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MKC vs. BF-A
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MKC vs. BF-A - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in McCormick & Company, Incorporated (MKC) and Brown-Forman Corporation (BF-A). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MKC achieves a -31.64% return, which is significantly lower than BF-A's -1.09% return. Over the past 10 years, MKC has outperformed BF-A with an annualized return of 1.31%, while BF-A has yielded a comparatively lower -3.10% annualized return.


MKC

1D
-0.92%
1M
-8.14%
YTD
-31.64%
6M
-28.35%
1Y
-35.32%
3Y*
-17.49%
5Y*
-10.52%
10Y*
1.31%

BF-A

1D
-0.35%
1M
-1.49%
YTD
-1.09%
6M
-10.30%
1Y
-19.18%
3Y*
-24.87%
5Y*
-17.67%
10Y*
-3.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MKC vs. BF-A - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MKC
McCormick & Company, Incorporated
-31.64%-8.33%13.97%-15.68%-12.65%2.67%14.70%23.65%39.01%11.34%
BF-A
Brown-Forman Corporation
-1.09%-28.07%-35.56%-8.20%-1.88%-5.36%18.31%34.00%-9.34%47.37%

Correlation

The correlation between MKC and BF-A is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (5Y)
Calculated over the trailing 5-year period

0.42

Correlation (10Y)
Calculated over the trailing 10-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Mar 27, 1990

0.31

The correlation between MKC and BF-A shifts across timeframes, from 0.31 (all time) to 0.42 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

MKC:

$6.10

BF-A:

$2.56

PE Ratio

MKC:

7.56

BF-A:

10.07

PEG Ratio

MKC:

5.50

BF-A:

12.52

PS Ratio

MKC:

1.75

BF-A:

2.08

Total Revenue (TTM)

MKC:

$7.11B

BF-A:

$3.92B

Gross Profit (TTM)

MKC:

$2.70B

BF-A:

$2.33B

EBITDA (TTM)

MKC:

$1.22B

BF-A:

$1.17B

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Return for Risk

MKC vs. BF-A — Risk / Return Rank

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

MKC
MKC Risk / Return Rank: 33
Overall Rank
MKC Sharpe Ratio Rank: 11
Sharpe Ratio Rank
MKC Sortino Ratio Rank: 33
Sortino Ratio Rank
MKC Omega Ratio Rank: 44
Omega Ratio Rank
MKC Calmar Ratio Rank: 77
Calmar Ratio Rank
MKC Martin Ratio Rank: 11
Martin Ratio Rank

BF-A
BF-A Risk / Return Rank: 1616
Overall Rank
BF-A Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
BF-A Sortino Ratio Rank: 2020
Sortino Ratio Rank
BF-A Omega Ratio Rank: 2020
Omega Ratio Rank
BF-A Calmar Ratio Rank: 1414
Calmar Ratio Rank
BF-A Martin Ratio Rank: 99
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MKC vs. BF-A - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for McCormick & Company, Incorporated (MKC) and Brown-Forman Corporation (BF-A). 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.


MKCBF-ADifference

Sharpe ratio

Return per unit of total volatility

-1.27

-0.48

-0.79

Sortino ratio

Return per unit of downside risk

-1.83

-0.43

-1.40

Omega ratio

Gain probability vs. loss probability

0.79

0.94

-0.15

Calmar ratio

Return relative to maximum drawdown

-0.88

-0.72

-0.16

Martin ratio

Return relative to average drawdown

-1.84

-1.34

-0.50

MKC vs. BF-A - Sharpe Ratio Comparison

The current MKC Sharpe Ratio is -1.27, which is lower than the BF-A Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of MKC and BF-A, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MKCBF-ADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.27

-0.48

-0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.44

-0.61

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.05

-0.11

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.28

+0.15

Drawdowns

MKC vs. BF-A - Drawdown Comparison

The maximum MKC drawdown since its inception was -52.02%, smaller than the maximum BF-A drawdown of -70.24%. Use the drawdown chart below to compare losses from any high point for MKC and BF-A.


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Drawdown Indicators


MKCBF-ADifference

Max Drawdown

Largest peak-to-trough decline

-52.02%

-70.24%

+18.22%

Max Drawdown (1Y)

Largest decline over 1 year

-39.50%

-27.65%

-11.85%

Max Drawdown (3Y)

Largest decline over 3 years

-47.65%

-65.74%

+18.09%

Max Drawdown (5Y)

Largest decline over 5 years

-52.02%

-67.09%

+15.07%

Max Drawdown (10Y)

Largest decline over 10 years

-52.02%

-68.32%

+16.30%

Current Drawdown

Current decline from peak

-51.44%

-64.79%

+13.35%

Average Drawdown

Average peak-to-trough decline

-10.99%

-14.78%

+3.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.84%

14.79%

+4.05%

Volatility

MKC vs. BF-A - Volatility Comparison

The current volatility for McCormick & Company, Incorporated (MKC) is 7.89%, while Brown-Forman Corporation (BF-A) has a volatility of 11.16%. This indicates that MKC experiences smaller price fluctuations and is considered to be less risky than BF-A based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MKCBF-ADifference

Volatility (1M)

Calculated over the trailing 1-month period

7.89%

11.16%

-3.27%

Volatility (6M)

Calculated over the trailing 6-month period

23.14%

29.69%

-6.55%

Volatility (1Y)

Calculated over the trailing 1-year period

27.93%

40.10%

-12.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.30%

29.21%

-4.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.17%

28.16%

-3.99%

Dividends

MKC vs. BF-A - Dividend Comparison

MKC's dividend yield for the trailing twelve months is around 4.03%, more than BF-A's 3.55% yield.


PositionTTM20252024202320222021202020192018201720162015
BF-A
Brown-Forman Corporation
3.55%3.46%2.33%1.40%1.17%2.55%0.96%1.07%3.11%1.11%1.50%1.17%
MKC
McCormick & Company, Incorporated
4.03%2.69%2.24%2.32%1.81%1.44%1.68%1.37%1.53%1.89%1.89%1.91%

Financials

MKC vs. BF-A - Financials Comparison

This section allows you to compare key financial metrics between McCormick & Company, Incorporated 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.


Quarterly
Annual

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


800.00M1.00B1.20B1.40B1.60B1.80BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
1.87B
1.06B
(MKC) Total Revenue
(BF-A) Total Revenue
Values in USD except per share items

MKC vs. BF-A - Profitability Comparison

The chart below illustrates the profitability comparison between McCormick & Company, Incorporated and Brown-Forman Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

35.0%40.0%45.0%50.0%55.0%60.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
37.8%
60.6%
Portfolio components
MKC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, McCormick & Company, Incorporated reported a gross profit of 708.90M and revenue of 1.87B. Therefore, the gross margin over that period was 37.8%.

BF-A - 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%.

MKC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, McCormick & Company, Incorporated reported an operating income of 227.50M and revenue of 1.87B, resulting in an operating margin of 12.1%.

BF-A - 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 340.00M and revenue of 1.06B, resulting in an operating margin of 32.2%.

MKC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, McCormick & Company, Incorporated reported a net income of 1.02B and revenue of 1.87B, resulting in a net margin of 54.2%.

BF-A - 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


MKC and BF-A have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BF-A has higher volatility (11.16%) compared to MKC (7.89%). In terms of maximum drawdown, MKC dropped -52.02% vs BF-A's -70.24%.

BF-A currently has the higher Sharpe Ratio (-0.48 vs -1.27), 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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