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WMT vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WMT and SCHD is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

WMT vs. SCHD - Performance Comparison

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

350.00%400.00%450.00%500.00%550.00%600.00%December2025FebruaryMarchAprilMay
597.65%
369.09%
WMT
SCHD

Key characteristics

Sharpe Ratio

WMT:

2.70

SCHD:

0.15

Sortino Ratio

WMT:

3.57

SCHD:

0.32

Omega Ratio

WMT:

1.50

SCHD:

1.04

Calmar Ratio

WMT:

3.06

SCHD:

0.15

Martin Ratio

WMT:

10.28

SCHD:

0.50

Ulcer Index

WMT:

6.52%

SCHD:

4.85%

Daily Std Dev

WMT:

24.86%

SCHD:

16.02%

Max Drawdown

WMT:

-77.24%

SCHD:

-33.37%

Current Drawdown

WMT:

-5.66%

SCHD:

-11.57%

Returns By Period

In the year-to-date period, WMT achieves a 9.69% return, which is significantly higher than SCHD's -5.30% return. Over the past 10 years, WMT has outperformed SCHD with an annualized return of 16.45%, while SCHD has yielded a comparatively lower 10.27% annualized return.


WMT

YTD

9.69%

1M

17.89%

6M

19.03%

1Y

64.88%

5Y*

21.00%

10Y*

16.45%

SCHD

YTD

-5.30%

1M

2.81%

6M

-10.08%

1Y

2.08%

5Y*

12.56%

10Y*

10.27%

*Annualized

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Risk-Adjusted Performance

WMT vs. SCHD — Risk-Adjusted Performance Rank

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

WMT
The Risk-Adjusted Performance Rank of WMT is 9696
Overall Rank
The Sharpe Ratio Rank of WMT is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of WMT is 9797
Sortino Ratio Rank
The Omega Ratio Rank of WMT is 9696
Omega Ratio Rank
The Calmar Ratio Rank of WMT is 9797
Calmar Ratio Rank
The Martin Ratio Rank of WMT is 9595
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 2929
Overall Rank
The Sharpe Ratio Rank of SCHD is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 2727
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2727
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3131
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 2929
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WMT vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Walmart Inc. (WMT) and Schwab US Dividend Equity ETF (SCHD). 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.


The current WMT Sharpe Ratio is 2.70, which is higher than the SCHD Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of WMT and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00December2025FebruaryMarchAprilMay
2.70
0.15
WMT
SCHD

Dividends

WMT vs. SCHD - Dividend Comparison

WMT's dividend yield for the trailing twelve months is around 0.87%, less than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
WMT
Walmart Inc.
0.87%0.92%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.87%3.17%2.22%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

WMT vs. SCHD - Drawdown Comparison

The maximum WMT drawdown since its inception was -77.24%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for WMT and SCHD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-5.66%
-11.57%
WMT
SCHD

Volatility

WMT vs. SCHD - Volatility Comparison

Walmart Inc. (WMT) has a higher volatility of 11.05% compared to Schwab US Dividend Equity ETF (SCHD) at 8.81%. This indicates that WMT's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
11.05%
8.81%
WMT
SCHD