Walmart Inc. (WMT) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Walmart Inc. (WMT): 1Y return 7.7%, Sharpe ratio 0.41, volatility 25.4%, 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: -7.5%, Sharpe: -2.52, Volatility: 38.0%, Max Drawdown: -11.3%
- YTD
- Return: -7.3%, Sharpe: -0.27, Volatility: 27.5%, Max Drawdown: -23.3%
- 1Y
- Return: 7.7%, Sharpe: 0.41, Volatility: 25.4%, Max Drawdown: -23.3%
- 5Y
- Return: 123.7%, Sharpe: 0.82, Volatility: 21.9%, Max Drawdown: -25.7%
- 10Y
- Return: 411.5%, Sharpe: 0.84, 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.