WRB vs. WMT
WRB (W. R. Berkley Corporation) and WMT (Walmart Inc.) are both stocks. WRB operates in Insurance - Property & Casualty (Financial Services), while WMT operates in Discount Stores (Consumer Defensive). Over the past 10 years, WRB returned 18.32%/yr vs 18.40%/yr for WMT. Their 0.21 correlation means their historical movements had little consistent relationship.
Performance
WRB vs. WMT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, WRB achieves a 5.59% return, which is significantly higher than WMT's 0.21% return. Both investments have delivered pretty close results over the past 10 years, with WRB having a 18.32% annualized return and WMT not far ahead at 18.40%.
WRB
- 1D
- -1.14%
- 1M
- 0.64%
- 6M
- 7.96%
- YTD
- 5.59%
- 1Y
- 8.76%
- 3Y*
- 24.47%
- 5Y*
- 20.49%
- 10Y*
- 18.32%
- ALL TIME*
- 16.33%
WMT
- 1D
- 0.09%
- 1M
- -0.57%
- 6M
- -6.30%
- YTD
- 0.21%
- 1Y
- 13.85%
- 3Y*
- 29.39%
- 5Y*
- 20.06%
- 10Y*
- 18.40%
- ALL TIME*
- 18.36%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
WMT Walmart Inc. | $2.47B | $2.41B | $2.70B |
| $146.36M | $145.89M | $144.62M |
WRB vs. WMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WRB W. R. Berkley Corporation | 5.59% | 23.02% | 27.19% | 0.25% | 33.92% | 27.39% | -3.14% | 43.80% | 5.96% | 10.21% |
WMT Walmart Inc. | 0.21% | 24.49% | 73.99% | 12.88% | -0.46% | 1.97% | 23.32% | 30.16% | -3.43% | 46.56% |
Correlation
The correlation between WRB and WMT is 0.19, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.19 |
Correlation (3Y) Balances recent behavior with more history. | 0.22 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.25 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.25 |
Correlation (All Time) Calculated using the full available price history since Sep 7, 1984 | 0.21 |
Fundamentals
WRB:
$27.00B
WMT:
$884.94B
WRB:
$4.72
WMT:
$2.88
WRB:
15.38
WMT:
38.61
WRB:
0.90
WMT:
2.52
WRB:
1.94
WMT:
1.23
WRB:
$14.85B
WMT:
$725.31B
WRB:
$3.88B
WMT:
$181.16B
WRB:
$2.44B
WMT:
$44.32B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
WRB vs. WMT — Risk / Return Rank
WRB
WMT
WRB vs. WMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for W. R. Berkley Corporation (WRB) and Walmart Inc. (WMT). 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.
| WRB | WMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.12 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.54 | 0.75 | -0.22 |
| Martin ratioReturn relative to average drawdown | 1.02 | 1.96 | -0.94 |
Loading charts...
Drawdowns
WRB vs. WMT - Drawdown Comparison
The maximum WRB drawdown since its inception was -69.33%, smaller than the maximum WMT drawdown of -77.14%. Use the drawdown chart below to compare losses from any high point for WRB and WMT.
Loading charts...
Drawdown Indicators
| WRB | WMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.33% | -77.14% | +7.81% |
Max Drawdown (1Y)Largest decline over 1 year | -17.62% | -19.23% | +1.61% |
Max Drawdown (3Y)Largest decline over 3 years | -17.62% | -21.93% | +4.31% |
Max Drawdown (5Y)Largest decline over 5 years | -26.29% | -25.74% | -0.55% |
Max Drawdown (10Y)Largest decline over 10 years | -45.35% | -25.74% | -19.61% |
Current DrawdownCurrent decline from peak | -4.77% | -17.14% | +12.37% |
Average DrawdownAverage peak-to-trough decline | -14.55% | -14.63% | +0.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.30% | 7.39% | +1.91% |
Volatility
WRB vs. WMT - Volatility Comparison
W. R. Berkley Corporation (WRB) has a higher volatility of 7.84% compared to Walmart Inc. (WMT) at 6.81%. This indicates that WRB's price experiences larger fluctuations and is considered to be riskier than WMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| WRB | WMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.84% | 6.81% | +1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 16.31% | 19.61% | -3.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.31% | 24.77% | -2.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.90% | 21.96% | +0.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.63% | 21.90% | +2.73% |
Dividends
WRB vs. WMT - Dividend Comparison
WRB's dividend yield for the trailing twelve months is around 3.54%, more than WMT's 0.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WMT Walmart Inc. | 0.87% | 0.84% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% |
WRB W. R. Berkley Corporation | 3.54% | 2.64% | 2.39% | 2.73% | 1.22% | 2.44% | 0.71% | 2.43% | 2.83% | 2.16% | 2.27% | 0.86% |
Financials
WRB vs. WMT - Financials Comparison
This section allows you to compare key financial metrics between W. R. Berkley Corporation and Walmart Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
WRB vs. WMT - Profitability Comparison
WRB - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, W. R. Berkley Corporation reported a gross profit of 1.75B and revenue of 3.69B. Therefore, the gross margin over that period was 47.5%.
WMT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Walmart Inc. reported a gross profit of 44.69B and revenue of 177.75B. Therefore, the gross margin over that period was 25.1%.
WRB - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, W. R. Berkley Corporation reported an operating income of 616.10M and revenue of 3.69B, resulting in an operating margin of 16.7%.
WMT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Walmart Inc. reported an operating income of 7.49B and revenue of 177.75B, resulting in an operating margin of 4.2%.
WRB - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, W. R. Berkley Corporation reported a net income of 515.22M and revenue of 3.69B, resulting in a net margin of 14.0%.
WMT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Walmart Inc. reported a net income of 5.65B and revenue of 177.75B, resulting in a net margin of 3.2%.
Frequently Asked Questions
WRB and WMT have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WRB has higher volatility (7.84%) compared to WMT (6.81%). In terms of maximum drawdown, WRB dropped -69.33% vs WMT's -77.14%.
WMT currently has the higher Sharpe Ratio (0.59 vs 0.43), 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.
Find the right allocation for WRB and WMT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer