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WMT vs. TGT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


WMTTGT
YTD Return35.63%11.06%
1Y Return39.34%23.21%
3Y Return (Ann)16.26%-12.60%
5Y Return (Ann)15.13%14.76%
10Y Return (Ann)13.01%13.21%
Sharpe Ratio2.290.74
Daily Std Dev17.05%32.47%
Max Drawdown-76.80%-62.96%
Current Drawdown0.00%-37.41%

Fundamentals


WMTTGT
Market Cap$562.97B$71.71B
EPS$2.33$8.93
PE Ratio30.0417.36
PEG Ratio2.442.56
Total Revenue (TTM)$657.33B$106.62B
Gross Profit (TTM)$161.04B$28.58B
EBITDA (TTM)$39.20B$8.57B

Correlation

-0.50.00.51.00.5

The correlation between WMT and TGT 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. TGT - Performance Comparison

In the year-to-date period, WMT achieves a 35.63% return, which is significantly higher than TGT's 11.06% return. Both investments have delivered pretty close results over the past 10 years, with WMT having a 13.01% annualized return and TGT not far ahead at 13.21%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


10,000.00%15,000.00%20,000.00%25,000.00%FebruaryMarchAprilMayJuneJuly
26,643.22%
11,383.17%
WMT
TGT

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.

Target Corporation

Risk-Adjusted Performance

WMT vs. TGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Walmart Inc. (WMT) and Target Corporation (TGT). 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 2.29, compared to the broader market-2.00-1.000.001.002.003.002.29
Sortino ratio
The chart of Sortino ratio for WMT, currently valued at 3.01, compared to the broader market-4.00-2.000.002.004.003.01
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 3.61, compared to the broader market0.002.004.006.003.61
Martin ratio
The chart of Martin ratio for WMT, currently valued at 10.78, compared to the broader market-5.000.005.0010.0015.0020.0025.0010.78
TGT
Sharpe ratio
The chart of Sharpe ratio for TGT, currently valued at 0.74, compared to the broader market-2.00-1.000.001.002.003.000.74
Sortino ratio
The chart of Sortino ratio for TGT, currently valued at 1.48, compared to the broader market-4.00-2.000.002.004.001.48
Omega ratio
The chart of Omega ratio for TGT, currently valued at 1.18, compared to the broader market0.501.001.502.001.18
Calmar ratio
The chart of Calmar ratio for TGT, currently valued at 0.41, compared to the broader market0.002.004.006.000.41
Martin ratio
The chart of Martin ratio for TGT, currently valued at 2.23, compared to the broader market-5.000.005.0010.0015.0020.0025.002.23

WMT vs. TGT - Sharpe Ratio Comparison

The current WMT Sharpe Ratio is 2.29, which is higher than the TGT Sharpe Ratio of 0.74. The chart below compares the 12-month rolling Sharpe Ratio of WMT and TGT.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00FebruaryMarchAprilMayJuneJuly
2.29
0.74
WMT
TGT

Dividends

WMT vs. TGT - Dividend Comparison

WMT's dividend yield for the trailing twelve months is around 1.12%, less than TGT's 2.82% 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%
TGT
Target Corporation
2.82%3.06%2.66%1.37%1.52%2.03%3.81%3.74%3.21%2.97%2.50%2.50%

Drawdowns

WMT vs. TGT - Drawdown Comparison

The maximum WMT drawdown since its inception was -76.80%, which is greater than TGT's maximum drawdown of -62.96%. Use the drawdown chart below to compare losses from any high point for WMT and TGT. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%FebruaryMarchAprilMayJuneJuly0
-37.41%
WMT
TGT

Volatility

WMT vs. TGT - Volatility Comparison

The current volatility for Walmart Inc. (WMT) is 4.68%, while Target Corporation (TGT) has a volatility of 7.22%. This indicates that WMT experiences smaller price fluctuations and is considered to be less risky than TGT 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%FebruaryMarchAprilMayJuneJuly
4.68%
7.22%
WMT
TGT

Financials

WMT vs. TGT - Financials Comparison

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



Values in USD except per share items