KHC vs. BF-B
KHC (The Kraft Heinz Company) and BF-B (Brown-Forman Corporation) are both stocks. Both are in the Consumer Defensive sector — KHC in Packaged Foods, BF-B in Beverages - Wineries & Distilleries. Over the past 10 years, KHC returned -8.03%/yr vs -2.17%/yr for BF-B. At a 0.42 correlation, their price movements are largely independent.
Performance
KHC vs. BF-B - Performance Comparison
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Returns By Period
In the year-to-date period, KHC achieves a -0.32% return, which is significantly lower than BF-B's 2.39% return. Over the past 10 years, KHC has underperformed BF-B with an annualized return of -8.03%, while BF-B has yielded a comparatively higher -2.17% annualized return.
KHC
- 1D
- 3.41%
- 1M
- -0.78%
- YTD
- -0.32%
- 6M
- -1.38%
- 1Y
- -6.78%
- 3Y*
- -9.33%
- 5Y*
- -7.02%
- 10Y*
- -8.03%
BF-B
- 1D
- 1.07%
- 1M
- -4.48%
- YTD
- 2.39%
- 6M
- -11.50%
- 1Y
- -2.80%
- 3Y*
- -24.03%
- 5Y*
- -17.21%
- 10Y*
- -2.17%
KHC vs. BF-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KHC The Kraft Heinz Company | -0.32% | -16.31% | -12.96% | -5.04% | 18.18% | 7.98% | 13.78% | -21.20% | -42.25% | -8.37% |
BF-B Brown-Forman Corporation | 2.39% | -29.29% | -32.23% | -11.91% | -8.86% | -6.07% | 18.67% | 43.78% | -10.98% | 55.01% |
Correlation
The correlation between KHC and BF-B is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2015 | 0.42 |
Fundamentals
KHC:
-$4.85
BF-B:
$1.71
KHC:
1.11
BF-B:
3.20
KHC:
$24.99B
BF-B:
$3.91B
KHC:
$8.46B
BF-B:
$2.32B
KHC:
-$3.86B
BF-B:
$1.19B
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Return for Risk
KHC vs. BF-B — Risk / Return Rank
KHC
BF-B
KHC vs. BF-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Kraft Heinz Company (KHC) and Brown-Forman Corporation (BF-B). 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.
| KHC | BF-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.02 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.29 | -0.11 | -0.18 |
| Martin ratioReturn relative to average drawdown | -0.53 | -0.25 | -0.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| KHC | BF-B | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.27 | -0.07 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.31 | -0.58 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.30 | -0.08 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.21 | 0.49 | -0.70 |
Drawdowns
KHC vs. BF-B - Drawdown Comparison
The maximum KHC drawdown since its inception was -76.07%, which is greater than BF-B's maximum drawdown of -68.96%. Use the drawdown chart below to compare losses from any high point for KHC and BF-B.
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Drawdown Indicators
| KHC | BF-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.07% | -68.96% | -7.11% |
Max Drawdown (1Y)Largest decline over 1 year | -23.19% | -25.48% | +2.29% |
Max Drawdown (3Y)Largest decline over 3 years | -38.72% | -65.65% | +26.93% |
Max Drawdown (5Y)Largest decline over 5 years | -41.69% | -68.31% | +26.62% |
Max Drawdown (10Y)Largest decline over 10 years | -76.07% | -68.96% | -7.11% |
Current DrawdownCurrent decline from peak | -62.29% | -64.00% | +1.71% |
Average DrawdownAverage peak-to-trough decline | -42.43% | -11.60% | -30.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.81% | 11.09% | +1.72% |
Volatility
KHC vs. BF-B - Volatility Comparison
The Kraft Heinz Company (KHC) and Brown-Forman Corporation (BF-B) have volatilities of 7.77% and 7.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KHC | BF-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.77% | 7.86% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 18.61% | 31.44% | -12.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.46% | 38.33% | -12.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.42% | 29.94% | -7.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.08% | 28.02% | -0.94% |
Dividends
KHC vs. BF-B - Dividend Comparison
KHC's dividend yield for the trailing twelve months is around 6.85%, more than BF-B's 3.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BF-B Brown-Forman Corporation | 3.46% | 3.49% | 2.32% | 1.46% | 1.17% | 2.37% | 0.88% | 0.99% | 3.10% | 1.09% | 1.54% | 1.29% |
KHC The Kraft Heinz Company | 6.85% | 6.60% | 5.21% | 4.33% | 3.93% | 4.46% | 4.62% | 4.98% | 5.81% | 3.15% | 2.69% | 25.01% |
Financials
KHC vs. BF-B - Financials Comparison
This section allows you to compare key financial metrics between The Kraft Heinz Company and Brown-Forman 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
KHC vs. BF-B - Profitability Comparison
KHC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Kraft Heinz Company reported a gross profit of 2.22B and revenue of 6.05B. Therefore, the gross margin over that period was 36.7%.
BF-B - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Brown-Forman Corporation reported a gross profit of 640.00M and revenue of 1.06B. Therefore, the gross margin over that period was 60.6%.
KHC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Kraft Heinz Company reported an operating income of 1.15B and revenue of 6.05B, resulting in an operating margin of 18.9%.
BF-B - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Brown-Forman Corporation reported an operating income of 343.00M and revenue of 1.06B, resulting in an operating margin of 32.5%.
KHC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Kraft Heinz Company reported a net income of 798.00M and revenue of 6.05B, resulting in a net margin of 13.2%.
BF-B - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Brown-Forman Corporation reported a net income of 267.00M and revenue of 1.06B, resulting in a net margin of 25.3%.
Frequently Asked Questions
KHC and BF-B have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BF-B has higher volatility (7.86%) compared to KHC (7.77%). In terms of maximum drawdown, KHC dropped -76.07% vs BF-B's -68.96%.
BF-B currently has the higher Sharpe Ratio (-0.07 vs -0.27), 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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