Walmart Inc. Common Stock

10-Year Study

WMT.US · Consumer Defensive · US · Common Stock

Executive Summary: Walmart Inc. Common Stock has compounded at 20.3% annually over the last 10 years, with a maximum drawdown of 21.6% and an annualized volatility of 32.6%.

1Y CAGR
+29.8%
3Y CAGR
+39.2%
5Y CAGR
+23.3%
10Y CAGR
+20.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
21.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.97
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.51
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +74.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -3.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.97.4-2.90.4————————12.0%
20258.60.5-10.710.81.8-1.00.2-0.86.3-1.89.21.024.5%
20244.86.43.0-1.411.23.01.412.84.61.512.9-2.174.0%
20231.5-1.24.22.4-2.37.01.72.1-1.62.2-4.71.612.9%
2022-3.4-3.310.62.7-15.6-5.58.60.8-2.29.77.1-6.6-0.5%
2021-2.5-7.55.03.01.9-0.71.14.3-5.97.2-5.93.32.0%
2020-3.7-5.96.07.02.5-3.48.07.70.8-0.810.1-5.323.3%
20192.93.3-0.95.4-0.88.9-0.14.03.9-1.21.60.230.2%
20187.9-15.6-0.6-0.6-6.13.84.28.1-2.06.8-2.6-4.1-3.4%
2017-3.46.32.44.35.2-3.75.7-1.80.111.711.42.146.6%
2016———-2.46.63.2-0.1-1.41.0-2.90.6-1.23.1%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 32.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 59.6% of variance. Idiosyncratic stock-specific factors contribute 17.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019763.45623105537
2016-05-0110410.012677577382
2016-06-0110739.47317622876
2016-07-0110732.117051080726
2016-08-0110578.994871580835
2016-09-0110679.737266338685
2016-10-0110368.745337207907
2016-11-0110429.472498004456
2016-12-0110308.748571816128
2017-01-019953.77640509816
2017-02-0110578.681844978792
2017-03-0110829.259639915066
2017-04-0111294.99105265629
2017-05-0111887.811265827408
2017-06-0111446.182901443573
2017-07-0112098.008629099997
2017-08-0111881.915931488911
2017-09-0111892.611007058751
2017-10-0113288.187941171867
2017-11-0114798.019585031068
2017-12-0115108.541974258778
2018-01-0116309.572875201513
2018-02-0113771.344501426878
2018-03-0113693.400877517906
2018-04-0113614.883371505188
2018-05-0112783.745571977857
2018-06-0113265.441341423331
2018-07-0113819.915795844048
2018-08-0114932.9862216124
2018-09-0114629.193904328637
2018-10-0115621.54040390866
2018-11-0115211.840752933318
2018-12-0114590.900316678579
2019-01-0115010.668990019669
2019-02-0115505.668390052015
2019-03-0115359.171940295393
2019-04-0116195.405635794832
2019-05-0116059.79249821151
2019-06-0117492.57326363675
2019-07-0117475.15529983893
2019-08-0118178.475244109803
2019-09-0118881.689709395152
2019-10-0118655.769643764314
2019-11-0118946.917516007765
2019-12-0118991.95107231685
2020-01-0118296.77008717791
2020-02-0117208.428762971038
2020-03-0118238.077599294647
2020-04-0119511.00027650683
2020-05-0120001.46079080954
2020-06-0119311.44581770374
2020-07-0120862.38828863139
2020-08-0122478.022923981487
2020-09-0122649.66584410232
2020-10-0122461.849882875882
2020-11-0124734.736040317825
2020-12-0123421.32858924128
2021-01-0122826.682387558238
2021-02-0121109.26193544348
2021-03-0122161.657371515623
2021-04-0122827.360611862667
2021-05-0123264.189235015157
2021-06-0123098.80684693521
2021-07-0123349.43681297182
2021-08-0124347.782989091025
2021-09-0122914.17332282955
2021-10-0124564.7625954079
2021-11-0123119.67528707148
2021-12-0123882.93848505559
2022-01-0123077.41669579553
2022-02-0122309.875467583486
2022-03-0124676.200065735586
2022-04-0125350.61587983952
2022-05-0121391.611930487223
2022-06-0120219.170792531186
