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

Correlation

The correlation between HBI and VFC is 0.56, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

HBI vs. VFC - Performance Comparison

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

0.00%50.00%100.00%150.00%NovemberDecember2025FebruaryMarchApril
18.97%
18.02%
HBI
VFC

Key characteristics

Sharpe Ratio

HBI:

-0.17

VFC:

-0.24

Sortino Ratio

HBI:

0.14

VFC:

0.09

Omega Ratio

HBI:

1.02

VFC:

1.01

Calmar Ratio

HBI:

-0.11

VFC:

-0.18

Martin Ratio

HBI:

-0.67

VFC:

-1.11

Ulcer Index

HBI:

14.08%

VFC:

13.70%

Daily Std Dev

HBI:

55.56%

VFC:

63.10%

Max Drawdown

HBI:

-86.52%

VFC:

-86.24%

Current Drawdown

HBI:

-82.33%

VFC:

-86.24%

Fundamentals

Market Cap

HBI:

$1.65B

VFC:

$4.50B

EPS

HBI:

-$0.28

VFC:

-$0.37

PEG Ratio

HBI:

0.19

VFC:

0.14

Total Revenue (TTM)

HBI:

$2.73B

VFC:

$7.50B

Gross Profit (TTM)

HBI:

$1.14B

VFC:

$4.04B

EBITDA (TTM)

HBI:

$177.67M

VFC:

$466.30M

Returns By Period

In the year-to-date period, HBI achieves a -42.51% return, which is significantly higher than VFC's -45.88% return. Over the past 10 years, HBI has underperformed VFC with an annualized return of -15.94%, while VFC has yielded a comparatively higher -14.15% annualized return.


HBI

YTD

-42.51%

1M

-21.08%

6M

-33.99%

1Y

-8.77%

5Y*

-8.62%

10Y*

-15.94%

VFC

YTD

-45.88%

1M

-39.29%

6M

-45.27%

1Y

-14.23%

5Y*

-24.72%

10Y*

-14.15%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

HBI vs. VFC — Risk-Adjusted Performance Rank

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

HBI
The Risk-Adjusted Performance Rank of HBI is 4848
Overall Rank
The Sharpe Ratio Rank of HBI is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of HBI is 4848
Sortino Ratio Rank
The Omega Ratio Rank of HBI is 4949
Omega Ratio Rank
The Calmar Ratio Rank of HBI is 5151
Calmar Ratio Rank
The Martin Ratio Rank of HBI is 4545
Martin Ratio Rank

VFC
The Risk-Adjusted Performance Rank of VFC is 4444
Overall Rank
The Sharpe Ratio Rank of VFC is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of VFC is 4747
Sortino Ratio Rank
The Omega Ratio Rank of VFC is 4747
Omega Ratio Rank
The Calmar Ratio Rank of VFC is 4747
Calmar Ratio Rank
The Martin Ratio Rank of VFC is 3232
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.

HBI vs. VFC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hanesbrands Inc. (HBI) 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.


Sharpe ratio
The chart of Sharpe ratio for HBI, currently valued at -0.17, compared to the broader market-2.00-1.000.001.002.00
HBI: -0.17
VFC: -0.24
The chart of Sortino ratio for HBI, currently valued at 0.14, compared to the broader market-6.00-4.00-2.000.002.004.00
HBI: 0.14
VFC: 0.09
The chart of Omega ratio for HBI, currently valued at 1.02, compared to the broader market0.501.001.502.00
HBI: 1.02
VFC: 1.01
The chart of Calmar ratio for HBI, currently valued at -0.11, compared to the broader market0.001.002.003.004.00
HBI: -0.11
VFC: -0.18
The chart of Martin ratio for HBI, currently valued at -0.67, compared to the broader market-10.000.0010.0020.00
HBI: -0.67
VFC: -1.11

The current HBI Sharpe Ratio is -0.17, which is comparable to the VFC Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of HBI 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.17
-0.24
HBI
VFC

Dividends

HBI vs. VFC - Dividend Comparison

HBI has not paid dividends to shareholders, while VFC's dividend yield for the trailing twelve months is around 3.11%.


TTM20242023202220212020201920182017201620152014
HBI
Hanesbrands Inc.
0.00%0.00%0.00%9.43%3.59%4.12%4.04%4.79%2.87%2.04%1.36%1.08%
VFC
V.F. Corporation
3.11%1.68%5.27%7.28%2.69%2.26%1.91%2.65%2.32%2.87%2.14%1.48%

Drawdowns

HBI vs. VFC - Drawdown Comparison

The maximum HBI drawdown since its inception was -86.52%, roughly equal to the maximum VFC drawdown of -86.24%. Use the drawdown chart below to compare losses from any high point for HBI and VFC. For additional features, visit the drawdowns tool.


-85.00%-80.00%-75.00%-70.00%NovemberDecember2025FebruaryMarchApril
-82.33%
-86.24%
HBI
VFC

Volatility

HBI vs. VFC - Volatility Comparison

The current volatility for Hanesbrands Inc. (HBI) is 20.60%, while V.F. Corporation (VFC) has a volatility of 36.10%. This indicates that HBI 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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
20.60%
36.10%
HBI
VFC

Financials

HBI vs. VFC - Financials Comparison

This section allows you to compare key financial metrics between Hanesbrands 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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