WMT vs. MOAT
WMT (Walmart Inc.) is a stock, while MOAT (VanEck Morningstar Wide Moat ETF) is Large Cap Blend Equities fund tracking the Morningstar Wide Moat Focus Index. Over the past 10 years, WMT returned 19.77%/yr vs 13.47%/yr for MOAT. At a 0.32 correlation, their price movements are largely independent.
Performance
WMT vs. MOAT - Performance Comparison
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Returns By Period
In the year-to-date period, WMT achieves a 9.07% return, which is significantly higher than MOAT's -0.66% return. Over the past 10 years, WMT has outperformed MOAT with an annualized return of 19.77%, while MOAT has yielded a comparatively lower 13.47% annualized return.
WMT
- 1D
- 0.45%
- 1M
- -7.92%
- YTD
- 9.07%
- 6M
- 4.13%
- 1Y
- 29.24%
- 3Y*
- 34.18%
- 5Y*
- 22.42%
- 10Y*
- 19.77%
MOAT
- 1D
- 0.41%
- 1M
- 3.19%
- YTD
- -0.66%
- 6M
- -1.22%
- 1Y
- 14.57%
- 3Y*
- 10.55%
- 5Y*
- 7.78%
- 10Y*
- 13.47%
WMT vs. MOAT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WMT Walmart Inc. | 9.07% | 24.49% | 73.99% | 12.88% | -0.46% | 1.97% | 23.32% | 30.16% | -3.43% | 46.56% |
MOAT VanEck Morningstar Wide Moat ETF | -0.66% | 13.20% | 10.73% | 31.89% | -13.66% | 24.12% | 14.84% | 34.79% | -1.28% | 23.18% |
Correlation
The correlation between WMT and MOAT 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 | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Apr 25, 2012 | 0.32 |
The correlation between WMT and MOAT shifts across timeframes, from -0.02 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WMT vs. MOAT — Risk / Return Rank
WMT
MOAT
WMT vs. MOAT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Walmart Inc. (WMT) and VanEck Morningstar Wide Moat ETF (MOAT). 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 | MOAT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.16 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 1.02 | +0.81 |
| Martin ratioReturn relative to average drawdown | 5.82 | 3.11 | +2.71 |
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Drawdowns
WMT vs. MOAT - Drawdown Comparison
The maximum WMT drawdown since its inception was -77.14%, which is greater than MOAT's maximum drawdown of -33.31%. Use the drawdown chart below to compare losses from any high point for WMT and MOAT.
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Drawdown Indicators
| WMT | MOAT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.14% | -33.31% | -43.83% |
Max Drawdown (1Y)Largest decline over 1 year | -15.75% | -12.43% | -3.32% |
Max Drawdown (3Y)Largest decline over 3 years | -21.93% | -21.44% | -0.49% |
Max Drawdown (5Y)Largest decline over 5 years | -25.74% | -23.96% | -1.78% |
Max Drawdown (10Y)Largest decline over 10 years | -25.74% | -33.31% | +7.57% |
Current DrawdownCurrent decline from peak | -9.81% | -4.45% | -5.36% |
Average DrawdownAverage peak-to-trough decline | -14.63% | -3.83% | -10.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.94% | 4.06% | +0.88% |
Volatility
WMT vs. MOAT - Volatility Comparison
Walmart Inc. (WMT) has a higher volatility of 9.86% compared to VanEck Morningstar Wide Moat ETF (MOAT) at 4.13%. This indicates that WMT's price experiences larger fluctuations and is considered to be riskier than MOAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WMT | MOAT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.86% | 4.13% | +5.73% |
Volatility (6M)Calculated over the trailing 6-month period | 18.49% | 9.90% | +8.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.67% | 13.93% | +9.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.68% | 18.20% | +3.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.73% | 18.68% | +3.05% |
Dividends
WMT vs. MOAT - Dividend Comparison
WMT's dividend yield for the trailing twelve months is around 0.80%, less than MOAT's 1.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MOAT VanEck Morningstar Wide Moat ETF | 1.36% | 1.36% | 1.37% | 0.86% | 1.25% | 1.08% | 1.46% | 1.31% | 1.79% | 1.07% | 1.17% | 2.13% |
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 MOAT 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.
WMT has higher volatility (9.86%) compared to MOAT (4.13%). In terms of maximum drawdown, WMT dropped -77.14% vs MOAT's -33.31%.
WMT currently has the higher Sharpe Ratio (1.22 vs 0.91), 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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