WMT vs. MGK
WMT (Walmart Inc.) is a stock, while MGK (Vanguard Mega Cap Growth ETF) is Large Cap Growth Equities fund tracking the CRSP US Mega Cap Growth Index. Over the past 10 years, WMT returned 19.62%/yr vs 18.91%/yr for MGK. At a 0.37 correlation, their price movements are largely independent.
Performance
WMT vs. MGK - 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 MGK's 6.52% return. Both investments have delivered pretty close results over the past 10 years, with WMT having a 19.62% annualized return and MGK not far behind at 18.91%.
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%
MGK
- 1D
- 0.45%
- 1M
- -0.30%
- YTD
- 6.52%
- 6M
- 5.59%
- 1Y
- 25.21%
- 3Y*
- 25.50%
- 5Y*
- 15.44%
- 10Y*
- 18.91%
WMT vs. MGK - 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% |
MGK Vanguard Mega Cap Growth ETF | 6.52% | 20.67% | 32.94% | 51.67% | -33.59% | 28.58% | 41.01% | 37.38% | -2.91% | 29.49% |
Correlation
The correlation between WMT and MGK is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Dec 28, 2007 | 0.37 |
The correlation between WMT and MGK shifts across timeframes, from -0.12 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WMT vs. MGK — Risk / Return Rank
WMT
MGK
WMT vs. MGK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Walmart Inc. (WMT) and Vanguard Mega Cap Growth ETF (MGK). 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 | MGK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.27 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.53 | 1.50 | +0.02 |
| Martin ratioReturn relative to average drawdown | 5.02 | 5.15 | -0.13 |
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 | MGK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 1.52 | -0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.04 | 0.68 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.91 | 0.87 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.65 | -0.01 |
Drawdowns
WMT vs. MGK - Drawdown Comparison
The maximum WMT drawdown since its inception was -77.14%, which is greater than MGK's maximum drawdown of -47.97%. Use the drawdown chart below to compare losses from any high point for WMT and MGK.
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Drawdown Indicators
| WMT | MGK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.14% | -47.97% | -29.17% |
Max Drawdown (1Y)Largest decline over 1 year | -15.75% | -16.85% | +1.10% |
Max Drawdown (3Y)Largest decline over 3 years | -21.93% | -23.36% | +1.43% |
Max Drawdown (5Y)Largest decline over 5 years | -25.74% | -36.01% | +10.27% |
Max Drawdown (10Y)Largest decline over 10 years | -25.74% | -36.01% | +10.27% |
Current DrawdownCurrent decline from peak | -10.71% | -4.56% | -6.15% |
Average DrawdownAverage peak-to-trough decline | -14.63% | -7.47% | -7.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.79% | 4.91% | -0.12% |
Volatility
WMT vs. MGK - Volatility Comparison
Walmart Inc. (WMT) has a higher volatility of 10.26% compared to Vanguard Mega Cap Growth ETF (MGK) at 5.41%. This indicates that WMT's price experiences larger fluctuations and is considered to be riskier than MGK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WMT | MGK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.26% | 5.41% | +4.85% |
Volatility (6M)Calculated over the trailing 6-month period | 18.59% | 12.96% | +5.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.72% | 16.65% | +7.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.68% | 22.69% | -1.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.73% | 21.92% | -0.19% |
Dividends
WMT vs. MGK - Dividend Comparison
WMT's dividend yield for the trailing twelve months is around 0.81%, more than MGK's 0.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGK Vanguard Mega Cap Growth ETF | 0.33% | 0.35% | 0.43% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% |
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% |
Frequently Asked Questions
WMT and MGK have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WMT has higher volatility (10.26%) compared to MGK (5.41%). In terms of maximum drawdown, WMT dropped -77.14% vs MGK's -47.97%.
MGK currently has the higher Sharpe Ratio (1.52 vs 1.02), 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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