PortfoliosLab logoPortfoliosLab logo
WMT vs. RTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

WMT vs. RTX - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, WMT achieves a 7.98% return, which is significantly higher than RTX's -1.85% return. Over the past 10 years, WMT has outperformed RTX with an annualized return of 19.62%, while RTX has yielded a comparatively lower 15.28% annualized return.


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%

RTX

1D
-1.29%
1M
1.88%
YTD
-1.85%
6M
4.94%
1Y
30.49%
3Y*
24.21%
5Y*
17.55%
10Y*
15.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WMT vs. RTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WMT
Walmart Inc.
7.98%24.49%73.99%12.88%-0.46%1.97%23.32%30.16%-3.43%46.56%
RTX
RTX Corporation
-1.85%61.44%40.76%-14.44%20.01%23.27%-7.70%43.82%-14.66%19.13%

Correlation

The correlation between WMT and RTX is 0.08, 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

0.08

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

0.15

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

0.22

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

0.25

Correlation (All Time)
Calculated using the full available price history since Aug 25, 1972

0.28

Over the past year, the correlation between WMT and RTX has dropped to 0.08 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

WMT:

$958.52B

RTX:

$243.80B

EPS

WMT:

$2.88

RTX:

$5.34

PE Ratio

WMT:

41.62

RTX:

33.48

PEG Ratio

WMT:

2.72

RTX:

1.33

PS Ratio

WMT:

1.32

RTX:

2.69

PB Ratio

WMT:

10.16

RTX:

3.68

Total Revenue (TTM)

WMT:

$725.31B

RTX:

$90.37B

Gross Profit (TTM)

WMT:

$181.16B

RTX:

$18.27B

EBITDA (TTM)

WMT:

$44.32B

RTX:

$13.81B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

WMT vs. RTX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WMT
WMT Risk / Return Rank: 7171
Overall Rank
WMT Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
WMT Sortino Ratio Rank: 6767
Sortino Ratio Rank
WMT Omega Ratio Rank: 6767
Omega Ratio Rank
WMT Calmar Ratio Rank: 7070
Calmar Ratio Rank
WMT Martin Ratio Rank: 7676
Martin Ratio Rank

RTX
RTX Risk / Return Rank: 7474
Overall Rank
RTX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
RTX Sortino Ratio Rank: 7575
Sortino Ratio Rank
RTX Omega Ratio Rank: 7373
Omega Ratio Rank
RTX Calmar Ratio Rank: 7171
Calmar Ratio Rank
RTX Martin Ratio Rank: 7474
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. RTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Walmart Inc. (WMT) and RTX Corporation (RTX). 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.


WMTRTXDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.39

Omega ratioGain probability vs. loss probability

1.20

1.24

-0.04

Calmar ratioReturn relative to maximum drawdown

1.53

1.59

-0.06

Martin ratioReturn relative to average drawdown

5.02

4.44

+0.58

WMT vs. RTX - Sharpe Ratio Comparison

The current WMT Sharpe Ratio is 1.02, which is comparable to the RTX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of WMT and RTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


WMTRTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.28

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.04

0.74

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

0.55

+0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.44

+0.20

Drawdowns

WMT vs. RTX - Drawdown Comparison

The maximum WMT drawdown since its inception was -77.14%, which is greater than RTX's maximum drawdown of -55.14%. Use the drawdown chart below to compare losses from any high point for WMT and RTX.


Loading charts...

Drawdown Indicators


WMTRTXDifference

Max Drawdown

Largest peak-to-trough decline

-77.14%

-55.14%

-22.00%

Max Drawdown (1Y)

Largest decline over 1 year

-15.75%

-19.32%

+3.57%

Max Drawdown (3Y)

Largest decline over 3 years

-21.93%

-29.92%

+7.99%

Max Drawdown (5Y)

Largest decline over 5 years

-25.74%

-32.84%

+7.10%

Max Drawdown (10Y)

Largest decline over 10 years

-25.74%

-51.98%

+26.24%

Current Drawdown

Current decline from peak

-10.71%

-15.44%

+4.73%

Average Drawdown

Average peak-to-trough decline

-14.63%

-13.03%

-1.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.79%

6.88%

-2.09%

Volatility

WMT vs. RTX - Volatility Comparison

Walmart Inc. (WMT) has a higher volatility of 10.26% compared to RTX Corporation (RTX) at 7.46%. This indicates that WMT's price experiences larger fluctuations and is considered to be riskier than RTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


WMTRTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.26%

7.46%

+2.80%

Volatility (6M)

Calculated over the trailing 6-month period

18.59%

17.86%

+0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

23.72%

24.06%

-0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.68%

23.86%

-2.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.73%

27.74%

-6.01%

Dividends

WMT vs. RTX - Dividend Comparison

WMT's dividend yield for the trailing twelve months is around 0.81%, less than RTX's 1.55% yield.


PositionTTM20252024202320222021202020192018201720162015
RTX
RTX Corporation
1.55%1.46%2.14%2.76%2.14%2.33%21.21%1.96%2.66%2.13%2.39%2.66%
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%

Financials

WMT vs. RTX - Financials Comparison

This section allows you to compare key financial metrics between Walmart Inc. and RTX Corporation. 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


0.0050.00B100.00B150.00B200.00B20222023202420252026
177.75B
22.08B
(WMT) Total Revenue
(RTX) Total Revenue
Values in USD except per share items

WMT vs. RTX - Profitability Comparison

The chart below illustrates the profitability comparison between Walmart Inc. and RTX Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

5.0%10.0%15.0%20.0%25.0%20222023202420252026
25.1%
20.8%
Portfolio components
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%.

RTX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, RTX Corporation reported a gross profit of 4.59B and revenue of 22.08B. Therefore, the gross margin over that period was 20.8%.

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%.

RTX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, RTX Corporation reported an operating income of 2.56B and revenue of 22.08B, resulting in an operating margin of 11.6%.

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%.

RTX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, RTX Corporation reported a net income of 2.06B and revenue of 22.08B, resulting in a net margin of 9.3%.


Frequently Asked Questions


WMT and RTX have a correlation of 0.08, 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 RTX (7.46%). In terms of maximum drawdown, WMT dropped -77.14% vs RTX's -55.14%.

RTX currently has the higher Sharpe Ratio (1.28 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.

Portfolio Optimizer

Find the right allocation for WMT and RTX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer