Walmart Inc. (WMT) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Walmart Inc. (WMT): 1Y return 33.9%, Sharpe ratio 1.42, volatility 21.5%, max drawdown -10.9%. 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: 0.4%, Sharpe: 0.43, Volatility: 30.5%, Max Drawdown: -3.5%
- YTD
- Return: 12.2%, Sharpe: 1.64, Volatility: 25.6%, Max Drawdown: -10.9%
- 1Y
- Return: 33.9%, Sharpe: 1.42, Volatility: 21.5%, Max Drawdown: -10.9%
- 5Y
- Return: 185.2%, Sharpe: 1.08, Volatility: 20.8%, Max Drawdown: -25.7%
- 10Y
- Return: 546.8%, Sharpe: 0.95, Volatility: 21.4%, 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.