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WMT vs. COST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


-0.50.00.51.0
Correlation: 0.5

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.

5,000.00%10,000.00%15,000.00%December2025FebruaryMarchAprilMay
3,886.43%
16,443.70%
WMT
COST

Key characteristics

Sharpe Ratio

WMT:

2.85

COST:

1.87

Sortino Ratio

WMT:

3.72

COST:

2.44

Omega Ratio

WMT:

1.52

COST:

1.33

Calmar Ratio

WMT:

3.22

COST:

2.39

Martin Ratio

WMT:

10.87

COST:

7.06

Ulcer Index

WMT:

6.50%

COST:

5.84%

Daily Std Dev

WMT:

24.89%

COST:

22.10%

Max Drawdown

WMT:

-77.24%

COST:

-53.39%

Current Drawdown

WMT:

-5.19%

COST:

-5.63%

Fundamentals

Market Cap

WMT:

$790.09B

COST:

$443.26B

EPS

WMT:

$2.41

COST:

$17.11

PE Ratio

WMT:

40.98

COST:

58.39

PEG Ratio

WMT:

3.92

COST:

5.91

PS Ratio

WMT:

1.16

COST:

1.67

PB Ratio

WMT:

8.68

COST:

17.20

Total Revenue (TTM)

WMT:

$519.48B

COST:

$264.09B

Gross Profit (TTM)

WMT:

$129.16B

COST:

$35.11B

EBITDA (TTM)

WMT:

$28.91B

COST:

$11.25B

Returns By Period

In the year-to-date period, WMT achieves a 10.24% return, which is significantly lower than COST's 11.03% return. Over the past 10 years, WMT has underperformed COST with an annualized return of 16.52%, while COST has yielded a comparatively higher 23.64% annualized return.


WMT

YTD

10.24%

1M

19.40%

6M

21.07%

1Y

67.93%

5Y*

21.16%

10Y*

16.52%

COST

YTD

11.03%

1M

10.88%

6M

14.81%

1Y

37.13%

5Y*

29.10%

10Y*

23.64%

*Annualized

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Risk-Adjusted Performance

WMT vs. COST — Risk-Adjusted Performance Rank

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

WMT
The Risk-Adjusted Performance Rank of WMT is 9797
Overall Rank
The Sharpe Ratio Rank of WMT is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of WMT is 9797
Sortino Ratio Rank
The Omega Ratio Rank of WMT is 9797
Omega Ratio Rank
The Calmar Ratio Rank of WMT is 9797
Calmar Ratio Rank
The Martin Ratio Rank of WMT is 9595
Martin Ratio Rank

COST
The Risk-Adjusted Performance Rank of COST is 9292
Overall Rank
The Sharpe Ratio Rank of COST is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of COST is 9090
Sortino Ratio Rank
The Omega Ratio Rank of COST is 9090
Omega Ratio Rank
The Calmar Ratio Rank of COST is 9595
Calmar Ratio Rank
The Martin Ratio Rank of COST is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for WMT, currently valued at 2.85, compared to the broader market-2.00-1.000.001.002.003.00
WMT: 2.85
COST: 1.87
The chart of Sortino ratio for WMT, currently valued at 3.72, compared to the broader market-6.00-4.00-2.000.002.004.00
WMT: 3.72
COST: 2.44
The chart of Omega ratio for WMT, currently valued at 1.52, compared to the broader market0.501.001.502.00
WMT: 1.52
COST: 1.33
The chart of Calmar ratio for WMT, currently valued at 3.22, compared to the broader market0.001.002.003.004.005.00
WMT: 3.22
COST: 2.39
The chart of Martin ratio for WMT, currently valued at 10.87, compared to the broader market-10.000.0010.0020.00
WMT: 10.87
COST: 7.06

The current WMT Sharpe Ratio is 2.85, which is higher than the COST Sharpe Ratio of 1.87. 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.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00December2025FebruaryMarchAprilMay
2.85
1.87
WMT
COST

Dividends

WMT vs. COST - Dividend Comparison

WMT's dividend yield for the trailing twelve months is around 0.86%, more than COST's 0.47% yield.


TTM20242023202220212020201920182017201620152014
WMT
Walmart Inc.
0.86%0.92%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%
COST
Costco Wholesale Corporation
0.47%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%

Drawdowns

WMT vs. COST - Drawdown Comparison

The maximum WMT drawdown since its inception was -77.24%, 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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-5.19%
-5.63%
WMT
COST

Volatility

WMT vs. COST - Volatility Comparison

Walmart Inc. (WMT) has a higher volatility of 12.29% compared to Costco Wholesale Corporation (COST) at 10.18%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
12.29%
10.18%
WMT
COST

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


50.00B100.00B150.00B200.00BJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
180.55B
63.72B
(WMT) Total Revenue
(COST) Total Revenue
Values in USD except per share items

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.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%15.0%20.0%25.0%JulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
24.6%
15.1%
(WMT) Gross Margin
(COST) Gross Margin
WMT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Walmart Inc. reported a gross profit of 44.38B and revenue of 180.55B. Therefore, the gross margin over that period was 24.6%.
COST - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Costco Wholesale Corporation reported a gross profit of 9.61B and revenue of 63.72B. Therefore, the gross margin over that period was 15.1%.
WMT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Walmart Inc. reported an operating income of 7.86B and revenue of 180.55B, resulting in an operating margin of 4.4%.
COST - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Costco Wholesale Corporation reported an operating income of 2.32B and revenue of 63.72B, resulting in an operating margin of 3.6%.
WMT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Walmart Inc. reported a net income of 5.25B and revenue of 180.55B, resulting in a net margin of 2.9%.
COST - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Costco Wholesale Corporation reported a net income of 1.79B and revenue of 63.72B, resulting in a net margin of 2.8%.