WMT vs. VYM
Compare and contrast key facts about Walmart Inc. (WMT) and Vanguard High Dividend Yield ETF (VYM).
VYM is a passively managed fund by Vanguard that tracks the performance of the FTSE High Dividend Yield Index. It was launched on Nov 10, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WMT or VYM.
Performance
WMT vs. VYM - Performance Comparison
Returns By Period
In the year-to-date period, WMT achieves a 61.88% return, which is significantly higher than VYM's 19.54% return. Over the past 10 years, WMT has outperformed VYM with an annualized return of 14.00%, while VYM has yielded a comparatively lower 9.92% annualized return.
WMT
61.88%
3.73%
30.69%
64.16%
18.13%
14.00%
VYM
19.54%
-0.46%
9.21%
28.77%
10.85%
9.92%
Key characteristics
| WMT | VYM | |
|---|---|---|
| Sharpe Ratio | 2.70 | 2.67 |
| Sortino Ratio | 3.59 | 3.80 |
| Omega Ratio | 1.55 | 1.49 |
| Calmar Ratio | 4.70 | 5.43 |
| Martin Ratio | 29.94 | 17.26 |
| Ulcer Index | 1.70% | 1.63% |
| Daily Std Dev | 18.83% | 10.55% |
| Max Drawdown | -77.42% | -56.98% |
| Current Drawdown | -1.46% | -1.58% |
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Correlation
The correlation between WMT and VYM is 0.47, 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.
Risk-Adjusted Performance
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.
Dividends
WMT vs. VYM - Dividend Comparison
WMT's dividend yield for the trailing twelve months is around 0.97%, less than VYM's 2.78% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WMT Walmart Inc. | 0.97% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% |
VYM Vanguard High Dividend Yield ETF | 2.78% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
Drawdowns
WMT vs. VYM - Drawdown Comparison
The maximum WMT drawdown since its inception was -77.42%, 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.
Volatility
WMT vs. VYM - Volatility Comparison
Walmart Inc. (WMT) and Vanguard High Dividend Yield ETF (VYM) have volatilities of 3.90% and 3.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.