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

Correlation

The correlation between WMT and IMKTA is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

WMT vs. IMKTA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Walmart Inc. (WMT) and Ingles Markets, Incorporated (IMKTA). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%OctoberNovemberDecember2025FebruaryMarch
5.97%
-14.03%
WMT
IMKTA

Key characteristics

Sharpe Ratio

WMT:

1.97

IMKTA:

-0.55

Sortino Ratio

WMT:

2.69

IMKTA:

-0.65

Omega Ratio

WMT:

1.37

IMKTA:

0.92

Calmar Ratio

WMT:

2.16

IMKTA:

-0.37

Martin Ratio

WMT:

8.23

IMKTA:

-1.01

Ulcer Index

WMT:

5.14%

IMKTA:

14.58%

Daily Std Dev

WMT:

21.49%

IMKTA:

26.49%

Max Drawdown

WMT:

-77.24%

IMKTA:

-72.55%

Current Drawdown

WMT:

-18.72%

IMKTA:

-35.68%

Fundamentals

Market Cap

WMT:

$682.63B

IMKTA:

$1.21B

EPS

WMT:

$2.41

IMKTA:

$4.15

PE Ratio

WMT:

35.33

IMKTA:

15.37

PEG Ratio

WMT:

3.39

IMKTA:

0.89

Total Revenue (TTM)

WMT:

$680.99B

IMKTA:

$5.45B

Gross Profit (TTM)

WMT:

$169.23B

IMKTA:

$1.25B

EBITDA (TTM)

WMT:

$38.88B

IMKTA:

$237.72M

Returns By Period

In the year-to-date period, WMT achieves a -5.50% return, which is significantly lower than IMKTA's -0.75% return. Over the past 10 years, WMT has outperformed IMKTA with an annualized return of 14.49%, while IMKTA has yielded a comparatively lower 3.54% annualized return.


WMT

YTD

-5.50%

1M

-13.41%

6M

7.26%

1Y

43.12%

5Y*

19.41%

10Y*

14.49%

IMKTA

YTD

-0.75%

1M

3.82%

6M

-13.74%

1Y

-15.98%

5Y*

13.24%

10Y*

3.54%

*Annualized

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Risk-Adjusted Performance

WMT vs. IMKTA — 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 9393
Overall Rank
The Sharpe Ratio Rank of WMT is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of WMT is 9292
Sortino Ratio Rank
The Omega Ratio Rank of WMT is 9292
Omega Ratio Rank
The Calmar Ratio Rank of WMT is 9494
Calmar Ratio Rank
The Martin Ratio Rank of WMT is 9292
Martin Ratio Rank

IMKTA
The Risk-Adjusted Performance Rank of IMKTA is 2424
Overall Rank
The Sharpe Ratio Rank of IMKTA is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of IMKTA is 2121
Sortino Ratio Rank
The Omega Ratio Rank of IMKTA is 2222
Omega Ratio Rank
The Calmar Ratio Rank of IMKTA is 2828
Calmar Ratio Rank
The Martin Ratio Rank of IMKTA is 2727
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. IMKTA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Walmart Inc. (WMT) and Ingles Markets, Incorporated (IMKTA). 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 1.97, compared to the broader market-2.00-1.000.001.002.003.001.97-0.55
The chart of Sortino ratio for WMT, currently valued at 2.69, compared to the broader market-6.00-4.00-2.000.002.004.002.69-0.65
The chart of Omega ratio for WMT, currently valued at 1.37, compared to the broader market0.501.001.502.001.370.92
The chart of Calmar ratio for WMT, currently valued at 2.16, compared to the broader market0.001.002.003.004.005.002.16-0.37
The chart of Martin ratio for WMT, currently valued at 8.23, compared to the broader market-5.000.005.0010.0015.0020.008.23-1.01
WMT
IMKTA

The current WMT Sharpe Ratio is 1.97, which is higher than the IMKTA Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of WMT and IMKTA, 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 Ratio-1.000.001.002.003.004.005.00OctoberNovemberDecember2025FebruaryMarch
1.97
-0.55
WMT
IMKTA

Dividends

WMT vs. IMKTA - Dividend Comparison

WMT's dividend yield for the trailing twelve months is around 1.01%, less than IMKTA's 1.03% yield.


TTM20242023202220212020201920182017201620152014
WMT
Walmart Inc.
1.01%0.92%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%
IMKTA
Ingles Markets, Incorporated
1.03%1.02%0.76%0.68%0.76%1.55%1.39%2.42%1.91%1.37%1.50%1.78%

Drawdowns

WMT vs. IMKTA - Drawdown Comparison

The maximum WMT drawdown since its inception was -77.24%, which is greater than IMKTA's maximum drawdown of -72.55%. Use the drawdown chart below to compare losses from any high point for WMT and IMKTA. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-18.72%
-35.68%
WMT
IMKTA

Volatility

WMT vs. IMKTA - Volatility Comparison

Walmart Inc. (WMT) has a higher volatility of 8.62% compared to Ingles Markets, Incorporated (IMKTA) at 7.37%. This indicates that WMT's price experiences larger fluctuations and is considered to be riskier than IMKTA 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%OctoberNovemberDecember2025FebruaryMarch
8.62%
7.37%
WMT
IMKTA

Financials

WMT vs. IMKTA - Financials Comparison

This section allows you to compare key financial metrics between Walmart Inc. and Ingles Markets, Incorporated. 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


Values in USD except per share items