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WMT vs. IVV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

WMT vs. IVV

Last updated Jun 13, 2026

WMT (Walmart Inc.) is a stock, while IVV (iShares Core S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, WMT returned 19.77%/yr vs 15.47%/yr for IVV. At a 0.46 correlation, their price movements are largely independent.

Performance

WMT vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Walmart Inc. (WMT) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with WMT having a 9.07% return and IVV slightly higher at 9.08%. Over the past 10 years, WMT has outperformed IVV with an annualized return of 19.77%, while IVV has yielded a comparatively lower 15.47% 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%

IVV

1D
0.55%
1M
-0.08%
YTD
9.08%
6M
9.43%
1Y
24.38%
3Y*
20.95%
5Y*
13.42%
10Y*
15.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WMT vs. IVV - 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%
IVV
iShares Core S&P 500 ETF		9.08%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-4.49%21.75%

Correlation

The correlation between WMT and IVV is -0.03, 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

-0.03

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

0.21

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

0.31

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

0.34

Correlation (All Time)
Calculated using the full available price history since May 19, 2000

0.46

The correlation between WMT and IVV shifts across timeframes, from -0.03 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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Walmart Inc.

iShares Core S&P 500 ETF

Often compared with WMT:
WMT vs. COSTWMT vs. TGTWMT vs. VOOWMT vs. KRWMT vs. XLPWMT vs. SCHDWMT vs. ABBV
Often compared with IVV:
IVV vs. VOOIVV vs. SPYIVV vs. FXAIXIVV vs. QQQIVV vs. VTIIVV vs. IOOIVV vs. CSPX.L

Return for Risk

WMT vs. IVV — 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
IVV
IVV Risk / Return Rank: 7070
Overall Rank
IVV Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 6969
Sortino Ratio Rank
IVV Omega Ratio Rank: 7171
Omega Ratio Rank
IVV Calmar Ratio Rank: 6363
Calmar Ratio Rank
IVV Martin Ratio Rank: 7676
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. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Walmart Inc. (WMT) and iShares Core S&P 500 ETF (IVV). 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.

WMTIVVDifference
Sharpe ratioReturn per unit of total volatility
1.22
2.00

-0.78

Sortino ratioReturn per unit of downside risk
1.79
2.70

-0.90

Omega ratioGain probability vs. loss probability

1.23

1.36

-0.13

Calmar ratioReturn relative to maximum drawdown

1.83

2.76

-0.93

Martin ratioReturn relative to average drawdown

5.82

12.43

-6.61

WMT vs. IVV - Sharpe Ratio Comparison

The current WMT Sharpe Ratio is 1.22, which is lower than the IVV Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of WMT and IVV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

WMT vs. IVV - Drawdown Comparison

The maximum WMT drawdown since its inception was -77.14%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for WMT and IVV.

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Drawdown Indicators

WMTIVVDifference

Max Drawdown

Largest peak-to-trough decline

-77.14%

-55.25%

-21.89%

Max Drawdown (1Y)

Largest decline over 1 year

-15.75%

-8.89%

-6.86%

Max Drawdown (3Y)

Largest decline over 3 years

-21.93%

-18.75%

-3.18%

Max Drawdown (5Y)

Largest decline over 5 years

-25.74%

-24.53%

-1.21%

Max Drawdown (10Y)

Largest decline over 10 years

-25.74%

-33.90%

+8.16%

Current Drawdown

Current decline from peak

-9.81%

-2.35%

-7.46%

Average Drawdown

Average peak-to-trough decline

-14.63%

-10.77%

-3.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.94%

1.97%

+2.97%

Volatility

WMT vs. IVV - Volatility Comparison

Walmart Inc. (WMT) has a higher volatility of 9.86% compared to iShares Core S&P 500 ETF (IVV) at 4.37%. This indicates that WMT's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

WMTIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.86%

4.37%

+5.49%

Volatility (6M)

Calculated over the trailing 6-month period

18.49%

9.59%

+8.90%

Volatility (1Y)

Calculated over the trailing 1-year period

23.67%

12.28%

+11.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.68%

16.95%

+4.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.73%

18.08%

+3.65%

Dividends

WMT vs. IVV - Dividend Comparison

WMT's dividend yield for the trailing twelve months is around 0.80%, less than IVV's 1.08% yield.

PositionTTM20252024202320222021202020192018201720162015
IVV
iShares Core S&P 500 ETF		1.08%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%
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 IVV have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WMT has higher volatility (9.86%) compared to IVV (4.37%). In terms of maximum drawdown, WMT dropped -77.14% vs IVV's -55.25%.

IVV currently has the higher Sharpe Ratio (2.00 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.

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