WMMVY vs. RBGLY

Last updated Jun 3, 2026

WMMVY (Wal Mart de Mexico SAB de CV ADR) and RBGLY (Reckitt Benckiser Group plc) are both stocks. Both are in the Consumer Defensive sector — WMMVY in Discount Stores, RBGLY in Household & Personal Products. Over the past 10 years, WMMVY returned 5.32%/yr vs -2.02%/yr for RBGLY. At a 0.16 correlation, their price movements are largely independent.

Performance

WMMVY vs. RBGLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wal Mart de Mexico SAB de CV ADR (WMMVY) and Reckitt Benckiser Group plc (RBGLY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WMMVY achieves a -3.56% return, which is significantly higher than RBGLY's -23.67% return. Over the past 10 years, WMMVY has outperformed RBGLY with an annualized return of 5.32%, while RBGLY has yielded a comparatively lower -2.02% annualized return.

WMMVY

• 1D: -0.27%
• 1M: -5.47%
• YTD: -3.56%
• 6M: -8.23%
• 1Y: -7.76%
• 3Y*: -4.98%
• 5Y*: 1.32%
• 10Y*: 5.32%

RBGLY

• 1D: -0.08%
• 1M: -5.01%
• YTD: -23.67%
• 6M: -22.13%
• 1Y: -8.11%
• 3Y*: -4.82%
• 5Y*: -4.95%
• 10Y*: -2.02%

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

WMMVY vs. RBGLY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WMMVY Wal Mart de Mexico SAB de CV ADR	-3.56%	21.40%	-35.04%	24.21%	-3.70%	35.33%	1.62%	15.94%	6.58%	41.89%
RBGLY Reckitt Benckiser Group plc	-23.67%	40.48%	-8.32%	0.50%	-17.22%	-0.65%	12.14%	12.52%	-18.38%	17.03%

Correlation

The correlation between WMMVY and RBGLY is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.27
Correlation (3Y) Calculated over the trailing 3-year period	0.14
Correlation (5Y) Calculated over the trailing 5-year period	0.13
Correlation (10Y) Calculated over the trailing 10-year period	0.15
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016	0.16

The correlation between WMMVY and RBGLY shifts across timeframes, from 0.13 (5 years) to 0.27 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap WMMVY : $52.19B RBGLY : $39.56B
EPS WMMVY : $28.68 RBGLY : $1.37
PE Ratio WMMVY : 1.05 RBGLY : 8.83
PEG Ratio WMMVY : 0.56 RBGLY : 0.18
PS Ratio WMMVY : 0.05 RBGLY : 1.43
PB Ratio WMMVY : 0.21 RBGLY : 5.12
Total Revenue (TTM) WMMVY : $1.01T RBGLY : $28.33B
Gross Profit (TTM) WMMVY : $244.53B RBGLY : $17.20B
EBITDA (TTM) WMMVY : $98.11B RBGLY : $7.66B

Return for Risk

WMMVY vs. RBGLY — Risk / Return Rank

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

WMMVY

WMMVY Risk / Return Rank: 27
WMMVY Sharpe Ratio Rank: 28
WMMVY Sortino Ratio Rank: 24
WMMVY Omega Ratio Rank: 25
WMMVY Calmar Ratio Rank: 31
WMMVY Martin Ratio Rank: 28

RBGLY

RBGLY Risk / Return Rank: 26
RBGLY Sharpe Ratio Rank: 25
RBGLY Sortino Ratio Rank: 22
RBGLY Omega Ratio Rank: 22
RBGLY Calmar Ratio Rank: 32
RBGLY Martin Ratio Rank: 28

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.

WMMVY vs. RBGLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wal Mart de Mexico SAB de CV ADR (WMMVY) and Reckitt Benckiser Group plc (RBGLY). 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.

