WMT vs. COST
Compare and contrast key facts about Walmart Inc. (WMT) and Costco Wholesale Corporation (COST).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WMT or COST.
Performance
WMT vs. COST - Performance Comparison
Returns By Period
In the year-to-date period, WMT achieves a 61.88% return, which is significantly higher than COST's 38.22% return. Over the past 10 years, WMT has underperformed COST with an annualized return of 14.00%, while COST has yielded a comparatively higher 23.25% annualized return.
WMT
61.88%
3.73%
30.69%
64.16%
18.13%
14.00%
COST
38.22%
2.10%
14.29%
61.68%
26.80%
23.25%
Fundamentals
| WMT | COST | |
|---|---|---|
| Market Cap | $683.17B | $413.11B |
| EPS | $1.94 | $16.61 |
| PE Ratio | 43.81 | 56.13 |
| PEG Ratio | 2.98 | 5.66 |
| Total Revenue (TTM) | $504.23B | $254.45B |
| Gross Profit (TTM) | $124.17B | $32.10B |
| EBITDA (TTM) | $31.49B | $10.63B |
Key characteristics
| WMT | COST | |
|---|---|---|
| Sharpe Ratio | 2.70 | 2.87 |
| Sortino Ratio | 3.59 | 3.49 |
| Omega Ratio | 1.55 | 1.51 |
| Calmar Ratio | 4.70 | 5.49 |
| Martin Ratio | 29.94 | 14.21 |
| Ulcer Index | 1.70% | 3.97% |
| Daily Std Dev | 18.83% | 19.64% |
| Max Drawdown | -77.42% | -53.39% |
| Current Drawdown | -1.46% | -3.89% |
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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.
Risk-Adjusted Performance
WMT vs. COST - Risk-Adjusted Performance 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.
Dividends
WMT vs. COST - Dividend Comparison
WMT's dividend yield for the trailing twelve months is around 0.97%, less than COST's 2.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WMT Walmart Inc. | 0.97% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% |
COST Costco Wholesale Corporation | 2.15% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
Drawdowns
WMT vs. COST - Drawdown Comparison
The maximum WMT drawdown since its inception was -77.42%, 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. For additional features, visit the drawdowns tool.
Volatility
WMT vs. COST - Volatility Comparison
The current volatility for Walmart Inc. (WMT) is 3.90%, while Costco Wholesale Corporation (COST) has a volatility of 5.03%. This indicates that WMT experiences smaller price fluctuations and is considered to be less risky than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
WMT vs. COST - Financials Comparison
This section allows you to compare key financial metrics between Walmart Inc. and Costco Wholesale Corporation. 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