WMT vs. SIEMENS.NS
WMT (Walmart Inc.) and SIEMENS.NS (Siemens Limited) are both stocks. WMT operates in Discount Stores (Consumer Defensive), while SIEMENS.NS operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, WMT returned 19.77%/yr vs 15.72%/yr for SIEMENS.NS. At a 0.06 correlation, their price movements are largely independent.
Performance
WMT vs. SIEMENS.NS - Performance Comparison
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Different Trading Currencies
WMT is traded in USD, while SIEMENS.NS is traded in INR. To make them comparable, the SIEMENS.NS values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, WMT achieves a 9.07% return, which is significantly higher than SIEMENS.NS's 8.42% return. Over the past 10 years, WMT has outperformed SIEMENS.NS with an annualized return of 19.77%, while SIEMENS.NS has yielded a comparatively lower 15.72% annualized return.
WMT
- 1D
- 0.45%
- 1M
- -7.93%
- YTD
- 9.07%
- 6M
- 4.13%
- 1Y
- 28.71%
- 3Y*
- 34.18%
- 5Y*
- 22.42%
- 10Y*
- 19.77%
SIEMENS.NS
- 1D
- 0.00%
- 1M
- 0.12%
- YTD
- 8.42%
- 6M
- 6.43%
- 1Y
- -3.07%
- 3Y*
- 16.51%
- 5Y*
- 20.46%
- 10Y*
- 15.72%
WMT vs. SIEMENS.NS - 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% |
SIEMENS.NS Siemens Limited | 10.07% | -13.71% | 58.65% | 42.59% | 8.42% | 48.10% | 3.98% | 41.23% | -21.70% | 19.64% |
Correlation
The correlation between WMT and SIEMENS.NS is 0.07, 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 | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Jul 12, 2007 | 0.06 |
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Return for Risk
WMT vs. SIEMENS.NS — Risk / Return Rank
WMT
SIEMENS.NS
WMT vs. SIEMENS.NS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Walmart Inc. (WMT) and Siemens Limited (SIEMENS.NS). 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 | SIEMENS.NS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.32 | ||
| Sortino ratioReturn per unit of downside risk | +1.71 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.01 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | -0.16 | +1.99 |
| Martin ratioReturn relative to average drawdown | 5.82 | -0.34 | +6.16 |
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Drawdowns
WMT vs. SIEMENS.NS - Drawdown Comparison
The maximum WMT drawdown since its inception was -77.14%, smaller than the maximum SIEMENS.NS drawdown of -81.27%. Use the drawdown chart below to compare losses from any high point for WMT and SIEMENS.NS.
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Drawdown Indicators
| WMT | SIEMENS.NS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.14% | -81.27% | +4.13% |
Max Drawdown (1Y)Largest decline over 1 year | -15.75% | -19.84% | +4.09% |
Max Drawdown (3Y)Largest decline over 3 years | -21.93% | -44.15% | +22.22% |
Max Drawdown (5Y)Largest decline over 5 years | -25.74% | -44.15% | +18.41% |
Max Drawdown (10Y)Largest decline over 10 years | -25.74% | -47.63% | +21.89% |
Current DrawdownCurrent decline from peak | -9.81% | -24.80% | +14.99% |
Average DrawdownAverage peak-to-trough decline | -14.63% | -23.89% | +9.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.94% | 10.25% | -5.31% |
Volatility
WMT vs. SIEMENS.NS - Volatility Comparison
The current volatility for Walmart Inc. (WMT) is 9.86%, while Siemens Limited (SIEMENS.NS) has a volatility of 11.61%. This indicates that WMT experiences smaller price fluctuations and is considered to be less risky than SIEMENS.NS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WMT | SIEMENS.NS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.86% | 11.61% | -1.75% |
Volatility (6M)Calculated over the trailing 6-month period | 18.49% | 26.94% | -8.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.67% | 32.05% | -8.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.68% | 31.15% | -9.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.73% | 31.00% | -9.27% |
Dividends
WMT vs. SIEMENS.NS - Dividend Comparison
WMT's dividend yield for the trailing twelve months is around 0.80%, while SIEMENS.NS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SIEMENS.NS Siemens Limited | 0.00% | 0.39% | 0.29% | 0.48% | 0.55% | 0.57% | 0.86% | 0.90% | 1.29% | 0.93% | 5.45% | 0.96% |
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% |
Financials
WMT vs. SIEMENS.NS - Financials Comparison
This section allows you to compare key financial metrics between Walmart Inc. and Siemens Limited. 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
Frequently Asked Questions
WMT and SIEMENS.NS have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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