ELV vs. SWK
Compare and contrast key facts about Elevance Health Inc (ELV) and Stanley Black & Decker, Inc. (SWK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ELV or SWK.
Performance
ELV vs. SWK - Performance Comparison
Returns By Period
In the year-to-date period, ELV achieves a -15.63% return, which is significantly lower than SWK's -9.64% return. Over the past 10 years, ELV has outperformed SWK with an annualized return of 13.65%, while SWK has yielded a comparatively lower 1.32% annualized return.
ELV
-15.63%
-8.49%
-27.31%
-14.24%
7.38%
13.65%
SWK
-9.64%
-18.88%
-0.37%
-2.30%
-8.69%
1.32%
Fundamentals
| ELV | SWK | |
|---|---|---|
| Market Cap | $92.93B | $13.49B |
| EPS | $27.49 | -$1.24 |
| PEG Ratio | 0.75 | 1.37 |
| Total Revenue (TTM) | $174.02B | $15.38B |
| Gross Profit (TTM) | $48.61B | $4.49B |
| EBITDA (TTM) | $10.82B | $1.64B |
Key characteristics
| ELV | SWK | |
|---|---|---|
| Sharpe Ratio | -0.60 | -0.08 |
| Sortino Ratio | -0.66 | 0.11 |
| Omega Ratio | 0.90 | 1.01 |
| Calmar Ratio | -0.46 | -0.04 |
| Martin Ratio | -1.57 | -0.24 |
| Ulcer Index | 8.78% | 10.51% |
| Daily Std Dev | 22.98% | 31.64% |
| Max Drawdown | -67.19% | -66.45% |
| Current Drawdown | -29.68% | -56.49% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between ELV and SWK is 0.34, 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
ELV vs. SWK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Elevance Health Inc (ELV) 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.
Dividends
ELV vs. SWK - Dividend Comparison
ELV's dividend yield for the trailing twelve months is around 1.62%, less than SWK's 3.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ELV Elevance Health Inc | 1.62% | 1.26% | 1.00% | 0.98% | 1.18% | 1.06% | 1.14% | 1.20% | 1.81% | 1.79% | 1.39% | 1.62% |
SWK Stanley Black & Decker, Inc. | 3.77% | 3.28% | 4.23% | 1.58% | 1.56% | 1.63% | 2.15% | 1.43% | 1.97% | 2.01% | 2.12% | 2.45% |
Drawdowns
ELV vs. SWK - Drawdown Comparison
The maximum ELV drawdown since its inception was -67.19%, roughly equal to the maximum SWK drawdown of -66.45%. Use the drawdown chart below to compare losses from any high point for ELV and SWK. For additional features, visit the drawdowns tool.
Volatility
ELV vs. SWK - Volatility Comparison
The current volatility for Elevance Health Inc (ELV) is 6.45%, while Stanley Black & Decker, Inc. (SWK) has a volatility of 11.20%. This indicates that ELV 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.
Financials
ELV vs. SWK - Financials Comparison
This section allows you to compare key financial metrics between Elevance Health Inc 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.
Total Revenue: Total amount of money received from sales and other business activities