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BKH vs. SWK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

BKH vs. SWK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Black Hills Corporation (BKH) and Stanley Black & Decker, Inc. (SWK). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
17.90%
3.59%
BKH
SWK

Returns By Period

In the year-to-date period, BKH achieves a 22.83% return, which is significantly higher than SWK's -8.22% return. Over the past 10 years, BKH has outperformed SWK with an annualized return of 5.13%, while SWK has yielded a comparatively lower 1.49% annualized return.


BKH

YTD

22.83%

1M

5.06%

6M

18.07%

1Y

29.45%

5Y (annualized)

-0.25%

10Y (annualized)

5.13%

SWK

YTD

-8.22%

1M

-16.37%

6M

3.75%

1Y

1.23%

5Y (annualized)

-8.65%

10Y (annualized)

1.49%

Fundamentals


BKHSWK
Market Cap$4.53B$13.17B
EPS$3.69-$1.24
PEG Ratio3.161.37
Total Revenue (TTM)$2.12B$15.38B
Gross Profit (TTM)$769.17M$4.49B
EBITDA (TTM)$746.63M$1.15B

Key characteristics


BKHSWK
Sharpe Ratio1.490.06
Sortino Ratio2.190.31
Omega Ratio1.271.04
Calmar Ratio0.890.03
Martin Ratio7.110.17
Ulcer Index4.24%10.68%
Daily Std Dev20.30%31.67%
Max Drawdown-65.73%-66.45%
Current Drawdown-11.81%-55.81%

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Correlation

-0.50.00.51.00.3

The correlation between BKH and SWK is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

BKH vs. SWK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Black Hills Corporation (BKH) and Stanley Black & Decker, Inc. (SWK). 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.


Sharpe ratio
The chart of Sharpe ratio for BKH, currently valued at 1.49, compared to the broader market-4.00-2.000.002.004.001.490.06
The chart of Sortino ratio for BKH, currently valued at 2.19, compared to the broader market-4.00-2.000.002.004.002.190.31
The chart of Omega ratio for BKH, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.04
The chart of Calmar ratio for BKH, currently valued at 0.89, compared to the broader market0.002.004.006.000.890.03
The chart of Martin ratio for BKH, currently valued at 7.11, compared to the broader market0.0010.0020.0030.007.110.17
BKH
SWK

The current BKH Sharpe Ratio is 1.49, which is higher than the SWK Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of BKH and SWK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
1.49
0.06
BKH
SWK

Dividends

BKH vs. SWK - Dividend Comparison

BKH's dividend yield for the trailing twelve months is around 4.11%, more than SWK's 3.71% yield.


TTM20232022202120202019201820172016201520142013
BKH
Black Hills Corporation
4.11%4.63%3.43%3.25%3.53%2.61%3.07%3.01%2.74%3.49%2.94%2.89%
SWK
Stanley Black & Decker, Inc.
3.71%3.28%4.23%1.58%1.56%1.63%2.15%1.43%1.97%2.01%2.12%2.45%

Drawdowns

BKH vs. SWK - Drawdown Comparison

The maximum BKH drawdown since its inception was -65.73%, roughly equal to the maximum SWK drawdown of -66.45%. Use the drawdown chart below to compare losses from any high point for BKH and SWK. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-11.81%
-55.81%
BKH
SWK

Volatility

BKH vs. SWK - Volatility Comparison

The current volatility for Black Hills Corporation (BKH) is 6.65%, while Stanley Black & Decker, Inc. (SWK) has a volatility of 11.74%. This indicates that BKH experiences smaller price fluctuations and is considered to be less risky than SWK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
6.65%
11.74%
BKH
SWK

Financials

BKH vs. SWK - Financials Comparison

This section allows you to compare key financial metrics between Black Hills Corporation and Stanley Black & Decker, Inc.. 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


Values in USD except per share items