WMT vs. PG
WMT (Walmart Inc.) and PG (The Procter & Gamble Company) are both stocks. Both are in the Consumer Defensive sector — WMT in Discount Stores, PG in Household & Personal Products. Over the past 10 years, WMT returned 19.37%/yr vs 8.36%/yr for PG. At a 0.32 correlation, their price movements are largely independent.
Performance
WMT vs. PG - Performance Comparison
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Returns By Period
In the year-to-date period, WMT achieves a 5.33% return, which is significantly higher than PG's -0.74% return. Over the past 10 years, WMT has outperformed PG with an annualized return of 19.37%, while PG has yielded a comparatively lower 8.36% annualized return.
WMT
- 1D
- 3.39%
- 1M
- -10.14%
- YTD
- 5.33%
- 6M
- 2.78%
- 1Y
- 17.89%
- 3Y*
- 34.52%
- 5Y*
- 21.38%
- 10Y*
- 19.37%
PG
- 1D
- -0.45%
- 1M
- -2.25%
- YTD
- -0.74%
- 6M
- -3.04%
- 1Y
- -13.56%
- 3Y*
- 1.13%
- 5Y*
- 3.21%
- 10Y*
- 8.36%
WMT vs. PG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WMT Walmart Inc. | 5.33% | 24.49% | 73.99% | 12.88% | -0.46% | 1.97% | 23.32% | 30.16% | -3.43% | 46.56% |
PG The Procter & Gamble Company | -0.74% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
Correlation
The correlation between WMT and PG is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 1972 | 0.32 |
The correlation between WMT and PG shifts across timeframes, from 0.30 (1 year) to 0.40 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
WMT:
$935.00B
PG:
$338.77B
WMT:
$2.88
PG:
$5.23
WMT:
40.60
PG:
26.82
WMT:
2.65
PG:
6.56
WMT:
1.29
PG:
3.93
WMT:
9.91
PG:
6.28
WMT:
$725.31B
PG:
$86.72B
WMT:
$181.16B
PG:
$43.64B
WMT:
$44.32B
PG:
$22.63B
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Return for Risk
WMT vs. PG — Risk / Return Rank
WMT
PG
WMT vs. PG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Walmart Inc. (WMT) and The Procter & Gamble Company (PG). 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 | PG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.50 | ||
| Sortino ratioReturn per unit of downside risk | +2.18 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 0.89 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.14 | -0.87 | +2.01 |
| Martin ratioReturn relative to average drawdown | 3.84 | -1.45 | +5.29 |
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 | PG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | -0.75 | +1.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.99 | 0.18 | +0.81 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.89 | 0.44 | +0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.46 | +0.18 |
Drawdowns
WMT vs. PG - Drawdown Comparison
The maximum WMT drawdown since its inception was -77.14%, which is greater than PG's maximum drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for WMT and PG.
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Drawdown Indicators
| WMT | PG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.14% | -54.25% | -22.89% |
Max Drawdown (1Y)Largest decline over 1 year | -15.75% | -15.66% | -0.09% |
Max Drawdown (3Y)Largest decline over 3 years | -21.93% | -21.15% | -0.78% |
Max Drawdown (5Y)Largest decline over 5 years | -25.74% | -23.77% | -1.97% |
Max Drawdown (10Y)Largest decline over 10 years | -25.74% | -23.77% | -1.97% |
Current DrawdownCurrent decline from peak | -12.90% | -18.75% | +5.85% |
Average DrawdownAverage peak-to-trough decline | -14.63% | -12.16% | -2.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.74% | 9.64% | -4.90% |
Volatility
WMT vs. PG - Volatility Comparison
Walmart Inc. (WMT) has a higher volatility of 10.05% compared to The Procter & Gamble Company (PG) at 6.16%. This indicates that WMT's price experiences larger fluctuations and is considered to be riskier than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WMT | PG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.05% | 6.16% | +3.89% |
Volatility (6M)Calculated over the trailing 6-month period | 18.63% | 14.82% | +3.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.70% | 18.24% | +5.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.68% | 17.70% | +3.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.72% | 19.00% | +2.72% |
Dividends
WMT vs. PG - Dividend Comparison
WMT's dividend yield for the trailing twelve months is around 0.83%, less than PG's 3.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 3.04% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
WMT Walmart Inc. | 0.83% | 0.84% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% |
Financials
WMT vs. PG - Financials Comparison
This section allows you to compare key financial metrics between Walmart Inc. and The Procter & Gamble Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
WMT vs. PG - Profitability Comparison
WMT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Walmart Inc. reported a gross profit of 44.69B and revenue of 177.75B. Therefore, the gross margin over that period was 25.1%.
PG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported a gross profit of 10.51B and revenue of 21.24B. Therefore, the gross margin over that period was 49.5%.
WMT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Walmart Inc. reported an operating income of 7.49B and revenue of 177.75B, resulting in an operating margin of 4.2%.
PG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported an operating income of 4.58B and revenue of 21.24B, resulting in an operating margin of 21.6%.
WMT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Walmart Inc. reported a net income of 5.65B and revenue of 177.75B, resulting in a net margin of 3.2%.
PG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported a net income of 18.50M and revenue of 21.24B, resulting in a net margin of 0.1%.
Frequently Asked Questions
WMT and PG have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WMT has higher volatility (10.05%) compared to PG (6.16%). In terms of maximum drawdown, WMT dropped -77.14% vs PG's -54.25%.
WMT currently has the higher Sharpe Ratio (0.76 vs -0.75), 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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