatility (16.23%) compared to WMT (9.86%). In terms of maximum drawdown, SPOT dropped -80.51% vs WMT's -77.14%.

WMT currently has the higher Sharpe Ratio (1.22 vs -0.70), 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.

Portfolio Optimizer

Find the right allocation for SPOT and WMT

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