BF-B vs. MKC
BF-B (Brown-Forman Corporation) and MKC (McCormick & Company, Incorporated) are both stocks. Both are in the Consumer Defensive sector — BF-B in Beverages - Wineries & Distilleries, MKC in Packaged Foods. Over the past 10 years, BF-B returned -2.17%/yr vs 1.49%/yr for MKC. At a 0.34 correlation, their price movements are largely independent.
Performance
BF-B vs. MKC - Performance Comparison
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Returns By Period
In the year-to-date period, BF-B achieves a 2.39% return, which is significantly higher than MKC's -29.48% return. Over the past 10 years, BF-B has underperformed MKC with an annualized return of -2.17%, while MKC has yielded a comparatively higher 1.49% annualized return.
BF-B
- 1D
- 1.07%
- 1M
- -4.48%
- YTD
- 2.39%
- 6M
- -11.50%
- 1Y
- -2.80%
- 3Y*
- -24.03%
- 5Y*
- -17.21%
- 10Y*
- -2.17%
MKC
- 1D
- 0.78%
- 1M
- -1.47%
- YTD
- -29.48%
- 6M
- -23.94%
- 1Y
- -33.99%
- 3Y*
- -17.31%
- 5Y*
- -9.65%
- 10Y*
- 1.49%
BF-B vs. MKC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BF-B Brown-Forman Corporation | 2.39% | -29.29% | -32.23% | -11.91% | -8.86% | -6.07% | 18.67% | 43.78% | -10.98% | 55.01% |
MKC McCormick & Company, Incorporated | -29.48% | -8.33% | 13.97% | -15.68% | -12.65% | 2.67% | 14.70% | 23.65% | 39.01% | 11.34% |
Correlation
The correlation between BF-B and MKC is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 1990 | 0.34 |
The correlation between BF-B and MKC shifts across timeframes, from 0.34 (all time) to 0.45 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
BF-B:
$1.71
MKC:
$6.10
BF-B:
15.49
MKC:
7.80
BF-B:
19.25
MKC:
5.67
BF-B:
3.20
MKC:
1.80
BF-B:
$3.91B
MKC:
$7.11B
BF-B:
$2.32B
MKC:
$2.70B
BF-B:
$1.19B
MKC:
$1.22B
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Return for Risk
BF-B vs. MKC — Risk / Return Rank
BF-B
MKC
BF-B vs. MKC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown-Forman Corporation (BF-B) 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.
| BF-B | MKC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.15 | ||
| Sortino ratioReturn per unit of downside risk | +1.91 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 0.80 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.11 | -0.86 | +0.75 |
| Martin ratioReturn relative to average drawdown | -0.25 | -1.75 | +1.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BF-B | MKC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.07 | -1.22 | +1.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.58 | -0.40 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.08 | 0.06 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.43 | +0.05 |
Drawdowns
BF-B vs. MKC - Drawdown Comparison
The maximum BF-B drawdown since its inception was -68.96%, 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-B and MKC.
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Drawdown Indicators
| BF-B | MKC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.96% | -52.02% | -16.94% |
Max Drawdown (1Y)Largest decline over 1 year | -25.48% | -39.50% | +14.02% |
Max Drawdown (3Y)Largest decline over 3 years | -65.65% | -47.65% | -18.00% |
Max Drawdown (5Y)Largest decline over 5 years | -68.31% | -52.02% | -16.29% |
Max Drawdown (10Y)Largest decline over 10 years | -68.96% | -52.02% | -16.94% |
Current DrawdownCurrent decline from peak | -64.00% | -49.90% | -14.10% |
Average DrawdownAverage peak-to-trough decline | -11.60% | -11.01% | -0.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.09% | 19.43% | -8.34% |
Volatility
BF-B vs. MKC - Volatility Comparison
Brown-Forman Corporation (BF-B) has a higher volatility of 7.86% compared to McCormick & Company, Incorporated (MKC) at 6.70%. This indicates that BF-B's price experiences larger fluctuations and is considered to be riskier than MKC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BF-B | MKC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.86% | 6.70% | +1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 31.44% | 23.08% | +8.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.33% | 27.96% | +10.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.94% | 24.30% | +5.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.02% | 24.16% | +3.86% |
Dividends
BF-B vs. MKC - Dividend Comparison
BF-B's dividend yield for the trailing twelve months is around 3.46%, less than MKC's 3.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BF-B Brown-Forman Corporation | 3.46% | 3.49% | 2.32% | 1.46% | 1.17% | 2.37% | 0.88% | 0.99% | 3.10% | 1.09% | 1.54% | 1.29% |
MKC McCormick & Company, Incorporated | 3.91% | 2.69% | 2.24% | 2.32% | 1.81% | 1.44% | 1.68% | 1.37% | 1.53% | 1.89% | 1.89% | 1.91% |
Financials
BF-B 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.
Total Revenue: Total amount of money received from sales and other business activities
BF-B vs. MKC - Profitability Comparison
BF-B - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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 Jun 2026, McCormick & Company, Incorporated reported a gross profit of 708.90M and revenue of 1.87B. Therefore, the gross margin over that period was 37.8%.
BF-B - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 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 Jun 2026, McCormick & Company, Incorporated reported an operating income of 227.50M and revenue of 1.87B, resulting in an operating margin of 12.1%.
BF-B - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 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 Jun 2026, McCormick & Company, Incorporated reported a net income of 1.02B and revenue of 1.87B, resulting in a net margin of 54.2%.
Frequently Asked Questions
BF-B and MKC have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BF-B has higher volatility (7.86%) compared to MKC (6.70%). In terms of maximum drawdown, BF-B dropped -68.96% vs MKC's -52.02%.
BF-B currently has the higher Sharpe Ratio (-0.07 vs -1.22), 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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