WMT vs. COST

Last updated Apr 1, 2026

Compare and contrast key facts about Walmart Inc. (WMT) and Costco Wholesale Corporation (COST).

Performance

WMT vs. COST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Walmart Inc. (WMT) and Costco Wholesale Corporation (COST). The values are adjusted to include any dividend payments, if applicable.

WMT vs. COST - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WMT Walmart Inc.	11.78%	24.49%	73.99%	12.88%	-0.46%	1.97%	23.32%	30.16%	-3.43%	46.56%
COST Costco Wholesale Corporation	15.71%	-5.39%	39.62%	49.00%	-19.05%	51.82%	32.67%	45.70%	10.60%	22.37%

Fundamentals

EPS WMT : $2.73 COST : $25.63
PE Ratio WMT : 45.54 COST : 38.87
PEG Ratio WMT : 2.97 COST : 3.04
PS Ratio WMT : 1.40 COST : 1.16
Total Revenue (TTM) WMT : $713.16B COST : $286.27B
Gross Profit (TTM) WMT : $177.77B COST : $19.33B
EBITDA (TTM) WMT : $48.50B COST : $12.73B

Returns By Period

In the year-to-date period, WMT achieves a 11.78% return, which is significantly lower than COST's 15.71% return. Over the past 10 years, WMT has underperformed COST with an annualized return of 20.48%, while COST has yielded a comparatively higher 22.28% annualized return.

WMT

• 1D: 0.63%
• 1M: -2.67%
• YTD: 11.78%
• 6M: 21.08%
• 1Y: 42.82%
• 3Y*: 37.81%
• 5Y*: 24.04%
• 10Y*: 20.48%

COST

• 1D: -0.02%
• 1M: -1.42%
• YTD: 15.71%
• 6M: 7.95%
• 1Y: 5.93%
• 3Y*: 27.83%
• 5Y*: 24.28%
• 10Y*: 22.28%

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

Return for Risk

WMT vs. COST — Risk / Return Rank

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

WMT

WMT Risk / Return Rank: 90
WMT Sharpe Ratio Rank: 89
WMT Sortino Ratio Rank: 89
WMT Omega Ratio Rank: 86
WMT Calmar Ratio Rank: 92
WMT Martin Ratio Rank: 92

COST

COST Risk / Return Rank: 49
COST Sharpe Ratio Rank: 53
COST Sortino Ratio Rank: 45
COST Omega Ratio Rank: 44
COST Calmar Ratio Rank: 52
COST Martin Ratio Rank: 52

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.

WMT vs. COST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Walmart Inc. (WMT) and Costco Wholesale Corporation (COST). 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	COST	Difference
Sharpe ratio Return per unit of total volatility	1.78	0.30	+1.48
Sortino ratio Return per unit of downside risk	2.72	0.57	+2.15
Omega ratio Gain probability vs. loss probability	1.34	1.07	+0.27
Calmar ratio Return relative to maximum drawdown	4.33	0.40	+3.92
Martin ratio Return relative to average drawdown	11.97	0.80	+11.17
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WMT vs. COST - Sharpe Ratio Comparison

The current WMT Sharpe Ratio is 1.78, which is higher than the COST Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of WMT and COST, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WMT	COST	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.78	0.30	+1.48
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.15	1.08	+0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.95	1.02	-0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	0.59	+0.05

Correlation

The correlation between WMT and COST is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

WMT vs. COST - Dividend Comparison

WMT's dividend yield for the trailing twelve months is around 0.77%, more than COST's 0.52% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
WMT Walmart Inc.	0.77%	0.84%	0.92%	1.45%	1.58%	1.52%	1.50%	1.78%	2.23%	2.07%	2.89%	3.20%
COST Costco Wholesale Corporation	0.52%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%

Drawdowns

WMT vs. COST - Drawdown Comparison

The maximum WMT drawdown since its inception was -77.14%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for WMT and COST.

Drawdown Indicators

	WMT	COST	Difference
Max Drawdown Largest peak-to-trough decline	-77.14%	-53.39%	-23.75%
Max Drawdown (1Y) Largest decline over 1 year	-10.92%	-19.35%	+8.43%
Max Drawdown (5Y) Largest decline over 5 years	-25.74%	-31.40%	+5.66%
Max Drawdown (10Y) Largest decline over 10 years	-25.74%	-31.40%	+5.66%
Current Drawdown Current decline from peak	-6.99%	-6.96%	-0.03%
Average Drawdown Average peak-to-trough decline	-14.66%	-13.40%	-1.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.95%	9.67%	-5.72%

Volatility

WMT vs. COST - Volatility Comparison

Walmart Inc. (WMT) has a higher volatility of 5.96% compared to Costco Wholesale Corporation (COST) at 4.41%. This indicates that WMT's price experiences larger fluctuations and is considered to be riskier than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WMT	COST	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.96%	4.41%	+1.55%
Volatility (6M) Calculated over the trailing 6-month period	17.03%	13.36%	+3.67%
Volatility (1Y) Calculated over the trailing 1-year period	24.35%	20.15%	+4.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.09%	22.51%	-1.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.70%	21.90%	-0.20%

Financials

WMT vs. COST - Profitability Comparison

The chart below illustrates the profitability comparison between Walmart Inc. and Costco Wholesale Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

WMT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Walmart Inc. reported a gross profit of 47.04B and revenue of 190.66B. Therefore, the gross margin over that period was 24.7%.

COST - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Costco Wholesale Corporation reported a gross profit of -8.80B and revenue of 69.60B. Therefore, the gross margin over that period was -12.6%.

WMT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Walmart Inc. reported an operating income of 8.71B and revenue of 190.66B, resulting in an operating margin of 4.6%.

COST - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Costco Wholesale Corporation reported an operating income of 2.61B and revenue of 69.60B, resulting in an operating margin of 3.7%.

WMT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Walmart Inc. reported a net income of 4.24B and revenue of 190.66B, resulting in a net margin of 2.2%.

COST - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Costco Wholesale Corporation reported a net income of 2.04B and revenue of 69.60B, resulting in a net margin of 2.9%.