	WMMVY	RBGLY	Difference
Sharpe ratio Return per unit of total volatility	-0.29	-0.36	+0.07
Sortino ratio Return per unit of downside risk	-0.25	-0.41	+0.16
Omega ratio Gain probability vs. loss probability	0.97	0.95	+0.02
Calmar ratio Return relative to maximum drawdown	-0.27	-0.27	0.00
Martin ratio Return relative to average drawdown	-0.70	-0.67	-0.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WMMVY vs. RBGLY - Sharpe Ratio Comparison

The current WMMVY Sharpe Ratio is -0.29, which is comparable to the RBGLY Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of WMMVY and RBGLY, 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

	WMMVY	RBGLY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.29	-0.36	+0.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.04	-0.21	+0.25
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.17	-0.08	+0.26
Sharpe Ratio (All Time) Calculated using the full available price history	0.16	0.23	-0.07

Drawdowns

WMMVY vs. RBGLY - Drawdown Comparison

The maximum WMMVY drawdown since its inception was -39.68%, smaller than the maximum RBGLY drawdown of -44.53%. Use the drawdown chart below to compare losses from any high point for WMMVY and RBGLY.

Drawdown Indicators

	WMMVY	RBGLY	Difference
Max Drawdown Largest peak-to-trough decline	-39.68%	-44.53%	+4.85%
Max Drawdown (1Y) Largest decline over 1 year	-20.18%	-30.14%	+9.96%
Max Drawdown (3Y) Largest decline over 3 years	-39.68%	-32.47%	-7.21%
Max Drawdown (5Y) Largest decline over 5 years	-39.68%	-39.91%	+0.23%
Max Drawdown (10Y) Largest decline over 10 years	-39.68%	-44.53%	+4.85%
Current Drawdown Current decline from peak	-25.02%	-30.14%	+5.12%
Average Drawdown Average peak-to-trough decline	-11.90%	-13.36%	+1.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.74%	12.15%	-4.41%

Volatility

WMMVY vs. RBGLY - Volatility Comparison

Wal Mart de Mexico SAB de CV ADR (WMMVY) has a higher volatility of 8.32% compared to Reckitt Benckiser Group plc (RBGLY) at 7.68%. This indicates that WMMVY's price experiences larger fluctuations and is considered to be riskier than RBGLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WMMVY	RBGLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.32%	7.68%	+0.64%
Volatility (6M) Calculated over the trailing 6-month period	17.96%	17.73%	+0.23%
Volatility (1Y) Calculated over the trailing 1-year period	26.93%	22.42%	+4.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.92%	23.93%	+5.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.84%	24.40%	+6.44%

Dividends

WMMVY vs. RBGLY - Dividend Comparison

WMMVY's dividend yield for the trailing twelve months is around 3.04%, less than RBGLY's 9.91% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RBGLY Reckitt Benckiser Group plc	9.91%	3.34%	4.17%	3.36%	3.14%	2.75%	2.38%	2.52%	2.86%	3.50%	3.19%	2.08%
WMMVY Wal Mart de Mexico SAB de CV ADR	3.04%	2.93%	3.99%	3.13%	2.11%	2.10%	3.08%	3.12%	2.28%	3.60%	4.71%	0.00%

Financials

WMMVY vs. RBGLY - Profitability Comparison

The chart below illustrates the profitability comparison between Wal Mart de Mexico SAB de CV ADR and Reckitt Benckiser Group plc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

WMMVY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Wal Mart de Mexico SAB de CV ADR reported a gross profit of 59.59B and revenue of 245.02B. Therefore, the gross margin over that period was 24.3%.

RBGLY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Reckitt Benckiser Group plc reported a gross profit of 4.35B and revenue of 7.18B. Therefore, the gross margin over that period was 60.6%.

WMMVY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Wal Mart de Mexico SAB de CV ADR reported an operating income of 18.47B and revenue of 245.02B, resulting in an operating margin of 7.5%.

RBGLY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Reckitt Benckiser Group plc reported an operating income of 2.70B and revenue of 7.18B, resulting in an operating margin of 37.6%.

WMMVY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Wal Mart de Mexico SAB de CV ADR reported a net income of 12.50B and revenue of 245.02B, resulting in a net margin of 5.1%.

RBGLY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Reckitt Benckiser Group plc reported a net income of 2.21B and revenue of 7.18B, resulting in a net margin of 30.8%.

Frequently Asked Questions

Can I hold both WMMVY and RBGLY in my portfolio?

WMMVY and RBGLY have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WMMVY or RBGLY?

WMMVY has higher volatility (8.32%) compared to RBGLY (7.68%). In terms of maximum drawdown, WMMVY dropped -39.68% vs RBGLY's -44.53%.

Which has better risk-adjusted returns?

WMMVY currently has the higher Sharpe Ratio (-0.29 vs -0.36), 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.