TGT vs. WMT
TGT (Target Corporation) and WMT (Walmart Inc.) are both stocks. Both operate in the Discount Stores industry within the Consumer Defensive sector. Over the past 10 years, TGT returned 9.45%/yr vs 19.62%/yr for WMT. At a 0.45 correlation, their price movements are largely independent.
Performance
TGT vs. WMT - Performance Comparison
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Returns By Period
In the year-to-date period, TGT achieves a 29.32% return, which is significantly higher than WMT's 7.98% return. Over the past 10 years, TGT has underperformed WMT with an annualized return of 9.45%, while WMT has yielded a comparatively higher 19.62% annualized return.
TGT
- 1D
- 1.14%
- 1M
- -0.09%
- YTD
- 29.32%
- 6M
- 35.84%
- 1Y
- 32.96%
- 3Y*
- 2.93%
- 5Y*
- -9.06%
- 10Y*
- 9.45%
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%
TGT vs. WMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TGT Target Corporation | 29.32% | -24.50% | -2.27% | -1.35% | -34.24% | 32.91% | 40.47% | 100.17% | 4.67% | -5.84% |
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 TGT and WMT is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Apr 7, 1983 | 0.45 |
The correlation between TGT and WMT shifts across timeframes, from 0.26 (1 year) to 0.45 (all time), reflecting how their relationship changes across market environments.
Fundamentals
TGT:
$56.51B
WMT:
$958.52B
TGT:
$7.93
WMT:
$2.88
TGT:
15.63
WMT:
41.62
TGT:
0.54
WMT:
1.32
TGT:
3.45
WMT:
10.16
TGT:
$105.47B
WMT:
$725.31B
TGT:
$27.05B
WMT:
$181.16B
TGT:
$8.20B
WMT:
$44.32B
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Return for Risk
TGT vs. WMT — Risk / Return Rank
TGT
WMT
TGT vs. WMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Target Corporation (TGT) 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.
| TGT | WMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.20 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.63 | 1.53 | +0.11 |
| Martin ratioReturn relative to average drawdown | 3.83 | 5.02 | -1.19 |
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
| TGT | WMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 1.02 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.26 | 1.04 | -1.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.91 | -0.62 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.64 | -0.29 |
Drawdowns
TGT vs. WMT - Drawdown Comparison
The maximum TGT drawdown since its inception was -64.40%, smaller than the maximum WMT drawdown of -77.14%. Use the drawdown chart below to compare losses from any high point for TGT and WMT.
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Drawdown Indicators
| TGT | WMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.40% | -77.14% | +12.74% |
Max Drawdown (1Y)Largest decline over 1 year | -20.27% | -15.75% | -4.52% |
Max Drawdown (3Y)Largest decline over 3 years | -49.78% | -21.93% | -27.85% |
Max Drawdown (5Y)Largest decline over 5 years | -64.40% | -25.74% | -38.66% |
Max Drawdown (10Y)Largest decline over 10 years | -64.40% | -25.74% | -38.66% |
Current DrawdownCurrent decline from peak | -46.22% | -10.71% | -35.51% |
Average DrawdownAverage peak-to-trough decline | -17.09% | -14.63% | -2.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.64% | 4.79% | +3.85% |
Volatility
TGT vs. WMT - Volatility Comparison
Target Corporation (TGT) and Walmart Inc. (WMT) have volatilities of 10.18% and 10.26%, 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.
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Volatility by Period
| TGT | WMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.18% | 10.26% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 21.05% | 18.59% | +2.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.12% | 23.72% | +6.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.44% | 21.68% | +13.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.26% | 21.73% | +11.53% |
Dividends
TGT vs. WMT - Dividend Comparison
TGT's dividend yield for the trailing twelve months is around 3.68%, more than WMT's 0.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TGT Target Corporation | 3.68% | 4.62% | 3.28% | 3.06% | 2.66% | 1.37% | 1.52% | 2.03% | 3.81% | 3.74% | 3.21% | 2.97% |
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
TGT vs. WMT - Financials Comparison
This section allows you to compare key financial metrics between Target Corporation 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
TGT vs. WMT - Profitability Comparison
TGT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Target Corporation reported a gross profit of 6.46B and revenue of 24.53B. Therefore, the gross margin over that period was 26.4%.
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%.
TGT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Target Corporation reported an operating income of 1.30B and revenue of 24.53B, resulting in an operating margin of 5.3%.
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%.
TGT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Target Corporation reported a net income of 942.00M and revenue of 24.53B, resulting in a net margin of 3.8%.
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
TGT and WMT have a correlation of 0.26, 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 TGT (10.18%). In terms of maximum drawdown, TGT dropped -64.40% vs WMT's -77.14%.
TGT currently has the higher Sharpe Ratio (1.10 vs 1.02), 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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