BF-B vs. PG
BF-B (Brown-Forman Corporation) and PG (The Procter & Gamble Company) are both stocks. Both are in the Consumer Defensive sector — BF-B in Beverages - Wineries & Distilleries, PG in Household & Personal Products. Over the past 10 years, BF-B returned -2.17%/yr vs 8.64%/yr for PG. At a 0.37 correlation, their price movements are largely independent.
Performance
BF-B vs. PG - 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 lower than PG's 2.74% return. Over the past 10 years, BF-B has underperformed PG with an annualized return of -2.17%, while PG has yielded a comparatively higher 8.64% 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%
PG
- 1D
- -0.98%
- 1M
- -0.90%
- YTD
- 2.74%
- 6M
- 6.43%
- 1Y
- -8.99%
- 3Y*
- 2.29%
- 5Y*
- 4.10%
- 10Y*
- 8.64%
BF-B vs. PG - 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% |
PG The Procter & Gamble Company | 2.74% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
Correlation
The correlation between BF-B and PG is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 1984 | 0.37 |
Fundamentals
BF-B:
$1.71
PG:
$5.23
BF-B:
15.49
PG:
27.76
BF-B:
19.25
PG:
6.79
BF-B:
3.20
PG:
4.07
BF-B:
$3.91B
PG:
$86.72B
BF-B:
$2.32B
PG:
$43.64B
BF-B:
$1.19B
PG:
$22.63B
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Return for Risk
BF-B vs. PG — Risk / Return Rank
BF-B
PG
BF-B vs. PG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown-Forman Corporation (BF-B) and The Procter & Gamble Company (PG). 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 | PG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 0.94 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.11 | -0.58 | +0.47 |
| Martin ratioReturn relative to average drawdown | -0.25 | -1.04 | +0.78 |
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 | PG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.07 | -0.48 | +0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.58 | 0.23 | -0.81 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.08 | 0.46 | -0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.46 | +0.03 |
Drawdowns
BF-B vs. PG - Drawdown Comparison
The maximum BF-B drawdown since its inception was -68.96%, which is greater than PG's maximum drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for BF-B and PG.
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Drawdown Indicators
| BF-B | PG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.96% | -54.25% | -14.71% |
Max Drawdown (1Y)Largest decline over 1 year | -25.48% | -15.52% | -9.96% |
Max Drawdown (3Y)Largest decline over 3 years | -65.65% | -21.15% | -44.50% |
Max Drawdown (5Y)Largest decline over 5 years | -68.31% | -23.77% | -44.54% |
Max Drawdown (10Y)Largest decline over 10 years | -68.96% | -23.77% | -45.19% |
Current DrawdownCurrent decline from peak | -64.00% | -15.91% | -48.09% |
Average DrawdownAverage peak-to-trough decline | -11.60% | -12.16% | +0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.09% | 8.93% | +2.16% |
Volatility
BF-B vs. PG - Volatility Comparison
Brown-Forman Corporation (BF-B) has a higher volatility of 7.86% compared to The Procter & Gamble Company (PG) at 7.01%. This indicates that BF-B's price experiences larger fluctuations and is considered to be riskier than PG 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 | PG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.86% | 7.01% | +0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 31.44% | 15.32% | +16.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.33% | 18.65% | +19.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.94% | 17.79% | +12.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.02% | 19.05% | +8.97% |
Dividends
BF-B vs. PG - Dividend Comparison
BF-B's dividend yield for the trailing twelve months is around 3.46%, more than PG's 2.94% 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% |
PG The Procter & Gamble Company | 2.94% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
Financials
BF-B vs. PG - Financials Comparison
This section allows you to compare key financial metrics between Brown-Forman Corporation and The Procter & Gamble Company. 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. PG - 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%.
PG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported a gross profit of 10.51B and revenue of 21.24B. Therefore, the gross margin over that period was 49.5%.
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%.
PG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported an operating income of 4.58B and revenue of 21.24B, resulting in an operating margin of 21.6%.
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%.
PG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported a net income of 18.50M and revenue of 21.24B, resulting in a net margin of 0.1%.
Frequently Asked Questions
BF-B and PG have a correlation of 0.41, 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 PG (7.01%). In terms of maximum drawdown, BF-B dropped -68.96% vs PG's -54.25%.
BF-B currently has the higher Sharpe Ratio (-0.07 vs -0.48), 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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