2022-07-0121960.38126640129
2022-08-0122139.484653870837
2022-09-0121663.475534362493
2022-10-0123773.01397663778
2022-11-0125458.40137314336
2022-12-0123772.127067931993
2023-01-0124120.89087370942
2023-02-0123829.150080604348
2023-03-0124822.383488890166
2023-04-0125414.942846559577
2023-05-0124818.679340765975
2023-06-0126560.88106554255
2023-07-0127013.830558700312
2023-08-0127576.182849272474
2023-09-0127121.668223104494
2023-10-0127711.82771015823
2023-11-0126402.64611820928
2023-12-0126834.30980242804
2024-01-0128127.944406475475
2024-02-0129928.838619135317
2024-03-0130830.094377520516
2024-04-0130409.908335376702
2024-05-0133810.942366585456
2024-06-0134813.56657293259
2024-07-0135291.7147075549
2024-08-0139821.4704946342
2024-09-0141636.50307548636
2024-10-0142255.252325526795
2024-11-0147695.02861584853
2024-12-0146689.69151228368
2025-01-0150725.60836241193
2025-02-0150958.14773192663
2025-03-0145491.33908658634
2025-04-0150393.35751869722
2025-05-0151278.772005199506
2025-06-0150790.4998303726
2025-07-0150894.386680263626
2025-08-0150492.60727356438
2025-09-0153658.1550195772
2025-10-0152679.333915971765
2025-11-0157536.99942975561
2025-12-0158123.82480011132
2026-01-0162156.64862745579
2026-02-0166752.92288589658
2026-03-0164838.24350339373
2026-04-0165119.96744523338
Annual Return Matrix
YearAnnual Return
20170.4656038867380248
2018-0.03426152294921192
20190.3016298281887042
20200.2332239326048393
20210.019708954342852802
2022-0.004639773166645211
20230.12881399824868267
20240.7399251874202879
20250.24489631260081057
20260.1203661780549008
Total Factor Risk
0.32630673662498166
VTI.US Exposure
-0.03296284355035686
VEA.US Exposure
0.023068852886659153
VWO.US Exposure
-0.007320718509379399
QQQ.US Exposure
0.08286242073247987
VTV.US Exposure
0.14410173205289836
IJR.US Exposure
-0.014938077610767467
QUAL.US Exposure
-0.027063697963582486
SHV.US Exposure
0.595715190683526
TLT.US Exposure
-0.0007173795566339736
LQD.US Exposure
0.00040890023977904874
HYG.US Exposure
0.019664240971322536
GLD.US Exposure
0.011306455054874282
USO.US Exposure
0.006217437975062463
VNQ.US Exposure
0.008909295594677654
BTC-USD.CC Exposure
0.0033111347469524004
CPER.US Exposure
0.0008110767885352369
VIX.INDX Exposure
0.014260915761871544
UUP.US Exposure
0.000006085349608267737
TIP.US Exposure
-0.00006613567988459954
Idiosyncratic Exposure
0.17242511403235802
Value Score
31.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
32.6%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →46.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.75%
Market Cap$1.0T
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$2,108
Avg Yield on Cost
3.51%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2020$375.633.76%Solid
2021$382.583.83%Solid
2022$389.553.90%Solid
2023$396.53.97%Solid
2024$434.064.34%Solid
2026$129.381.29%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.6%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+13.1%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
6.8% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.66
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Walmart Inc. Common Stock a high-risk investment?

Walmart Inc. Common Stock (WMT.US) has an annualized volatility of 32.6% and experienced a maximum drawdown of 21.6% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of WMT.US?

Over the past 10 years, WMT.US has generated a Compound Annual Growth Rate (CAGR) of 20.3%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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