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ZTS vs. WMT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ZTS vs. WMT - Performance Comparison

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

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Returns By Period

In the year-to-date period, ZTS achieves a -36.81% return, which is significantly lower than WMT's 7.98% return. Over the past 10 years, ZTS has underperformed WMT with an annualized return of 6.09%, while WMT has yielded a comparatively higher 19.62% annualized return.


ZTS

1D
-0.78%
1M
-4.84%
YTD
-36.81%
6M
-32.72%
1Y
-52.96%
3Y*
-20.57%
5Y*
-14.04%
10Y*
6.09%

WMT

1D
0.80%
1M
-8.13%
YTD
7.98%
6M
6.15%
1Y
23.97%
3Y*
34.37%
5Y*
22.47%
10Y*
19.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZTS vs. WMT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZTS
Zoetis Inc.
-36.81%-21.75%-16.63%35.91%-39.51%48.26%25.76%55.71%19.45%35.55%
WMT
Walmart Inc.
7.98%24.49%73.99%12.88%-0.46%1.97%23.32%30.16%-3.43%46.56%

Correlation

The correlation between ZTS and WMT is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Feb 4, 2013

0.25

Over the past year, the correlation between ZTS and WMT has dropped to 0.04 - well below their long-term average of 0.25, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

ZTS:

$33.29B

WMT:

$958.52B

EPS

ZTS:

$6.04

WMT:

$2.88

PE Ratio

ZTS:

13.04

WMT:

41.62

PEG Ratio

ZTS:

1.46

WMT:

2.72

PS Ratio

ZTS:

3.63

WMT:

1.32

PB Ratio

ZTS:

10.30

WMT:

10.16

Total Revenue (TTM)

ZTS:

$9.51B

WMT:

$725.31B

Gross Profit (TTM)

ZTS:

$6.73B

WMT:

$181.16B

EBITDA (TTM)

ZTS:

$3.95B

WMT:

$44.32B

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Return for Risk

ZTS vs. WMT — Risk / Return Rank

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

ZTS
ZTS Risk / Return Rank: 11
Overall Rank
ZTS Sharpe Ratio Rank: 00
Sharpe Ratio Rank
ZTS Sortino Ratio Rank: 22
Sortino Ratio Rank
ZTS Omega Ratio Rank: 11
Omega Ratio Rank
ZTS Calmar Ratio Rank: 33
Calmar Ratio Rank
ZTS Martin Ratio Rank: 11
Martin Ratio Rank

WMT
WMT Risk / Return Rank: 7171
Overall Rank
WMT Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
WMT Sortino Ratio Rank: 6767
Sortino Ratio Rank
WMT Omega Ratio Rank: 6767
Omega Ratio Rank
WMT Calmar Ratio Rank: 7070
Calmar Ratio Rank
WMT Martin Ratio Rank: 7676
Martin Ratio Rank
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.

ZTS vs. WMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Zoetis Inc. (ZTS) 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.


ZTSWMTDifference
Sharpe ratioReturn per unit of total volatility

-2.51

Sortino ratioReturn per unit of downside risk

-3.69

Omega ratioGain probability vs. loss probability

0.65

1.20

-0.55

Calmar ratioReturn relative to maximum drawdown

-0.96

1.53

-2.49

Martin ratioReturn relative to average drawdown

-2.06

5.02

-7.08

ZTS vs. WMT - Sharpe Ratio Comparison

The current ZTS Sharpe Ratio is -1.49, which is lower than the WMT Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of ZTS and WMT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ZTSWMTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.49

1.02

-2.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.49

1.04

-1.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

0.91

-0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.64

-0.33

Drawdowns

ZTS vs. WMT - Drawdown Comparison

The maximum ZTS drawdown since its inception was -68.48%, smaller than the maximum WMT drawdown of -77.14%. Use the drawdown chart below to compare losses from any high point for ZTS and WMT.


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Drawdown Indicators


ZTSWMTDifference

Max Drawdown

Largest peak-to-trough decline

-68.48%

-77.14%

+8.66%

Max Drawdown (1Y)

Largest decline over 1 year

-55.35%

-15.75%

-39.60%

Max Drawdown (3Y)

Largest decline over 3 years

-61.77%

-21.93%

-39.84%

Max Drawdown (5Y)

Largest decline over 5 years

-68.48%

-25.74%

-42.74%

Max Drawdown (10Y)

Largest decline over 10 years

-68.48%

-25.74%

-42.74%

Current Drawdown

Current decline from peak

-66.52%

-10.71%

-55.81%

Average Drawdown

Average peak-to-trough decline

-14.79%

-14.63%

-0.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.22%

4.79%

+21.43%

Volatility

ZTS vs. WMT - Volatility Comparison

Zoetis Inc. (ZTS) has a higher volatility of 12.29% compared to Walmart Inc. (WMT) at 10.26%. This indicates that ZTS'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.


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Volatility by Period


ZTSWMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.29%

10.26%

+2.03%

Volatility (6M)

Calculated over the trailing 6-month period

31.20%

18.59%

+12.61%

Volatility (1Y)

Calculated over the trailing 1-year period

35.61%

23.72%

+11.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.74%

21.68%

+7.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.08%

21.73%

+5.35%

Dividends

ZTS vs. WMT - Dividend Comparison

ZTS's dividend yield for the trailing twelve months is around 2.61%, more than WMT's 0.81% yield.


PositionTTM20252024202320222021202020192018201720162015
WMT
Walmart Inc.
0.81%0.84%0.92%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%
ZTS
Zoetis Inc.
2.61%1.59%1.06%0.76%0.89%0.41%0.48%0.50%0.59%0.58%0.71%0.69%

Financials

ZTS vs. WMT - Financials Comparison

This section allows you to compare key financial metrics between Zoetis Inc. 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0050.00B100.00B150.00B200.00B20222023202420252026
2.26B
177.75B
(ZTS) Total Revenue
(WMT) Total Revenue
Values in USD except per share items

ZTS vs. WMT - Profitability Comparison

The chart below illustrates the profitability comparison between Zoetis Inc. and Walmart Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%70.0%20222023202420252026
71.7%
25.1%
Portfolio components
ZTS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Zoetis Inc. reported a gross profit of 1.62B and revenue of 2.26B. Therefore, the gross margin over that period was 71.7%.

WMT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.

ZTS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Zoetis Inc. reported an operating income of 853.00M and revenue of 2.26B, resulting in an operating margin of 37.7%.

WMT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Walmart Inc. reported an operating income of 7.49B and revenue of 177.75B, resulting in an operating margin of 4.2%.

ZTS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Zoetis Inc. reported a net income of 601.00M and revenue of 2.26B, resulting in a net margin of 26.6%.

WMT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 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


ZTS and WMT have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ZTS has higher volatility (12.29%) compared to WMT (10.26%). In terms of maximum drawdown, ZTS dropped -68.48% vs WMT's -77.14%.

WMT currently has the higher Sharpe Ratio (1.02 vs -1.49), 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.

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