Walmart (WMT): analysis and statistics
Return, volatility, Sharpe ratio and risk for Walmart, an S&P 500 component in the Consumer Staples sector. Data as of 2026-07-30.
| Last close price | $111.10 |
| Sector (GICS) | Consumer Staples |
| Annualized return (3.0 yr) | +29.33% |
| Total return over period | +115.42% |
| Annualized volatility | 22.26% |
| Sharpe ratio | 1.15 |
| Sortino ratio | 1.72 |
| Max drawdown | -21.93% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.14% |
| Correlation with the S&P 500 | 0.28 |
| Period range | $49.03 – $134.20 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Walmart (WMT) has posted an annualized return of +29.33% with annual volatility of 22.26%, a Sharpe ratio of 1.15. Its worst stretch (max drawdown from a peak) was -21.93%. Its correlation with the S&P 500 is 0.28, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how WMT would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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