Walmart (WMT): analysis and statistics
Return, volatility, Sharpe ratio and risk for Walmart, a component of both the S&P 500 and the Nasdaq 100 in the Consumer Staples sector. Data as of 2026-09-13.
| Last close price | $107.15 |
| Sector (GICS) | Consumer Staples |
| Annualized return (3.0 yr) | +26.42% |
| Total return over period | +101.11% |
| Annualized volatility | 23.03% |
| Period volatility | 39.76% |
| Sharpe ratio | 0.98 |
| Sortino ratio | 1.42 |
| Max drawdown | -23.52% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.32% |
| Correlation with the S&P 500 | 0.27 |
| Period range | $49.03 – $134.20 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Walmart (WMT) has posted an annualized return of +26.42% with annual volatility of 23.03%, a Sharpe ratio of 0.98. Its worst stretch (max drawdown from a peak) was -23.52%. Its correlation with the S&P 500 is 0.27, 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 stocks, try the optimizer.
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Other Consumer Staples stocks
Is it part of the S&P 500?
Yes, Walmart (WMT) is of both the S&P 500 and the Nasdaq 100.
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