WMT vs. IBIT
WMT (Walmart Inc.) is a stock, while IBIT (iShares Bitcoin Trust ETF) is Cryptocurrency fund tracking the CME CF Bitcoin Reference Rate - New York Variant. Over the past year, WMT returned 28.71% vs -40.63% for IBIT. At a 0.06 correlation, their price movements are largely independent.
Performance
WMT vs. IBIT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, WMT achieves a 9.07% return, which is significantly higher than IBIT's -27.41% 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%
IBIT
- 1D
- -0.03%
- 1M
- -20.12%
- YTD
- -27.41%
- 6M
- -29.61%
- 1Y
- -40.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WMT vs. IBIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
WMT Walmart Inc. | 9.07% | 24.49% | 70.06% |
IBIT iShares Bitcoin Trust ETF | -27.41% | -6.41% | 89.87% |
Correlation
The correlation between WMT and IBIT is -0.07, 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 | -0.07 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2024 | 0.06 |
The correlation between WMT and IBIT shifts across timeframes, from -0.07 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.
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. IBIT — Risk / Return Rank
WMT
IBIT
WMT vs. IBIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Walmart Inc. (WMT) and iShares Bitcoin Trust ETF (IBIT). 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.
| WMT | IBIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.14 | ||
| Sortino ratioReturn per unit of downside risk | +3.09 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 0.85 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | -0.78 | +2.61 |
| Martin ratioReturn relative to average drawdown | 5.82 | -1.37 | +7.19 |
Loading charts...
Drawdowns
WMT vs. IBIT - Drawdown Comparison
The maximum WMT drawdown since its inception was -77.14%, which is greater than IBIT's maximum drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for WMT and IBIT.
Loading charts...
Drawdown Indicators
| WMT | IBIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.14% | -52.11% | -25.03% |
Max Drawdown (1Y)Largest decline over 1 year | -15.75% | -52.11% | +36.36% |
Max Drawdown (3Y)Largest decline over 3 years | -21.93% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.74% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -25.74% | — | — |
Current DrawdownCurrent decline from peak | -9.81% | -49.45% | +39.64% |
Average DrawdownAverage peak-to-trough decline | -14.63% | -16.53% | +1.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.94% | 29.64% | -24.70% |
Volatility
WMT vs. IBIT - Volatility Comparison
The current volatility for Walmart Inc. (WMT) is 9.86%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 12.07%. This indicates that WMT experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| WMT | IBIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.86% | 12.07% | -2.21% |
Volatility (6M)Calculated over the trailing 6-month period | 18.49% | 34.45% | -15.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.67% | 44.10% | -20.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.68% | 50.26% | -28.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.73% | 50.26% | -28.53% |
Dividends
WMT vs. IBIT - Dividend Comparison
WMT's dividend yield for the trailing twelve months is around 0.80%, while IBIT has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBIT iShares Bitcoin Trust ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Frequently Asked Questions
WMT and IBIT have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBIT has higher volatility (12.07%) compared to WMT (9.86%). In terms of maximum drawdown, WMT dropped -77.14% vs IBIT's -52.11%.
WMT currently has the higher Sharpe Ratio (1.22 vs -0.92), 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.
Find the right allocation for WMT and IBIT
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