WMT vs. EAT
WMT (Walmart Inc.) and EAT (Brinker International, Inc.) are both stocks. WMT operates in Discount Stores (Consumer Defensive), while EAT operates in Restaurants (Consumer Cyclical). Over the past 10 years, WMT returned 19.62%/yr vs 13.68%/yr for EAT. At a 0.21 correlation, their price movements are largely independent.
Performance
WMT vs. EAT - Performance Comparison
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Returns By Period
In the year-to-date period, WMT achieves a 7.98% return, which is significantly higher than EAT's 1.83% return. Over the past 10 years, WMT has outperformed EAT with an annualized return of 19.62%, while EAT has yielded a comparatively lower 13.68% annualized return.
WMT
- 1D
- 0.80%
- 1M
- -8.13%
- YTD
- 7.98%
- 6M
- 6.15%
- 1Y
- 23.97%
- 3Y*
- 34.37%
- 5Y*
- 22.47%
- 10Y*
- 19.62%
EAT
- 1D
- 4.04%
- 1M
- 5.38%
- YTD
- 1.83%
- 6M
- 2.69%
- 1Y
- -14.86%
- 3Y*
- 59.52%
- 5Y*
- 18.17%
- 10Y*
- 13.68%
WMT vs. EAT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WMT Walmart Inc. | 7.98% | 24.49% | 73.99% | 12.88% | -0.46% | 1.97% | 23.32% | 30.16% | -3.43% | 46.56% |
EAT Brinker International, Inc. | 1.83% | 8.49% | 206.37% | 35.32% | -12.79% | -35.32% | 36.16% | -0.92% | 17.27% | -18.44% |
Correlation
The correlation between WMT and EAT 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 | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jul 31, 1989 | 0.21 |
The correlation between WMT and EAT shifts across timeframes, from 0.06 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.
Fundamentals
WMT:
$958.52B
EAT:
$6.50B
WMT:
$2.88
EAT:
$10.14
WMT:
41.62
EAT:
14.41
WMT:
2.72
EAT:
0.33
WMT:
1.32
EAT:
1.16
WMT:
10.16
EAT:
16.02
WMT:
$725.31B
EAT:
$5.73B
WMT:
$181.16B
EAT:
$3.45B
WMT:
$44.32B
EAT:
$807.20M
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Return for Risk
WMT vs. EAT — Risk / Return Rank
WMT
EAT
WMT vs. EAT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Walmart Inc. (WMT) and Brinker International, Inc. (EAT). 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 | EAT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.34 | ||
| Sortino ratioReturn per unit of downside risk | +1.72 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 0.98 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.53 | -0.34 | +1.86 |
| Martin ratioReturn relative to average drawdown | 5.02 | -0.69 | +5.71 |
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 | EAT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | -0.32 | +1.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.04 | 0.37 | +0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.91 | 0.25 | +0.66 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.28 | +0.35 |
Drawdowns
WMT vs. EAT - Drawdown Comparison
The maximum WMT drawdown since its inception was -77.14%, smaller than the maximum EAT drawdown of -88.40%. Use the drawdown chart below to compare losses from any high point for WMT and EAT.
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Drawdown Indicators
| WMT | EAT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.14% | -88.40% | +11.26% |
Max Drawdown (1Y)Largest decline over 1 year | -15.75% | -44.41% | +28.66% |
Max Drawdown (3Y)Largest decline over 3 years | -21.93% | -45.92% | +23.99% |
Max Drawdown (5Y)Largest decline over 5 years | -25.74% | -65.54% | +39.80% |
Max Drawdown (10Y)Largest decline over 10 years | -25.74% | -84.94% | +59.20% |
Current DrawdownCurrent decline from peak | -10.71% | -22.73% | +12.02% |
Average DrawdownAverage peak-to-trough decline | -14.63% | -24.34% | +9.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.79% | 21.68% | -16.89% |
Volatility
WMT vs. EAT - Volatility Comparison
The current volatility for Walmart Inc. (WMT) is 10.26%, while Brinker International, Inc. (EAT) has a volatility of 16.59%. This indicates that WMT experiences smaller price fluctuations and is considered to be less risky than EAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WMT | EAT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.26% | 16.59% | -6.33% |
Volatility (6M)Calculated over the trailing 6-month period | 18.59% | 35.50% | -16.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.72% | 46.55% | -22.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.68% | 48.95% | -27.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.73% | 55.09% | -33.36% |
Dividends
WMT vs. EAT - Dividend Comparison
WMT's dividend yield for the trailing twelve months is around 0.81%, while EAT has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EAT Brinker International, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.67% | 3.62% | 3.46% | 3.71% | 2.67% | 2.50% |
WMT Walmart Inc. | 0.81% | 0.84% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% |
Financials
WMT vs. EAT - Financials Comparison
This section allows you to compare key financial metrics between Walmart Inc. and Brinker International, 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
WMT vs. EAT - Profitability Comparison
WMT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Walmart Inc. reported a gross profit of 44.69B and revenue of 177.75B. Therefore, the gross margin over that period was 25.1%.
EAT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Brinker International, Inc. reported a gross profit of 1.10B and revenue of 1.47B. Therefore, the gross margin over that period was 74.6%.
WMT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Walmart Inc. reported an operating income of 7.49B and revenue of 177.75B, resulting in an operating margin of 4.2%.
EAT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Brinker International, Inc. reported an operating income of 166.60M and revenue of 1.47B, resulting in an operating margin of 11.3%.
WMT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Walmart Inc. reported a net income of 5.65B and revenue of 177.75B, resulting in a net margin of 3.2%.
EAT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Brinker International, Inc. reported a net income of 127.90M and revenue of 1.47B, resulting in a net margin of 8.7%.
Frequently Asked Questions
WMT and EAT 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.
EAT has higher volatility (16.59%) compared to WMT (10.26%). In terms of maximum drawdown, WMT dropped -77.14% vs EAT's -88.40%.
WMT currently has the higher Sharpe Ratio (1.02 vs -0.32), 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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