WMK vs. IMKTA

Last updated Jun 4, 2026

WMK (Weis Markets, Inc.) and IMKTA (Ingles Markets, Incorporated) are both stocks. Both operate in the Grocery Stores industry within the Consumer Defensive sector. Over the past 10 years, WMK returned 5.99%/yr vs 10.07%/yr for IMKTA. At a 0.37 correlation, their price movements are largely independent.

Performance

WMK vs. IMKTA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Weis Markets, Inc. (WMK) and Ingles Markets, Incorporated (IMKTA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WMK achieves a 16.32% return, which is significantly lower than IMKTA's 27.97% return. Over the past 10 years, WMK has underperformed IMKTA with an annualized return of 5.99%, while IMKTA has yielded a comparatively higher 10.07% annualized return.

WMK

• 1D: -0.51%
• 1M: 7.65%
• YTD: 16.32%
• 6M: 10.82%
• 1Y: 0.75%
• 3Y*: 7.55%
• 5Y*: 9.11%
• 10Y*: 5.99%

IMKTA

• 1D: -1.41%
• 1M: -0.34%
• YTD: 27.97%
• 6M: 13.00%
• 1Y: 44.64%
• 3Y*: 2.51%
• 5Y*: 7.44%
• 10Y*: 10.07%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WMK vs. IMKTA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WMK Weis Markets, Inc.	16.32%	-3.57%	8.00%	-20.81%	27.10%	40.93%	21.27%	-12.73%	18.61%	-36.57%
IMKTA Ingles Markets, Incorporated	27.97%	7.44%	-24.70%	-9.77%	12.58%	104.80%	-8.75%	78.27%	-19.72%	-26.73%

Correlation

The correlation between WMK and IMKTA is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.68
Correlation (3Y) Calculated over the trailing 3-year period	0.64
Correlation (5Y) Calculated over the trailing 5-year period	0.67
Correlation (10Y) Calculated over the trailing 10-year period	0.59
Correlation (All Time) Calculated using the full available price history since Mar 27, 1990	0.37

Over the past year, WMK and IMKTA have become more correlated (0.68) than their long-term average of 0.37, meaning their price movements have been converging.

Fundamentals

EPS WMK : $3.98 IMKTA : $7.32
PE Ratio WMK : 18.55 IMKTA : 11.94
PS Ratio WMK : 0.37 IMKTA : 0.23
Total Revenue (TTM) WMK : $5.01B IMKTA : $5.40B
Gross Profit (TTM) WMK : $1.16B IMKTA : $1.32B
EBITDA (TTM) WMK : $210.17M IMKTA : $279.31M

Return for Risk

WMK vs. IMKTA — Risk / Return Rank

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

WMK

WMK Risk / Return Rank: 39
WMK Sharpe Ratio Rank: 42
WMK Sortino Ratio Rank: 35
WMK Omega Ratio Rank: 35
WMK Calmar Ratio Rank: 41
WMK Martin Ratio Rank: 41

IMKTA

IMKTA Risk / Return Rank: 83
IMKTA Sharpe Ratio Rank: 84
IMKTA Sortino Ratio Rank: 81
IMKTA Omega Ratio Rank: 78
IMKTA Calmar Ratio Rank: 87
IMKTA Martin Ratio Rank: 85

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.

WMK vs. IMKTA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Weis Markets, Inc. (WMK) and Ingles Markets, Incorporated (IMKTA). 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.

	WMK	IMKTA	Difference
Sharpe ratio: Return per unit of total volatility	0.03	1.74	-1.71
Sortino ratio: Return per unit of downside risk	0.22	2.42	-2.19
Omega ratio: Gain probability vs. loss probability	1.03	1.29	-0.26
Calmar ratio: Return relative to maximum drawdown	0.04	3.83	-3.80
Martin ratio: Return relative to average drawdown	0.07	8.81	-8.73
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WMK vs. IMKTA - Sharpe Ratio Comparison

The current WMK Sharpe Ratio is 0.03, which is lower than the IMKTA Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of WMK and IMKTA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	WMK	IMKTA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.03	1.74	-1.71
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.32	0.29	+0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.20	0.31	-0.11
Sharpe Ratio (All Time) Calculated using the full available price history	0.19	0.27	-0.08

Drawdowns

WMK vs. IMKTA - Drawdown Comparison

The maximum WMK drawdown since its inception was -48.66%, smaller than the maximum IMKTA drawdown of -72.55%. Use the drawdown chart below to compare losses from any high point for WMK and IMKTA.

Drawdown Indicators

	WMK	IMKTA	Difference
Max Drawdown Largest peak-to-trough decline	-48.66%	-72.55%	+23.89%
Max Drawdown (1Y) Largest decline over 1 year	-20.22%	-11.70%	-8.52%
Max Drawdown (3Y) Largest decline over 3 years	-29.37%	-31.98%	+2.61%
Max Drawdown (5Y) Largest decline over 5 years	-36.18%	-39.58%	+3.40%
Max Drawdown (10Y) Largest decline over 10 years	-48.66%	-59.08%	+10.42%
Current Drawdown Current decline from peak	-16.10%	-10.90%	-5.20%
Average Drawdown Average peak-to-trough decline	-16.07%	-23.72%	+7.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.71%	5.08%	+5.63%

Volatility

WMK vs. IMKTA - Volatility Comparison

Weis Markets, Inc. (WMK) and Ingles Markets, Incorporated (IMKTA) have volatilities of 6.50% and 6.23%, 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.

Volatility by Period

	WMK	IMKTA	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.50%	6.23%	+0.27%
Volatility (6M) Calculated over the trailing 6-month period	18.57%	18.42%	+0.15%
Volatility (1Y) Calculated over the trailing 1-year period	25.86%	25.82%	+0.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.48%	26.19%	+2.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.73%	32.40%	-2.67%

Dividends

WMK vs. IMKTA - Dividend Comparison

WMK's dividend yield for the trailing twelve months is around 1.84%, more than IMKTA's 0.76% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IMKTA Ingles Markets, Incorporated	0.76%	0.96%	1.02%	0.76%	0.68%	0.76%	1.55%	1.39%	2.42%	1.91%	1.37%	1.50%
WMK Weis Markets, Inc.	1.84%	2.12%	2.01%	2.13%	1.58%	1.90%	2.59%	3.06%	2.53%	2.90%	1.80%	2.71%

Financials

Frequently Asked Questions

Can I hold both WMK and IMKTA in my portfolio?

WMK and IMKTA have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WMK or IMKTA?

WMK has higher volatility (6.50%) compared to IMKTA (6.23%). In terms of maximum drawdown, WMK dropped -48.66% vs IMKTA's -72.55%.

Which has better risk-adjusted returns?

IMKTA currently has the higher Sharpe Ratio (1.74 vs 0.03), 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.