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

Correlation

The correlation between WMT and VYM is 0.45, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

WMT vs. VYM - Performance Comparison

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

300.00%400.00%500.00%600.00%700.00%800.00%900.00%December2025FebruaryMarchAprilMay
798.58%
334.13%
WMT
VYM

Key characteristics

Sharpe Ratio

WMT:

2.55

VYM:

0.52

Sortino Ratio

WMT:

3.41

VYM:

0.82

Omega Ratio

WMT:

1.47

VYM:

1.12

Calmar Ratio

WMT:

2.90

VYM:

0.57

Martin Ratio

WMT:

9.80

VYM:

2.32

Ulcer Index

WMT:

6.48%

VYM:

3.54%

Daily Std Dev

WMT:

24.86%

VYM:

15.78%

Max Drawdown

WMT:

-77.24%

VYM:

-56.98%

Current Drawdown

WMT:

-7.02%

VYM:

-7.61%

Returns By Period

In the year-to-date period, WMT achieves a 8.11% return, which is significantly higher than VYM's -2.20% return. Over the past 10 years, WMT has outperformed VYM with an annualized return of 16.26%, while VYM has yielded a comparatively lower 9.26% annualized return.


WMT

YTD

8.11%

1M

9.66%

6M

19.46%

1Y

67.40%

5Y*

20.74%

10Y*

16.26%

VYM

YTD

-2.20%

1M

-3.67%

6M

-1.60%

1Y

10.06%

5Y*

13.85%

10Y*

9.26%

*Annualized

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Risk-Adjusted Performance

WMT vs. VYM — Risk-Adjusted Performance Rank

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

WMT
The Risk-Adjusted Performance Rank of WMT is 9696
Overall Rank
The Sharpe Ratio Rank of WMT is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of WMT is 9696
Sortino Ratio Rank
The Omega Ratio Rank of WMT is 9696
Omega Ratio Rank
The Calmar Ratio Rank of WMT is 9696
Calmar Ratio Rank
The Martin Ratio Rank of WMT is 9494
Martin Ratio Rank

VYM
The Risk-Adjusted Performance Rank of VYM is 5959
Overall Rank
The Sharpe Ratio Rank of VYM is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VYM is 5656
Sortino Ratio Rank
The Omega Ratio Rank of VYM is 5656
Omega Ratio Rank
The Calmar Ratio Rank of VYM is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VYM is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WMT vs. VYM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Walmart Inc. (WMT) and Vanguard High Dividend Yield ETF (VYM). 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.


The chart of Sharpe ratio for WMT, currently valued at 2.55, compared to the broader market-2.00-1.000.001.002.003.00
WMT: 2.55
VYM: 0.52
The chart of Sortino ratio for WMT, currently valued at 3.41, compared to the broader market-6.00-4.00-2.000.002.004.00
WMT: 3.41
VYM: 0.82
The chart of Omega ratio for WMT, currently valued at 1.47, compared to the broader market0.501.001.502.00
WMT: 1.47
VYM: 1.12
The chart of Calmar ratio for WMT, currently valued at 2.90, compared to the broader market0.001.002.003.004.005.00
WMT: 2.90
VYM: 0.57
The chart of Martin ratio for WMT, currently valued at 9.80, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
WMT: 9.80
VYM: 2.32

The current WMT Sharpe Ratio is 2.55, which is higher than the VYM Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of WMT and VYM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00December2025FebruaryMarchAprilMay
2.55
0.52
WMT
VYM

Dividends

WMT vs. VYM - Dividend Comparison

WMT's dividend yield for the trailing twelve months is around 0.88%, less than VYM's 2.98% yield.


TTM20242023202220212020201920182017201620152014
WMT
Walmart Inc.
0.88%0.92%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.87%3.17%2.22%
VYM
Vanguard High Dividend Yield ETF
2.98%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%

Drawdowns

WMT vs. VYM - Drawdown Comparison

The maximum WMT drawdown since its inception was -77.24%, which is greater than VYM's maximum drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for WMT and VYM. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.02%
-7.61%
WMT
VYM

Volatility

WMT vs. VYM - Volatility Comparison

Walmart Inc. (WMT) has a higher volatility of 12.75% compared to Vanguard High Dividend Yield ETF (VYM) at 11.28%. This indicates that WMT's price experiences larger fluctuations and is considered to be riskier than VYM 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%December2025FebruaryMarchAprilMay
12.75%
11.28%
WMT
VYM