WMK vs. IMKTA
Compare and contrast key facts about Weis Markets, Inc. (WMK) and Ingles Markets, Incorporated (IMKTA).
Performance
WMK vs. IMKTA - Performance Comparison
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WMK vs. IMKTA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WMK Weis Markets, Inc. | 7.20% | -3.57% | 8.00% | -20.81% | 27.10% | 40.93% | 21.27% | -12.73% | 18.61% | -36.57% |
IMKTA Ingles Markets, Incorporated | 31.45% | 7.44% | -24.70% | -9.77% | 12.58% | 104.80% | -8.75% | 78.27% | -19.72% | -26.73% |
Fundamentals
WMK:
$3.66
IMKTA:
$7.51
WMK:
18.68
IMKTA:
11.97
WMK:
0.35
IMKTA:
0.21
WMK:
$4.96B
IMKTA:
$5.42B
WMK:
$1.24B
IMKTA:
$1.31B
WMK:
$113.65M
IMKTA:
$267.08M
Returns By Period
In the year-to-date period, WMK achieves a 7.20% return, which is significantly lower than IMKTA's 31.45% return. Over the past 10 years, WMK has underperformed IMKTA with an annualized return of 6.56%, while IMKTA has yielded a comparatively higher 10.70% annualized return.
WMK
- 1D
- -0.51%
- 1M
- 0.93%
- YTD
- 7.20%
- 6M
- -3.90%
- 1Y
- -9.58%
- 3Y*
- -5.06%
- 5Y*
- 5.76%
- 10Y*
- 6.56%
IMKTA
- 1D
- -0.16%
- 1M
- 5.63%
- YTD
- 31.45%
- 6M
- 29.83%
- 1Y
- 39.37%
- 3Y*
- 1.37%
- 5Y*
- 8.56%
- 10Y*
- 10.70%
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Return for Risk
WMK vs. IMKTA — Risk / Return Rank
WMK
IMKTA
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 ratioReturn per unit of total volatility | -0.35 | 1.52 | -1.86 |
Sortino ratioReturn per unit of downside risk | -0.30 | 2.14 | -2.44 |
Omega ratioGain probability vs. loss probability | 0.96 | 1.26 | -0.30 |
Calmar ratioReturn relative to maximum drawdown | -0.34 | 3.62 | -3.95 |
Martin ratioReturn relative to average drawdown | -0.51 | 8.43 | -8.93 |
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
| WMK | IMKTA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.35 | 1.52 | -1.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.33 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.33 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.27 | -0.09 |
Correlation
The correlation between WMK and IMKTA is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
WMK vs. IMKTA - Dividend Comparison
WMK's dividend yield for the trailing twelve months is around 1.99%, more than IMKTA's 0.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WMK Weis Markets, Inc. | 1.99% | 2.12% | 2.01% | 2.13% | 1.58% | 1.90% | 2.59% | 3.06% | 2.53% | 2.90% | 1.80% | 2.71% |
IMKTA Ingles Markets, Incorporated | 0.73% | 0.96% | 1.02% | 0.76% | 0.68% | 0.76% | 1.55% | 1.39% | 2.42% | 1.91% | 1.37% | 1.50% |
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.
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Drawdown Indicators
| WMK | IMKTA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.66% | -72.55% | +23.89% |
Max Drawdown (1Y)Largest decline over 1 year | -29.37% | -11.70% | -17.67% |
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 DrawdownCurrent decline from peak | -22.67% | -8.48% | -14.19% |
Average DrawdownAverage peak-to-trough decline | -16.06% | -23.79% | +7.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.39% | 5.02% | +14.37% |
Volatility
WMK vs. IMKTA - Volatility Comparison
Weis Markets, Inc. (WMK) has a higher volatility of 8.24% compared to Ingles Markets, Incorporated (IMKTA) at 7.05%. This indicates that WMK's price experiences larger fluctuations and is considered to be riskier than IMKTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WMK | IMKTA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.24% | 7.05% | +1.19% |
Volatility (6M)Calculated over the trailing 6-month period | 18.70% | 18.28% | +0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.87% | 26.12% | +1.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.50% | 26.12% | +2.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.70% | 32.75% | -3.05% |
Financials
WMK vs. IMKTA - Financials Comparison
This section allows you to compare key financial metrics between Weis Markets, Inc. and Ingles Markets, Incorporated. 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