TGT vs. WMT
Compare and contrast key facts about Target Corporation (TGT) and Walmart Inc. (WMT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TGT or WMT.
Performance
TGT vs. WMT - Performance Comparison
Returns By Period
In the year-to-date period, TGT achieves a 9.20% return, which is significantly lower than WMT's 61.88% return. Over the past 10 years, TGT has underperformed WMT with an annualized return of 11.51%, while WMT has yielded a comparatively higher 14.00% annualized return.
TGT
9.20%
-4.24%
-4.25%
19.68%
8.56%
11.51%
WMT
61.88%
3.73%
30.69%
64.16%
18.13%
14.00%
Fundamentals
| TGT | WMT | |
|---|---|---|
| Market Cap | $71.70B | $683.17B |
| EPS | $9.69 | $1.94 |
| PE Ratio | 16.06 | 43.81 |
| PEG Ratio | 1.80 | 2.98 |
| Total Revenue (TTM) | $81.90B | $504.23B |
| Gross Profit (TTM) | $21.39B | $124.17B |
| EBITDA (TTM) | $6.87B | $31.49B |
Key characteristics
| TGT | WMT | |
|---|---|---|
| Sharpe Ratio | 0.65 | 2.70 |
| Sortino Ratio | 1.21 | 3.59 |
| Omega Ratio | 1.15 | 1.55 |
| Calmar Ratio | 0.39 | 4.70 |
| Martin Ratio | 1.70 | 29.94 |
| Ulcer Index | 11.32% | 1.70% |
| Daily Std Dev | 29.37% | 18.83% |
| Max Drawdown | -62.96% | -77.42% |
| Current Drawdown | -38.46% | -1.46% |
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Correlation
The correlation between TGT and WMT is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
TGT vs. WMT - Risk-Adjusted Performance 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.
Dividends
TGT vs. WMT - Dividend Comparison
TGT's dividend yield for the trailing twelve months is around 2.18%, more than WMT's 0.97% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TGT Target Corporation | 2.18% | 3.06% | 2.66% | 1.37% | 1.52% | 2.03% | 3.81% | 3.74% | 3.21% | 2.97% | 2.50% | 2.50% |
WMT Walmart Inc. | 0.97% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% |
Drawdowns
TGT vs. WMT - Drawdown Comparison
The maximum TGT drawdown since its inception was -62.96%, smaller than the maximum WMT drawdown of -77.42%. Use the drawdown chart below to compare losses from any high point for TGT and WMT. For additional features, visit the drawdowns tool.
Volatility
TGT vs. WMT - Volatility Comparison
Target Corporation (TGT) has a higher volatility of 6.96% compared to Walmart Inc. (WMT) at 3.90%. This indicates that TGT'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.
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