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BF-A vs. MKC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BF-A vs. MKC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brown-Forman Corporation (BF-A) and McCormick & Company, Incorporated (MKC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BF-A achieves a -0.55% return, which is significantly higher than MKC's -21.00% return. Over the past 10 years, BF-A has underperformed MKC with an annualized return of -3.03%, while MKC has yielded a comparatively higher 2.08% annualized return.


BF-A

1D
-3.60%
1M
-6.17%
6M
-1.96%
YTD
-0.55%
1Y
-6.52%
3Y*
-26.17%
5Y*
-15.95%
10Y*
-3.03%

MKC

1D
-1.67%
1M
8.95%
6M
-20.20%
YTD
-21.00%
1Y
-24.18%
3Y*
-12.65%
5Y*
-7.42%
10Y*
2.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BF-A vs. MKC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BF-A
Brown-Forman Corporation
-0.55%-28.07%-35.56%-8.20%-1.88%-5.36%18.31%34.00%-9.34%47.37%
MKC
McCormick & Company, Incorporated
-21.00%-8.33%13.97%-15.68%-12.65%2.67%14.70%23.65%39.01%11.34%

Correlation

The correlation between BF-A and MKC is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.40

Correlation (5Y)
Calculated over the trailing 5-year period

0.42

Correlation (10Y)
Calculated over the trailing 10-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Mar 26, 1990

0.31

The correlation between BF-A and MKC shifts across timeframes, from 0.31 (all time) to 0.42 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

BF-A:

$11.80B

MKC:

$14.21B

EPS

BF-A:

$1.71

MKC:

$6.05

PE Ratio

BF-A:

15.06

MKC:

8.74

PEG Ratio

BF-A:

18.72

MKC:

6.36

PS Ratio

BF-A:

3.11

MKC:

1.93

Total Revenue (TTM)

BF-A:

$3.91B

MKC:

$7.39B

Gross Profit (TTM)

BF-A:

$2.32B

MKC:

$2.85B

EBITDA (TTM)

BF-A:

$1.19B

MKC:

$1.37B

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Return for Risk

BF-A vs. MKC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BF-A
BF-A Risk / Return Rank: 3535
Overall Rank
BF-A Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BF-A Sortino Ratio Rank: 3434
Sortino Ratio Rank
BF-A Omega Ratio Rank: 3434
Omega Ratio Rank
BF-A Calmar Ratio Rank: 3636
Calmar Ratio Rank
BF-A Martin Ratio Rank: 3434
Martin Ratio Rank

MKC
MKC Risk / Return Rank: 1313
Overall Rank
MKC Sharpe Ratio Rank: 99
Sharpe Ratio Rank
MKC Sortino Ratio Rank: 1212
Sortino Ratio Rank
MKC Omega Ratio Rank: 1414
Omega Ratio Rank
MKC Calmar Ratio Rank: 1919
Calmar Ratio Rank
MKC Martin Ratio Rank: 1212
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BF-A vs. MKC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brown-Forman Corporation (BF-A) and McCormick & Company, Incorporated (MKC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BF-AMKCDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+1.07

Omega ratioGain probability vs. loss probability

1.00

0.88

+0.12

Calmar ratioReturn relative to maximum drawdown

-0.27

-0.68

+0.40

Martin ratioReturn relative to average drawdown

-0.59

-1.32

+0.72

BF-A vs. MKC - Sharpe Ratio Comparison

The current BF-A Sharpe Ratio is -0.18, which is higher than the MKC Sharpe Ratio of -0.83. The chart below compares the historical Sharpe Ratios of BF-A and MKC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BF-A vs. MKC - Drawdown Comparison

The maximum BF-A drawdown since its inception was -70.24%, which is greater than MKC's maximum drawdown of -52.02%. Use the drawdown chart below to compare losses from any high point for BF-A and MKC.


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Drawdown Indicators


BF-AMKCDifference

Max Drawdown

Largest peak-to-trough decline

-70.24%

-52.02%

-18.22%

Max Drawdown (1Y)

Largest decline over 1 year

-24.17%

-35.93%

+11.76%

Max Drawdown (3Y)

Largest decline over 3 years

-65.74%

-45.65%

-20.09%

Max Drawdown (5Y)

Largest decline over 5 years

-67.09%

-52.02%

-15.07%

Max Drawdown (10Y)

Largest decline over 10 years

-68.32%

-52.02%

-16.30%

Current Drawdown

Current decline from peak

-64.59%

-43.89%

-20.70%

Average Drawdown

Average peak-to-trough decline

-14.88%

-11.11%

-3.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.01%

18.39%

-7.38%

Volatility

BF-A vs. MKC - Volatility Comparison

Brown-Forman Corporation (BF-A) and McCormick & Company, Incorporated (MKC) have volatilities of 10.99% and 10.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BF-AMKCDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.99%

10.89%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

30.39%

24.98%

+5.41%

Volatility (1Y)

Calculated over the trailing 1-year period

36.98%

29.16%

+7.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.46%

24.78%

+4.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.27%

24.37%

+3.90%

Dividends

BF-A vs. MKC - Dividend Comparison

BF-A's dividend yield for the trailing twelve months is around 3.58%, which matches MKC's 3.58% yield.


PositionTTM20252024202320222021202020192018201720162015
BF-A
Brown-Forman Corporation
3.58%3.46%2.33%1.40%1.17%2.55%0.96%1.07%3.11%1.11%1.50%1.17%
MKC
McCormick & Company, Incorporated
3.58%2.69%2.24%2.32%1.81%1.44%1.68%1.37%1.53%1.89%1.89%1.91%

Financials

BF-A vs. MKC - Financials Comparison

This section allows you to compare key financial metrics between Brown-Forman Corporation and McCormick & Company, Incorporated. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


800.00M1.00B1.20B1.40B1.60B1.80B2.00B20222023202420252026
1.06B
1.94B
(BF-A) Total Revenue
(MKC) Total Revenue
Values in USD except per share items

BF-A vs. MKC - Profitability Comparison

The chart below illustrates the profitability comparison between Brown-Forman Corporation and McCormick & Company, Incorporated over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

35.0%40.0%45.0%50.0%55.0%60.0%20222023202420252026
60.6%
40.2%
Portfolio components
BF-A - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Brown-Forman Corporation reported a gross profit of 640.00M and revenue of 1.06B. Therefore, the gross margin over that period was 60.6%.

MKC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, McCormick & Company, Incorporated reported a gross profit of 778.20M and revenue of 1.94B. Therefore, the gross margin over that period was 40.2%.

BF-A - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Brown-Forman Corporation reported an operating income of 343.00M and revenue of 1.06B, resulting in an operating margin of 32.5%.

MKC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, McCormick & Company, Incorporated reported an operating income of 276.40M and revenue of 1.94B, resulting in an operating margin of 14.3%.

BF-A - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Brown-Forman Corporation reported a net income of 267.00M and revenue of 1.06B, resulting in a net margin of 25.3%.

MKC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, McCormick & Company, Incorporated reported a net income of 160.20M and revenue of 1.94B, resulting in a net margin of 8.3%.


Frequently Asked Questions


BF-A and MKC have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BF-A has higher volatility (10.99%) compared to MKC (10.89%). In terms of maximum drawdown, BF-A dropped -70.24% vs MKC's -52.02%.

BF-A currently has the higher Sharpe Ratio (-0.18 vs -0.83), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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