PortfoliosLab logoPortfoliosLab logo
WMT vs. FTAI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

WMT vs. FTAI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Walmart Inc. (WMT) and Fortress Transportation and Infrastructure Investors LLC (FTAI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, WMT achieves a 9.07% return, which is significantly lower than FTAI's 23.33% return. Over the past 10 years, WMT has underperformed FTAI with an annualized return of 19.77%, while FTAI has yielded a comparatively higher 45.39% annualized return.


WMT

1D
0.45%
1M
-7.93%
YTD
9.07%
6M
4.13%
1Y
28.71%
3Y*
34.18%
5Y*
22.42%
10Y*
19.77%

FTAI

1D
0.26%
1M
-9.41%
YTD
23.33%
6M
37.23%
1Y
97.05%
3Y*
104.30%
5Y*
55.62%
10Y*
45.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WMT vs. FTAI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WMT
Walmart Inc.
9.07%24.49%73.99%12.88%-0.46%1.97%23.32%30.16%-3.43%46.56%
FTAI
Fortress Transportation and Infrastructure Investors LLC
23.33%38.01%214.72%181.65%-36.67%29.27%33.15%48.05%-22.18%62.27%

Correlation

The correlation between WMT and FTAI is -0.02, 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

-0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (10Y)
Calculated over the trailing 10-year period

0.09

Correlation (All Time)
Calculated using the full available price history since May 15, 2015

0.08

The correlation between WMT and FTAI shifts across timeframes, from -0.02 (1 year) to 0.13 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

WMT:

$968.20B

FTAI:

$25.23B

EPS

WMT:

$2.88

FTAI:

$5.13

PE Ratio

WMT:

42.04

FTAI:

47.14

PEG Ratio

WMT:

2.75

FTAI:

0.03

PS Ratio

WMT:

1.34

FTAI:

8.86

PB Ratio

WMT:

10.26

FTAI:

58.44

Total Revenue (TTM)

WMT:

$725.31B

FTAI:

$2.84B

Gross Profit (TTM)

WMT:

$181.16B

FTAI:

$922.62M

EBITDA (TTM)

WMT:

$44.32B

FTAI:

$992.07M

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

WMT vs. FTAI — Risk / Return Rank

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

WMT
WMT Risk / Return Rank: 7676
Overall Rank
WMT Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
WMT Sortino Ratio Rank: 7373
Sortino Ratio Rank
WMT Omega Ratio Rank: 7474
Omega Ratio Rank
WMT Calmar Ratio Rank: 7575
Calmar Ratio Rank
WMT Martin Ratio Rank: 8080
Martin Ratio Rank

FTAI
FTAI Risk / Return Rank: 8383
Overall Rank
FTAI Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FTAI Sortino Ratio Rank: 8484
Sortino Ratio Rank
FTAI Omega Ratio Rank: 8181
Omega Ratio Rank
FTAI Calmar Ratio Rank: 8585
Calmar Ratio Rank
FTAI Martin Ratio Rank: 8484
Martin Ratio Rank
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. FTAI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Walmart Inc. (WMT) and Fortress Transportation and Infrastructure Investors LLC (FTAI). 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.


WMTFTAIDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.67

Omega ratioGain probability vs. loss probability

1.23

1.30

-0.06

Calmar ratioReturn relative to maximum drawdown

1.83

3.13

-1.30

Martin ratioReturn relative to average drawdown

5.82

7.47

-1.64

WMT vs. FTAI - Sharpe Ratio Comparison

The current WMT Sharpe Ratio is 1.22, which is comparable to the FTAI Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of WMT and FTAI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

WMT vs. FTAI - Drawdown Comparison

The maximum WMT drawdown since its inception was -77.14%, which is greater than FTAI's maximum drawdown of -72.79%. Use the drawdown chart below to compare losses from any high point for WMT and FTAI.


Loading charts...

Drawdown Indicators


WMTFTAIDifference

Max Drawdown

Largest peak-to-trough decline

-77.14%

-72.79%

-4.35%

Max Drawdown (1Y)

Largest decline over 1 year

-15.75%

-31.15%

+15.40%

Max Drawdown (3Y)

Largest decline over 3 years

-21.93%

-52.11%

+30.18%

Max Drawdown (5Y)

Largest decline over 5 years

-25.74%

-54.08%

+28.34%

Max Drawdown (10Y)

Largest decline over 10 years

-25.74%

-72.79%

+47.05%

Current Drawdown

Current decline from peak

-9.81%

-21.69%

+11.88%

Average Drawdown

Average peak-to-trough decline

-14.63%

-17.37%

+2.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.94%

13.04%

-8.10%

Volatility

WMT vs. FTAI - Volatility Comparison

The current volatility for Walmart Inc. (WMT) is 9.86%, while Fortress Transportation and Infrastructure Investors LLC (FTAI) has a volatility of 18.22%. This indicates that WMT experiences smaller price fluctuations and is considered to be less risky than FTAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


WMTFTAIDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.86%

18.22%

-8.36%

Volatility (6M)

Calculated over the trailing 6-month period

18.49%

47.49%

-29.00%

Volatility (1Y)

Calculated over the trailing 1-year period

23.67%

63.59%

-39.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.68%

56.34%

-34.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.73%

51.10%

-29.37%

Dividends

WMT vs. FTAI - Dividend Comparison

WMT's dividend yield for the trailing twelve months is around 0.80%, more than FTAI's 0.62% yield.


PositionTTM20252024202320222021202020192018201720162015
FTAI
Fortress Transportation and Infrastructure Investors LLC
0.62%0.64%0.83%2.59%7.54%4.56%5.63%6.76%9.21%6.62%9.92%4.26%
WMT
Walmart Inc.
0.80%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. FTAI - Financials Comparison

This section allows you to compare key financial metrics between Walmart Inc. and Fortress Transportation and Infrastructure Investors LLC. 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


0.0050.00B100.00B150.00B200.00B20222023202420252026
177.75B
830.70M
(WMT) Total Revenue
(FTAI) Total Revenue
Values in USD except per share items

WMT vs. FTAI - Profitability Comparison

The chart below illustrates the profitability comparison between Walmart Inc. and Fortress Transportation and Infrastructure Investors LLC over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%25.0%30.0%35.0%40.0%20222023202420252026
25.1%
36.9%
Portfolio components
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%.

FTAI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fortress Transportation and Infrastructure Investors LLC reported a gross profit of 306.43M and revenue of 830.70M. Therefore, the gross margin over that period was 36.9%.

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%.

FTAI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fortress Transportation and Infrastructure Investors LLC reported an operating income of 241.44M and revenue of 830.70M, resulting in an operating margin of 29.1%.

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%.

FTAI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fortress Transportation and Infrastructure Investors LLC reported a net income of 134.19M and revenue of 830.70M, resulting in a net margin of 16.2%.


Frequently Asked Questions


WMT and FTAI have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTAI has higher volatility (18.22%) compared to WMT (9.86%). In terms of maximum drawdown, WMT dropped -77.14% vs FTAI's -72.79%.

FTAI currently has the higher Sharpe Ratio (1.54 vs 1.22), 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.

Portfolio Optimizer

Find the right allocation for WMT and FTAI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer