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DNB vs. VFC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DNB and VFC is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

DNB vs. VFC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dun & Bradstreet Holdings, Inc. (DNB) and V.F. Corporation (VFC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

DNB:

-0.09

VFC:

0.04

Sortino Ratio

DNB:

0.05

VFC:

0.61

Omega Ratio

DNB:

1.01

VFC:

1.09

Calmar Ratio

DNB:

-0.06

VFC:

0.03

Martin Ratio

DNB:

-0.24

VFC:

0.12

Ulcer Index

DNB:

16.58%

VFC:

24.81%

Daily Std Dev

DNB:

32.38%

VFC:

74.26%

Max Drawdown

DNB:

-70.54%

VFC:

-88.41%

Current Drawdown

DNB:

-66.36%

VFC:

-85.17%

Fundamentals

Market Cap

DNB:

$4.02B

VFC:

$5.14B

EPS

DNB:

-$0.06

VFC:

$0.18

PEG Ratio

DNB:

2.86

VFC:

0.14

PS Ratio

DNB:

1.68

VFC:

0.54

PB Ratio

DNB:

1.22

VFC:

3.45

Total Revenue (TTM)

DNB:

$2.40B

VFC:

$7.50B

Gross Profit (TTM)

DNB:

$1.21B

VFC:

$4.03B

EBITDA (TTM)

DNB:

$819.00M

VFC:

$466.30M

Returns By Period

In the year-to-date period, DNB achieves a -27.27% return, which is significantly higher than VFC's -41.66% return.


DNB

YTD

-27.27%

1M

0.45%

6M

-28.36%

1Y

-3.01%

3Y*

-18.14%

5Y*

N/A

10Y*

N/A

VFC

YTD

-41.66%

1M

4.88%

6M

-37.86%

1Y

3.17%

3Y*

-34.81%

5Y*

-23.43%

10Y*

-12.92%

*Annualized

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Dun & Bradstreet Holdings, Inc.

V.F. Corporation

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

DNB vs. VFC — Risk-Adjusted Performance Rank

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

DNB
The Risk-Adjusted Performance Rank of DNB is 4343
Overall Rank
The Sharpe Ratio Rank of DNB is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of DNB is 3737
Sortino Ratio Rank
The Omega Ratio Rank of DNB is 3838
Omega Ratio Rank
The Calmar Ratio Rank of DNB is 4747
Calmar Ratio Rank
The Martin Ratio Rank of DNB is 4646
Martin Ratio Rank

VFC
The Risk-Adjusted Performance Rank of VFC is 5353
Overall Rank
The Sharpe Ratio Rank of VFC is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of VFC is 5454
Sortino Ratio Rank
The Omega Ratio Rank of VFC is 5555
Omega Ratio Rank
The Calmar Ratio Rank of VFC is 5252
Calmar Ratio Rank
The Martin Ratio Rank of VFC is 5252
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DNB vs. VFC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dun & Bradstreet Holdings, Inc. (DNB) 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.


The current DNB Sharpe Ratio is -0.09, which is lower than the VFC Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of DNB and VFC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

DNB vs. VFC - Dividend Comparison

DNB's dividend yield for the trailing twelve months is around 2.22%, less than VFC's 2.89% yield.


TTM20242023202220212020201920182017201620152014
DNB
Dun & Bradstreet Holdings, Inc.
2.22%1.61%1.71%0.82%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VFC
V.F. Corporation
2.89%1.68%5.27%7.28%2.69%2.26%1.91%2.65%2.32%2.87%2.14%1.48%

Drawdowns

DNB vs. VFC - Drawdown Comparison

The maximum DNB drawdown since its inception was -70.54%, smaller than the maximum VFC drawdown of -88.41%. Use the drawdown chart below to compare losses from any high point for DNB and VFC.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

DNB vs. VFC - Volatility Comparison

The current volatility for Dun & Bradstreet Holdings, Inc. (DNB) is 0.91%, while V.F. Corporation (VFC) has a volatility of 26.21%. This indicates that DNB 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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Financials

DNB vs. VFC - Financials Comparison

This section allows you to compare key financial metrics between Dun & Bradstreet Holdings, Inc. 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.


Quarterly
Annual

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


0.001.00B2.00B3.00B4.00B20212022202320242025
579.80M
2.83B
(DNB) Total Revenue
(VFC) Total Revenue
Values in USD except per share items