WMT vs. BTC-USD
WMT (Walmart Inc.) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, WMT returned 18.44%/yr vs 58.50%/yr for BTC-USD. At a 0.04 correlation, their price movements are largely independent.
Performance
WMT vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, WMT achieves a 1.11% return, which is significantly higher than BTC-USD's -25.13% return. Over the past 10 years, WMT has underperformed BTC-USD with an annualized return of 18.44%, while BTC-USD has yielded a comparatively higher 58.50% annualized return.
WMT
- 1D
- -1.79%
- 1M
- -4.25%
- 6M
- -5.89%
- YTD
- 1.11%
- 1Y
- 19.03%
- 3Y*
- 29.98%
- 5Y*
- 20.51%
- 10Y*
- 18.44%
- ALL TIME*
- 18.39%
BTC-USD
- 1D
- 1.28%
- 1M
- 2.00%
- 6M
- -29.23%
- YTD
- -25.13%
- 1Y
- -44.16%
- 3Y*
- 29.87%
- 5Y*
- 15.31%
- 10Y*
- 58.50%
- ALL TIME*
- 89.00%
WMT vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WMT Walmart Inc. | 1.11% | 24.49% | 73.99% | 12.88% | -0.46% | 1.97% | 23.32% | 30.16% | -3.43% | 46.56% |
BTC-USD Bitcoin | -25.13% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between WMT and BTC-USD is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2012 | 0.04 |
The correlation between WMT and BTC-USD shifts across timeframes, from -0.05 (1 year) to 0.08 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
WMT vs. BTC-USD — Risk / Return Rank
WMT
BTC-USD
WMT vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Walmart Inc. (WMT) and Bitcoin (BTC-USD). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WMT | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.81 | ||
| Sortino ratioReturn per unit of downside risk | +2.75 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 0.85 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 1.01 | -0.83 | +1.84 |
| Martin ratioReturn relative to average drawdown | 2.88 | -1.32 | +4.20 |
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Drawdowns
WMT vs. BTC-USD - Drawdown Comparison
The maximum WMT drawdown since its inception was -77.14%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for WMT and BTC-USD.
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Drawdown Indicators
| WMT | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.14% | -85.30% | +8.16% |
Max Drawdown (1Y)Largest decline over 1 year | -18.91% | -53.08% | +34.17% |
Max Drawdown (3Y)Largest decline over 3 years | -21.93% | -53.08% | +31.15% |
Max Drawdown (5Y)Largest decline over 5 years | -25.74% | -76.67% | +50.93% |
Max Drawdown (10Y)Largest decline over 10 years | -25.74% | -83.80% | +58.06% |
Current DrawdownCurrent decline from peak | -16.39% | -47.48% | +31.09% |
Average DrawdownAverage peak-to-trough decline | -14.63% | -42.61% | +27.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.63% | 27.88% | -21.25% |
Volatility
WMT vs. BTC-USD - Volatility Comparison
The current volatility for Walmart Inc. (WMT) is 7.51%, while Bitcoin (BTC-USD) has a volatility of 9.37%. This indicates that WMT experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WMT | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.51% | 9.37% | -1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 19.19% | 34.93% | -15.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.48% | 35.76% | -11.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.88% | 43.93% | -22.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.87% | 56.33% | -34.46% |
Frequently Asked Questions
WMT and BTC-USD have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (9.37%) compared to WMT (7.51%). In terms of maximum drawdown, WMT dropped -77.14% vs BTC-USD's -85.30%.
WMT currently has the higher Sharpe Ratio (0.78 vs -1.03), 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.
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