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

Key characteristics


WMTVOO
YTD Return35.09%16.29%
1Y Return36.22%23.22%
3Y Return (Ann)16.02%10.10%
5Y Return (Ann)15.01%14.95%
10Y Return (Ann)13.03%12.82%
Sharpe Ratio2.271.99
Daily Std Dev17.06%11.27%
Max Drawdown-76.80%-33.99%
Current Drawdown-0.39%-2.79%

Correlation

-0.50.00.51.00.4

The correlation between WMT and VOO is 0.42, 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. VOO - Performance Comparison

In the year-to-date period, WMT achieves a 35.09% return, which is significantly higher than VOO's 16.29% return. Both investments have delivered pretty close results over the past 10 years, with WMT having a 13.03% annualized return and VOO not far behind at 12.82%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


300.00%350.00%400.00%450.00%500.00%550.00%FebruaryMarchAprilMayJuneJuly
450.54%
548.69%
WMT
VOO

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.

Vanguard S&P 500 ETF

Risk-Adjusted Performance

WMT vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Walmart Inc. (WMT) and Vanguard S&P 500 ETF (VOO). 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 market0.002.004.006.003.58
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
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 1.99, compared to the broader market-2.00-1.000.001.002.003.001.99
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 2.80, compared to the broader market-4.00-2.000.002.004.002.80
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.35, compared to the broader market0.501.001.502.001.35
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 1.93, compared to the broader market0.002.004.006.001.93
Martin ratio
The chart of Martin ratio for VOO, currently valued at 7.76, compared to the broader market-30.00-20.00-10.000.0010.0020.007.76

WMT vs. VOO - Sharpe Ratio Comparison

The current WMT Sharpe Ratio is 2.27, which roughly equals the VOO Sharpe Ratio of 1.99. The chart below compares the 12-month rolling Sharpe Ratio of WMT and VOO.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
2.27
1.99
WMT
VOO

Dividends

WMT vs. VOO - Dividend Comparison

WMT's dividend yield for the trailing twelve months is around 1.12%, less than VOO's 1.31% 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%
VOO
Vanguard S&P 500 ETF
1.31%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

WMT vs. VOO - Drawdown Comparison

The maximum WMT drawdown since its inception was -76.80%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for WMT and VOO. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-0.39%
-2.79%
WMT
VOO

Volatility

WMT vs. VOO - Volatility Comparison

Walmart Inc. (WMT) has a higher volatility of 4.71% compared to Vanguard S&P 500 ETF (VOO) at 2.72%. This indicates that WMT's price experiences larger fluctuations and is considered to be riskier than VOO 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%
2.72%
WMT
VOO