COLM vs. VFC
COLM (Columbia Sportswear Company) and VFC (V.F. Corporation) are both stocks. Both operate in the Apparel Manufacturing industry within the Consumer Cyclical sector. Over the past 10 years, COLM returned 2.51%/yr vs -9.17%/yr for VFC. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
COLM vs. VFC - Performance Comparison
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Returns By Period
In the year-to-date period, COLM achieves a 21.87% return, which is significantly higher than VFC's -3.13% return. Over the past 10 years, COLM has outperformed VFC with an annualized return of 2.51%, while VFC has yielded a comparatively lower -9.17% annualized return.
COLM
- 1D
- 3.88%
- 1M
- 8.29%
- YTD
- 21.87%
- 6M
- 21.58%
- 1Y
- 12.47%
- 3Y*
- -3.07%
- 5Y*
- -6.05%
- 10Y*
- 2.51%
VFC
- 1D
- 3.77%
- 1M
- 7.68%
- YTD
- -3.13%
- 6M
- -5.94%
- 1Y
- 51.20%
- 3Y*
- -1.43%
- 5Y*
- -23.80%
- 10Y*
- -9.17%
COLM vs. VFC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COLM Columbia Sportswear Company | 21.87% | -33.05% | 7.08% | -7.79% | -8.79% | 12.63% | -12.50% | 20.33% | 18.23% | 24.85% |
VFC V.F. Corporation | -3.13% | -13.83% | 16.64% | -28.51% | -60.38% | -12.05% | -12.00% | 51.70% | -1.33% | 42.78% |
Correlation
The correlation between COLM and VFC is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 1998 | 0.52 |
The correlation between COLM and VFC shifts across timeframes, from 0.52 (all time) to 0.63 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
COLM:
$3.12
VFC:
$0.57
COLM:
21.29
VFC:
30.54
COLM:
1.06
VFC:
0.71
COLM:
$3.40B
VFC:
$9.58B
COLM:
$1.72B
VFC:
$5.16B
COLM:
$253.11M
VFC:
$961.05M
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Return for Risk
COLM vs. VFC — Risk / Return Rank
COLM
VFC
COLM vs. VFC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Sportswear Company (COLM) and V.F. Corporation (VFC). 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.
| COLM | VFC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.20 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.56 | 1.99 | -1.43 |
| Martin ratioReturn relative to average drawdown | 1.01 | 4.45 | -3.44 |
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Drawdowns
COLM vs. VFC - Drawdown Comparison
The maximum COLM drawdown since its inception was -63.18%, smaller than the maximum VFC drawdown of -88.41%. Use the drawdown chart below to compare losses from any high point for COLM and VFC.
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Drawdown Indicators
| COLM | VFC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.18% | -88.41% | +25.23% |
Max Drawdown (1Y)Largest decline over 1 year | -23.41% | -25.57% | +2.16% |
Max Drawdown (3Y)Largest decline over 3 years | -46.09% | -63.66% | +17.57% |
Max Drawdown (5Y)Largest decline over 5 years | -51.16% | -86.78% | +35.62% |
Max Drawdown (10Y)Largest decline over 10 years | -53.92% | -88.41% | +34.49% |
Current DrawdownCurrent decline from peak | -36.43% | -78.78% | +42.35% |
Average DrawdownAverage peak-to-trough decline | -20.73% | -21.68% | +0.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.00% | 11.39% | +1.61% |
Volatility
COLM vs. VFC - Volatility Comparison
The current volatility for Columbia Sportswear Company (COLM) is 9.71%, while V.F. Corporation (VFC) has a volatility of 13.93%. This indicates that COLM experiences smaller price fluctuations and is considered to be less risky than VFC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COLM | VFC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.71% | 13.93% | -4.22% |
Volatility (6M)Calculated over the trailing 6-month period | 27.93% | 31.17% | -3.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.52% | 48.33% | -8.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.03% | 53.65% | -21.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.79% | 45.00% | -12.21% |
Dividends
COLM vs. VFC - Dividend Comparison
COLM's dividend yield for the trailing twelve months is around 1.81%, less than VFC's 2.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COLM Columbia Sportswear Company | 1.81% | 2.18% | 1.43% | 1.51% | 1.37% | 1.07% | 0.30% | 0.96% | 1.07% | 1.02% | 1.18% | 1.23% |
VFC V.F. Corporation | 2.08% | 1.99% | 1.68% | 5.27% | 7.28% | 2.69% | 2.26% | 1.91% | 2.65% | 2.32% | 2.87% | 2.14% |
Financials
COLM vs. VFC - Financials Comparison
This section allows you to compare key financial metrics between Columbia Sportswear Company and V.F. Corporation. 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
COLM vs. VFC - Profitability Comparison
COLM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Columbia Sportswear Company reported a gross profit of 394.96M and revenue of 779.01M. Therefore, the gross margin over that period was 50.7%.
VFC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, V.F. Corporation reported a gross profit of 1.60B and revenue of 2.88B. Therefore, the gross margin over that period was 55.6%.
COLM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Columbia Sportswear Company reported an operating income of 41.99M and revenue of 779.01M, resulting in an operating margin of 5.4%.
VFC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, V.F. Corporation reported an operating income of 289.05M and revenue of 2.88B, resulting in an operating margin of 10.1%.
COLM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Columbia Sportswear Company reported a net income of 34.31M and revenue of 779.01M, resulting in a net margin of 4.4%.
VFC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, V.F. Corporation reported a net income of 300.85M and revenue of 2.88B, resulting in a net margin of 10.5%.
Frequently Asked Questions
COLM and VFC have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VFC has higher volatility (13.93%) compared to COLM (9.71%). In terms of maximum drawdown, COLM dropped -63.18% vs VFC's -88.41%.
VFC currently has the higher Sharpe Ratio (1.05 vs 0.33), 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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