Walmart Inc. (WMT) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Walmart Inc. (WMT): 1Y return 12.0%, Sharpe ratio 0.55, volatility 26.0%, max drawdown -23.3%. A Stock in the Equity asset class. Compare WMT with other assets and invest through your own broker with pfolio.
Walmart Inc. (WMT) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
WMT Performance
- MTD
- Return: 8.8%, Sharpe: 21.29, Volatility: 12.6%, Max Drawdown: 0.0%
- YTD
- Return: 2.1%, Sharpe: 0.23, Volatility: 26.5%, Max Drawdown: -23.3%
- 1Y
- Return: 12.0%, Sharpe: 0.55, Volatility: 26.0%, Max Drawdown: -23.3%
- 5Y
- Return: 159.1%, Sharpe: 0.94, Volatility: 22.1%, Max Drawdown: -25.7%
- 10Y
- Return: 494.3%, Sharpe: 0.90, Volatility: 21.7%, Max Drawdown: -25.7%
Frequently Asked Questions
- What is Walmart Inc. (WMT)?
- Walmart Inc. (WMT) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does WMT compare to other assets?
- You can compare WMT with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in WMT through pfolio?
- pfolio helps you build diversified portfolios that may include WMT. You invest through your own broker — pfolio provides the analytics.