TPB vs. WMT
TPB (Turning Point Brands, Inc.) and WMT (Walmart Inc.) are both stocks. Both are in the Consumer Defensive sector — TPB in Tobacco, WMT in Discount Stores. Over the past 10 years, TPB returned 24.08%/yr vs 19.37%/yr for WMT. At a 0.14 correlation, their price movements are largely independent.
Performance
TPB vs. WMT - Performance Comparison
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Returns By Period
In the year-to-date period, TPB achieves a -20.37% return, which is significantly lower than WMT's 5.33% return. Over the past 10 years, TPB has outperformed WMT with an annualized return of 24.08%, while WMT has yielded a comparatively lower 19.37% annualized return.
TPB
- 1D
- 4.60%
- 1M
- 5.61%
- YTD
- -20.37%
- 6M
- -11.47%
- 1Y
- 16.56%
- 3Y*
- 58.49%
- 5Y*
- 15.38%
- 10Y*
- 24.08%
WMT
- 1D
- 3.39%
- 1M
- -10.14%
- YTD
- 5.33%
- 6M
- 2.78%
- 1Y
- 17.89%
- 3Y*
- 34.52%
- 5Y*
- 21.38%
- 10Y*
- 19.37%
TPB vs. WMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TPB Turning Point Brands, Inc. | -20.37% | 81.04% | 130.09% | 23.06% | -42.19% | -14.79% | 57.08% | 5.63% | 29.57% | 72.88% |
WMT Walmart Inc. | 5.33% | 24.49% | 73.99% | 12.88% | -0.46% | 1.97% | 23.32% | 30.16% | -3.43% | 46.56% |
Correlation
The correlation between TPB and WMT is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since May 12, 2016 | 0.14 |
Fundamentals
TPB:
$1.68B
WMT:
$935.00B
TPB:
$3.04
WMT:
$2.88
TPB:
28.41
WMT:
40.60
TPB:
0.51
WMT:
2.65
TPB:
3.41
WMT:
1.29
TPB:
4.36
WMT:
9.91
TPB:
$480.90M
WMT:
$725.31B
TPB:
$273.00M
WMT:
$181.16B
TPB:
$102.45M
WMT:
$44.32B
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Return for Risk
TPB vs. WMT — Risk / Return Rank
TPB
WMT
TPB vs. WMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Turning Point Brands, Inc. (TPB) 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.
| TPB | WMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.16 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.33 | 1.14 | -0.81 |
| Martin ratioReturn relative to average drawdown | 0.78 | 3.84 | -3.05 |
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
| TPB | WMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | 0.76 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.99 | -0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.89 | -0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.64 | -0.13 |
Drawdowns
TPB vs. WMT - Drawdown Comparison
The maximum TPB drawdown since its inception was -72.75%, smaller than the maximum WMT drawdown of -77.14%. Use the drawdown chart below to compare losses from any high point for TPB and WMT.
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Drawdown Indicators
| TPB | WMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.75% | -77.14% | +4.39% |
Max Drawdown (1Y)Largest decline over 1 year | -50.58% | -15.75% | -34.83% |
Max Drawdown (3Y)Largest decline over 3 years | -50.58% | -21.93% | -28.65% |
Max Drawdown (5Y)Largest decline over 5 years | -63.15% | -25.74% | -37.41% |
Max Drawdown (10Y)Largest decline over 10 years | -72.75% | -25.74% | -47.01% |
Current DrawdownCurrent decline from peak | -39.63% | -12.90% | -26.73% |
Average DrawdownAverage peak-to-trough decline | -28.70% | -14.63% | -14.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.14% | 4.74% | +16.40% |
Volatility
TPB vs. WMT - Volatility Comparison
Turning Point Brands, Inc. (TPB) has a higher volatility of 14.49% compared to Walmart Inc. (WMT) at 10.05%. This indicates that TPB'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
| TPB | WMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.49% | 10.05% | +4.44% |
Volatility (6M)Calculated over the trailing 6-month period | 45.16% | 18.63% | +26.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.79% | 23.70% | +27.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.26% | 21.68% | +20.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.19% | 21.72% | +26.47% |
Dividends
TPB vs. WMT - Dividend Comparison
TPB's dividend yield for the trailing twelve months is around 0.35%, less than WMT's 0.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TPB Turning Point Brands, Inc. | 0.35% | 0.28% | 0.47% | 0.99% | 1.11% | 0.58% | 0.45% | 0.63% | 0.61% | 0.19% | 0.00% | 0.00% |
WMT Walmart Inc. | 0.83% | 0.84% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% |
Financials
TPB vs. WMT - Financials Comparison
This section allows you to compare key financial metrics between Turning Point Brands, 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
TPB vs. WMT - Profitability Comparison
TPB - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Turning Point Brands, Inc. reported a gross profit of 68.30M and revenue of 124.28M. Therefore, the gross margin over that period was 55.0%.
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%.
TPB - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Turning Point Brands, Inc. reported an operating income of 12.48M and revenue of 124.28M, resulting in an operating margin of 10.1%.
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%.
TPB - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Turning Point Brands, Inc. reported a net income of 13.94M and revenue of 124.28M, resulting in a net margin of 11.2%.
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
TPB and WMT have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TPB has higher volatility (14.49%) compared to WMT (10.05%). In terms of maximum drawdown, TPB dropped -72.75% vs WMT's -77.14%.
WMT currently has the higher Sharpe Ratio (0.76 vs 0.33), 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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