WMT vs. SUN
WMT (Walmart Inc.) and SUN (Sunoco LP) are both stocks. WMT operates in Discount Stores (Consumer Defensive), while SUN operates in Oil & Gas Refining & Marketing (Energy). Over the past 10 years, WMT returned 19.62%/yr vs 18.61%/yr for SUN. At a 0.13 correlation, their price movements are largely independent.
Performance
WMT vs. SUN - Performance Comparison
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Returns By Period
In the year-to-date period, WMT achieves a 7.98% return, which is significantly lower than SUN's 28.86% return. Over the past 10 years, WMT has outperformed SUN with an annualized return of 19.62%, while SUN has yielded a comparatively lower 18.61% 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%
SUN
- 1D
- -1.15%
- 1M
- -2.20%
- YTD
- 28.86%
- 6M
- 25.56%
- 1Y
- 29.97%
- 3Y*
- 21.63%
- 5Y*
- 20.04%
- 10Y*
- 18.61%
WMT vs. SUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WMT Walmart Inc. | 7.98% | 24.49% | 73.99% | 12.88% | -0.46% | 1.97% | 23.32% | 30.16% | -3.43% | 46.56% |
SUN Sunoco LP | 28.86% | 8.88% | -8.59% | 49.38% | 13.95% | 55.26% | 6.28% | 24.78% | 7.71% | 17.86% |
Correlation
The correlation between WMT and SUN is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2012 | 0.13 |
The correlation between WMT and SUN shifts across timeframes, from -0.01 (1 year) to 0.13 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
WMT:
$958.52B
SUN:
$3.38T
WMT:
$2.88
SUN:
$0.06
WMT:
41.62
SUN:
1.02K
WMT:
1.32
SUN:
42.48
WMT:
10.16
SUN:
1.30K
WMT:
$725.31B
SUN:
$20.02B
WMT:
$181.16B
SUN:
$1.75B
WMT:
$44.32B
SUN:
$2.10B
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Return for Risk
WMT vs. SUN — Risk / Return Rank
WMT
SUN
WMT vs. SUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Walmart Inc. (WMT) and Sunoco LP (SUN). 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 | SUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.22 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.53 | 2.76 | -1.23 |
| Martin ratioReturn relative to average drawdown | 5.02 | 7.02 | -2.00 |
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 | SUN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 1.32 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.04 | 0.85 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.91 | 0.59 | +0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.53 | +0.11 |
Drawdowns
WMT vs. SUN - Drawdown Comparison
The maximum WMT drawdown since its inception was -77.14%, which is greater than SUN's maximum drawdown of -65.47%. Use the drawdown chart below to compare losses from any high point for WMT and SUN.
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Drawdown Indicators
| WMT | SUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.14% | -65.47% | -11.67% |
Max Drawdown (1Y)Largest decline over 1 year | -15.75% | -10.91% | -4.84% |
Max Drawdown (3Y)Largest decline over 3 years | -21.93% | -21.29% | -0.64% |
Max Drawdown (5Y)Largest decline over 5 years | -25.74% | -21.29% | -4.45% |
Max Drawdown (10Y)Largest decline over 10 years | -25.74% | -62.94% | +37.20% |
Current DrawdownCurrent decline from peak | -10.71% | -9.29% | -1.42% |
Average DrawdownAverage peak-to-trough decline | -14.63% | -16.31% | +1.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.79% | 4.28% | +0.51% |
Volatility
WMT vs. SUN - Volatility Comparison
Walmart Inc. (WMT) has a higher volatility of 10.26% compared to Sunoco LP (SUN) at 8.42%. This indicates that WMT's price experiences larger fluctuations and is considered to be riskier than SUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WMT | SUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.26% | 8.42% | +1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 18.59% | 16.61% | +1.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.72% | 22.92% | +0.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.68% | 23.62% | -1.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.73% | 31.75% | -10.02% |
Dividends
WMT vs. SUN - Dividend Comparison
WMT's dividend yield for the trailing twelve months is around 0.81%, less than SUN's 5.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SUN Sunoco LP | 5.73% | 6.89% | 6.74% | 5.59% | 7.66% | 8.09% | 11.47% | 10.79% | 12.14% | 11.63% | 12.16% | 6.78% |
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. SUN - Financials Comparison
This section allows you to compare key financial metrics between Walmart Inc. and Sunoco LP. 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 SUN have a correlation of -0.01, 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 SUN (8.42%). In terms of maximum drawdown, WMT dropped -77.14% vs SUN's -65.47%.
SUN currently has the higher Sharpe Ratio (1.32 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.
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