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

Key characteristics


WMTSCHD
YTD Return35.09%8.51%
1Y Return36.22%12.58%
3Y Return (Ann)16.02%6.23%
5Y Return (Ann)15.01%12.46%
10Y Return (Ann)13.03%11.15%
Sharpe Ratio2.271.17
Daily Std Dev17.06%11.16%
Max Drawdown-76.80%-33.37%
Current Drawdown-0.39%-1.47%

Correlation

-0.50.00.51.00.5

The correlation between WMT and SCHD is 0.46, 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

In the year-to-date period, WMT achieves a 35.09% return, which is significantly higher than SCHD's 8.51% return. Over the past 10 years, WMT has outperformed SCHD with an annualized return of 13.03%, while SCHD has yielded a comparatively lower 11.15% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


280.00%300.00%320.00%340.00%360.00%380.00%400.00%FebruaryMarchAprilMayJuneJuly
393.82%
381.38%
WMT
SCHD

Compare stocks, funds, or ETFs

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


Walmart Inc.

Schwab US Dividend Equity ETF

Risk-Adjusted Performance

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.


WMT
Sharpe ratio
The chart of Sharpe ratio for WMT, currently valued at 2.27, compared to the broader market-2.00-1.000.001.002.003.002.27
Sortino ratio
The chart of Sortino ratio for WMT, currently valued at 2.98, compared to the broader market-4.00-2.000.002.004.002.98
Omega ratio
The chart of Omega ratio for WMT, currently valued at 1.47, compared to the broader market0.501.001.502.001.47
Calmar ratio
The chart of Calmar ratio for WMT, currently valued at 3.58, compared to the broader market0.001.002.003.004.005.006.003.58
Martin ratio
The chart of Martin ratio for WMT, currently valued at 10.69, compared to the broader market-30.00-20.00-10.000.0010.0020.0010.69
SCHD
Sharpe ratio
The chart of Sharpe ratio for SCHD, currently valued at 1.17, compared to the broader market-2.00-1.000.001.002.003.001.17
Sortino ratio
The chart of Sortino ratio for SCHD, currently valued at 1.74, compared to the broader market-4.00-2.000.002.004.001.74
Omega ratio
The chart of Omega ratio for SCHD, currently valued at 1.20, compared to the broader market0.501.001.502.001.20
Calmar ratio
The chart of Calmar ratio for SCHD, currently valued at 0.99, compared to the broader market0.001.002.003.004.005.006.000.99
Martin ratio
The chart of Martin ratio for SCHD, currently valued at 3.63, compared to the broader market-30.00-20.00-10.000.0010.0020.003.63

WMT vs. SCHD - Sharpe Ratio Comparison

The current WMT Sharpe Ratio is 2.27, which is higher than the SCHD Sharpe Ratio of 1.17. The chart below compares the 12-month rolling Sharpe Ratio of WMT and SCHD.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50FebruaryMarchAprilMayJuneJuly
2.27
1.17
WMT
SCHD

Dividends

WMT vs. SCHD - Dividend Comparison

WMT's dividend yield for the trailing twelve months is around 1.12%, less than SCHD's 3.49% yield.


TTM20232022202120202019201820172016201520142013
WMT
Walmart Inc.
1.12%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%2.39%
SCHD
Schwab US Dividend Equity ETF
3.49%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

WMT vs. SCHD - Drawdown Comparison

The maximum WMT drawdown since its inception was -76.80%, 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.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-0.39%
-1.47%
WMT
SCHD

Volatility

WMT vs. SCHD - Volatility Comparison

Walmart Inc. (WMT) has a higher volatility of 4.71% compared to Schwab US Dividend Equity ETF (SCHD) at 3.49%. 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%3.00%4.00%5.00%6.00%7.00%8.00%FebruaryMarchAprilMayJuneJuly
4.71%
3.49%
WMT
SCHD