STN vs. WMT
STN (Stantec Inc) and WMT (Walmart Inc.) are both stocks. STN operates in Engineering & Construction (Industrials), while WMT operates in Discount Stores (Consumer Defensive). Over the past 10 years, STN returned 12.56%/yr vs 19.62%/yr for WMT. At a 0.16 correlation, their price movements are largely independent.
Performance
STN vs. WMT - Performance Comparison
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Returns By Period
In the year-to-date period, STN achieves a -21.89% return, which is significantly lower than WMT's 7.98% return. Over the past 10 years, STN has underperformed WMT with an annualized return of 12.56%, while WMT has yielded a comparatively higher 19.62% annualized return.
STN
- 1D
- -0.58%
- 1M
- -15.85%
- YTD
- -21.89%
- 6M
- -22.73%
- 1Y
- -30.32%
- 3Y*
- 7.27%
- 5Y*
- 11.85%
- 10Y*
- 12.56%
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%
STN vs. WMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STN Stantec Inc | -21.89% | 21.08% | -1.44% | 68.90% | -13.76% | 75.67% | 16.56% | 31.83% | -20.43% | 12.80% |
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 STN and WMT is -0.08, 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 | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2005 | 0.16 |
The correlation between STN and WMT shifts across timeframes, from -0.08 (1 year) to 0.17 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
STN:
$8.38B
WMT:
$958.52B
STN:
$3.98
WMT:
$2.88
STN:
18.44
WMT:
41.62
STN:
0.76
WMT:
2.72
STN:
1.08
WMT:
1.32
STN:
2.48
WMT:
10.16
STN:
$7.77B
WMT:
$725.31B
STN:
$3.11B
WMT:
$181.16B
STN:
$1.05B
WMT:
$44.32B
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Return for Risk
STN vs. WMT — Risk / Return Rank
STN
WMT
STN vs. WMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stantec Inc (STN) 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.
| STN | WMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.11 | ||
| Sortino ratioReturn per unit of downside risk | -2.97 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.20 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.85 | 1.53 | -2.38 |
| Martin ratioReturn relative to average drawdown | -1.94 | 5.02 | -6.96 |
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
| STN | WMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.10 | 1.02 | -2.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 1.04 | -0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.91 | -0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.64 | -0.23 |
Drawdowns
STN vs. WMT - Drawdown Comparison
The maximum STN drawdown since its inception was -67.42%, smaller than the maximum WMT drawdown of -77.14%. Use the drawdown chart below to compare losses from any high point for STN and WMT.
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Drawdown Indicators
| STN | WMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.42% | -77.14% | +9.72% |
Max Drawdown (1Y)Largest decline over 1 year | -35.66% | -15.75% | -19.91% |
Max Drawdown (3Y)Largest decline over 3 years | -35.66% | -21.93% | -13.73% |
Max Drawdown (5Y)Largest decline over 5 years | -35.66% | -25.74% | -9.92% |
Max Drawdown (10Y)Largest decline over 10 years | -35.66% | -25.74% | -9.92% |
Current DrawdownCurrent decline from peak | -35.06% | -10.71% | -24.35% |
Average DrawdownAverage peak-to-trough decline | -17.11% | -14.63% | -2.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.63% | 4.79% | +10.84% |
Volatility
STN vs. WMT - Volatility Comparison
Stantec Inc (STN) has a higher volatility of 13.19% compared to Walmart Inc. (WMT) at 10.26%. This indicates that STN'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
| STN | WMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.19% | 10.26% | +2.93% |
Volatility (6M)Calculated over the trailing 6-month period | 23.93% | 18.59% | +5.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.82% | 23.72% | +4.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.23% | 21.68% | +3.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.65% | 21.73% | +3.92% |
Dividends
STN vs. WMT - Dividend Comparison
STN's dividend yield for the trailing twelve months is around 1.07%, more than WMT's 0.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STN Stantec Inc | 1.07% | 0.69% | 0.78% | 0.79% | 1.14% | 1.17% | 1.42% | 1.55% | 1.91% | 1.79% | 1.78% | 1.69% |
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
STN vs. WMT - Financials Comparison
This section allows you to compare key financial metrics between Stantec 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
STN vs. WMT - Profitability Comparison
STN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Stantec Inc reported a gross profit of 821.42M and revenue of 2.07B. Therefore, the gross margin over that period was 39.6%.
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%.
STN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Stantec Inc reported an operating income of 175.05M and revenue of 2.07B, resulting in an operating margin of 8.4%.
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%.
STN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Stantec Inc reported a net income of 111.09M and revenue of 2.07B, resulting in a net margin of 5.4%.
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
STN and WMT have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STN has higher volatility (13.19%) compared to WMT (10.26%). In terms of maximum drawdown, STN dropped -67.42% vs WMT's -77.14%.
WMT currently has the higher Sharpe Ratio (1.02 vs -1.10), 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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