WMT vs. VTV

Last updated Jun 13, 2026

WMT (Walmart Inc.) is a stock, while VTV (Vanguard Value ETF) is Large Cap Value Equities fund tracking the CRSP US Large Cap Value Index. Over the past 10 years, WMT returned 19.77%/yr vs 12.78%/yr for VTV. At a 0.44 correlation, their price movements are largely independent.

Performance

WMT vs. VTV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Walmart Inc. (WMT) and Vanguard Value ETF (VTV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WMT achieves a 9.07% return, which is significantly lower than VTV's 14.29% return. Over the past 10 years, WMT has outperformed VTV with an annualized return of 19.77%, while VTV has yielded a comparatively lower 12.78% 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%

VTV

• 1D: 0.93%
• 1M: 4.18%
• YTD: 14.29%
• 6M: 13.99%
• 1Y: 26.89%
• 3Y*: 18.16%
• 5Y*: 11.76%
• 10Y*: 12.78%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WMT vs. VTV - 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%
VTV Vanguard Value ETF	14.29%	15.27%	15.95%	9.32%	-2.09%	26.53%	2.33%	25.66%	-5.47%	17.15%

Correlation

The correlation between WMT and VTV is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.17
Correlation (3Y) Calculated over the trailing 3-year period	0.29
Correlation (5Y) Calculated over the trailing 5-year period	0.39
Correlation (10Y) Calculated over the trailing 10-year period	0.38
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004	0.44

Over the past year, the correlation between WMT and VTV has dropped to 0.17 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.

Return for Risk

WMT vs. VTV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WMT

WMT Risk / Return Rank: 76
WMT Sharpe Ratio Rank: 78
WMT Sortino Ratio Rank: 73
WMT Omega Ratio Rank: 74
WMT Calmar Ratio Rank: 75
WMT Martin Ratio Rank: 80

VTV

VTV Risk / Return Rank: 88
VTV Sharpe Ratio Rank: 89
VTV Sortino Ratio Rank: 90
VTV Omega Ratio Rank: 87
VTV Calmar Ratio Rank: 87
VTV Martin Ratio Rank: 87

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WMT vs. VTV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Walmart Inc. (WMT) and Vanguard Value ETF (VTV). 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	VTV	Difference
Sharpe ratio: Return per unit of total volatility	1.22	2.61	-1.39
Sortino ratio: Return per unit of downside risk	1.79	3.71	-1.92
Omega ratio: Gain probability vs. loss probability	1.23	1.47	-0.23
Calmar ratio: Return relative to maximum drawdown	1.83	4.25	-2.42
Martin ratio: Return relative to average drawdown	5.82	16.04	-10.21

WMT vs. VTV - Sharpe Ratio Comparison

The current WMT Sharpe Ratio is 1.22, which is lower than the VTV Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of WMT and VTV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

WMT vs. VTV - Drawdown Comparison

The maximum WMT drawdown since its inception was -77.14%, which is greater than VTV's maximum drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for WMT and VTV.

Drawdown Indicators

	WMT	VTV	Difference
Max Drawdown Largest peak-to-trough decline	-77.14%	-59.27%	-17.87%
Max Drawdown (1Y) Largest decline over 1 year	-15.75%	-6.35%	-9.40%
Max Drawdown (3Y) Largest decline over 3 years	-21.93%	-14.52%	-7.41%
Max Drawdown (5Y) Largest decline over 5 years	-25.74%	-17.04%	-8.70%
Max Drawdown (10Y) Largest decline over 10 years	-25.74%	-36.78%	+11.04%
Current Drawdown Current decline from peak	-9.81%	0.00%	-9.81%
Average Drawdown Average peak-to-trough decline	-14.63%	-7.86%	-6.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.94%	1.68%	+3.26%

Volatility

WMT vs. VTV - Volatility Comparison

Walmart Inc. (WMT) has a higher volatility of 9.86% compared to Vanguard Value ETF (VTV) at 3.34%. This indicates that WMT's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WMT	VTV	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.86%	3.34%	+6.52%
Volatility (6M) Calculated over the trailing 6-month period	18.49%	7.82%	+10.67%
Volatility (1Y) Calculated over the trailing 1-year period	23.67%	10.38%	+13.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.68%	13.92%	+7.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.73%	16.68%	+5.05%

Dividends

WMT vs. VTV - Dividend Comparison

WMT's dividend yield for the trailing twelve months is around 0.80%, less than VTV's 1.83% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VTV Vanguard Value ETF	1.83%	2.05%	2.31%	2.46%	2.52%	2.15%	2.56%	2.50%	2.73%	2.29%	2.44%	2.60%
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%

Frequently Asked Questions

Can I hold both WMT and VTV in my portfolio?

WMT and VTV have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WMT or VTV?

WMT has higher volatility (9.86%) compared to VTV (3.34%). In terms of maximum drawdown, WMT dropped -77.14% vs VTV's -59.27%.

Which has better risk-adjusted returns?

VTV currently has the higher Sharpe Ratio (2.61 vs 1.22), 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.