WMT.DE vs. META
WMT.DE (Walmart Inc) and META (Meta Platforms, Inc.) are both stocks. WMT.DE operates in Discount Stores (Consumer Defensive), while META operates in Internet Content & Information (Communication Services). Over the past 10 years, WMT.DE returned 18.91%/yr vs 17.47%/yr for META. At a 0.10 correlation, their price movements are largely independent.
Performance
WMT.DE vs. META - Performance Comparison
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Different Trading Currencies
WMT.DE is traded in EUR, while META is traded in USD. To make them comparable, the META values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, WMT.DE achieves a 6.60% return, which is significantly higher than META's -8.32% return. Over the past 10 years, WMT.DE has outperformed META with an annualized return of 18.91%, while META has yielded a comparatively lower 17.47% annualized return.
WMT.DE
- 1D
- 1.18%
- 1M
- -8.23%
- YTD
- 6.60%
- 6M
- 2.41%
- 1Y
- 18.94%
- 3Y*
- 30.80%
- 5Y*
- 22.54%
- 10Y*
- 18.91%
META
- 1D
- -4.75%
- 1M
- -1.33%
- YTD
- -8.32%
- 6M
- -10.87%
- 1Y
- -13.69%
- 3Y*
- 26.95%
- 5Y*
- 13.82%
- 10Y*
- 17.47%
WMT.DE vs. META - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WMT.DE Walmart Inc | 6.60% | 9.95% | 86.14% | 9.08% | 6.92% | 8.42% | 11.62% | 35.79% | -1.45% | 28.90% |
META Meta Platforms, Inc. | -8.32% | -0.33% | 77.01% | 185.31% | -62.00% | 32.34% | 22.12% | 60.11% | -22.22% | 34.53% |
Correlation
The correlation between WMT.DE and META is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since May 21, 2012 | 0.10 |
The correlation between WMT.DE and META shifts across timeframes, from -0.06 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WMT.DE vs. META — Risk / Return Rank
WMT.DE
META
WMT.DE vs. META - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Walmart Inc (WMT.DE) and Meta Platforms, Inc. (META). 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.
| WMT.DE | META | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.04 | ||
| Sortino ratioReturn per unit of downside risk | +1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 0.96 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.02 | -0.42 | +1.45 |
| Martin ratioReturn relative to average drawdown | 3.65 | -0.88 | +4.53 |
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
| WMT.DE | META | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | -0.39 | +1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 0.32 | +0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | 0.45 | +0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.56 | -0.21 |
Drawdowns
WMT.DE vs. META - Drawdown Comparison
The maximum WMT.DE drawdown since its inception was -59.44%, smaller than the maximum META drawdown of -71.76%. Use the drawdown chart below to compare losses from any high point for WMT.DE and META.
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Drawdown Indicators
| WMT.DE | META | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.44% | -71.76% | +12.32% |
Max Drawdown (1Y)Largest decline over 1 year | -16.00% | -32.44% | +16.44% |
Max Drawdown (3Y)Largest decline over 3 years | -23.69% | -39.99% | +16.30% |
Max Drawdown (5Y)Largest decline over 5 years | -23.69% | -71.76% | +48.07% |
Max Drawdown (10Y)Largest decline over 10 years | -23.69% | -71.76% | +48.07% |
Current DrawdownCurrent decline from peak | -12.45% | -26.40% | +13.95% |
Average DrawdownAverage peak-to-trough decline | -22.05% | -14.53% | -7.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.47% | 15.67% | -11.20% |
Volatility
WMT.DE vs. META - Volatility Comparison
Walmart Inc (WMT.DE) has a higher volatility of 11.77% compared to Meta Platforms, Inc. (META) at 10.21%. This indicates that WMT.DE's price experiences larger fluctuations and is considered to be riskier than META based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WMT.DE | META | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.77% | 10.21% | +1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 19.88% | 26.52% | -6.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.28% | 35.13% | -9.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.76% | 43.85% | -22.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.86% | 38.90% | -17.04% |
Dividends
WMT.DE vs. META - Dividend Comparison
WMT.DE's dividend yield for the trailing twelve months is around 0.70%, more than META's 0.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
META Meta Platforms, Inc. | 0.35% | 0.32% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WMT.DE Walmart Inc | 0.70% | 0.75% | 0.97% | 1.27% | 1.37% | 1.28% | 1.39% | 1.52% | 1.90% | 1.89% | 2.36% | 2.79% |
Financials
WMT.DE vs. META - Financials Comparison
This section allows you to compare key financial metrics between Walmart Inc and Meta Platforms, 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
Frequently Asked Questions
WMT.DE and META have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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