WMT vs. USD=X
WMT (Walmart Inc.) is a stock, while USD=X (USD Cash) is a currency. Over the past 10 years, WMT returned 19.62%/yr vs 0.00%/yr for USD=X.
Performance
WMT vs. USD=X - Performance Comparison
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Returns By Period
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%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
WMT vs. USD=X - 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% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
WMT vs. USD=X — Risk / Return Rank
WMT
USD=X
WMT vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Walmart Inc. (WMT) and USD Cash (USD=X). 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 | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.20 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.53 | — | — |
| Martin ratioReturn relative to average drawdown | 5.02 | — | — |
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 | USD=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.04 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.91 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | — | — |
Drawdowns
WMT vs. USD=X - Drawdown Comparison
The maximum WMT drawdown since its inception was -77.14%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for WMT and USD=X.
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Drawdown Indicators
| WMT | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.14% | 0.00% | -77.14% |
Max Drawdown (1Y)Largest decline over 1 year | -15.75% | 0.00% | -15.75% |
Max Drawdown (3Y)Largest decline over 3 years | -21.93% | 0.00% | -21.93% |
Max Drawdown (5Y)Largest decline over 5 years | -25.74% | 0.00% | -25.74% |
Max Drawdown (10Y)Largest decline over 10 years | -25.74% | 0.00% | -25.74% |
Current DrawdownCurrent decline from peak | -10.71% | 0.00% | -10.71% |
Average DrawdownAverage peak-to-trough decline | -14.63% | 0.00% | -14.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.79% | 0.00% | +4.79% |
Volatility
WMT vs. USD=X - Volatility Comparison
Walmart Inc. (WMT) has a higher volatility of 10.26% compared to USD Cash (USD=X) at 0.00%. This indicates that WMT's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WMT | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.26% | 0.00% | +10.26% |
Volatility (6M)Calculated over the trailing 6-month period | 18.59% | 0.00% | +18.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.72% | 0.00% | +23.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.68% | 0.00% | +21.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.73% | 0.00% | +21.73% |
Frequently Asked Questions
WMT has higher volatility (10.26%) compared to USD=X (0.00%). In terms of maximum drawdown, WMT dropped -77.14% vs USD=X's 0.00%.
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