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

Performance

MKC vs. BF-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in McCormick & Company, Incorporated (MKC) and Brown-Forman Corporation (BF-B). 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 -21.75% return, which is significantly lower than BF-B's 2.70% return. Over the past 10 years, MKC has outperformed BF-B with an annualized return of 2.06%, while BF-B has yielded a comparatively lower -2.31% annualized return.


MKC

1D
0.21%
1M
13.26%
6M
-21.43%
YTD
-21.75%
1Y
-23.61%
3Y*
-13.71%
5Y*
-7.10%
10Y*
2.06%
ALL TIME*
10.93%

BF-B

1D
-0.45%
1M
-1.31%
6M
-1.57%
YTD
2.70%
1Y
-4.11%
3Y*
-25.57%
5Y*
-16.26%
10Y*
-2.31%
ALL TIME*
12.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MKC vs. BF-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MKC
McCormick & Company, Incorporated
-21.75%-8.33%13.97%-15.68%-12.65%2.67%14.70%23.65%39.01%11.34%
BF-B
Brown-Forman Corporation
2.70%-29.29%-32.23%-11.91%-8.86%-6.07%18.67%43.78%-10.98%55.01%

Correlation

The correlation between MKC and BF-B 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

0.42

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

0.45

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

0.44

Correlation (All Time)
Calculated using the full available price history since Mar 26, 1990

0.34

The correlation between MKC and BF-B shifts across timeframes, from 0.34 (all time) to 0.45 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

MKC:

$14.07B

BF-B:

$12.26B

EPS

MKC:

$6.05

BF-B:

$1.71

PE Ratio

MKC:

8.66

BF-B:

15.40

PEG Ratio

MKC:

6.30

BF-B:

19.14

PS Ratio

MKC:

1.91

BF-B:

3.18

Total Revenue (TTM)

MKC:

$7.39B

BF-B:

$3.91B

Gross Profit (TTM)

MKC:

$2.85B

BF-B:

$2.32B

EBITDA (TTM)

MKC:

$1.37B

BF-B:

$1.19B

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Return for Risk

MKC vs. BF-B — Risk / Return Rank

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

MKC
MKC Risk / Return Rank: 1515
Overall Rank
MKC Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
MKC Sortino Ratio Rank: 1313
Sortino Ratio Rank
MKC Omega Ratio Rank: 1515
Omega Ratio Rank
MKC Calmar Ratio Rank: 2020
Calmar Ratio Rank
MKC Martin Ratio Rank: 1414
Martin Ratio Rank

BF-B
BF-B Risk / Return Rank: 3939
Overall Rank
BF-B Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
BF-B Sortino Ratio Rank: 3737
Sortino Ratio Rank
BF-B Omega Ratio Rank: 3838
Omega Ratio Rank
BF-B Calmar Ratio Rank: 4141
Calmar Ratio Rank
BF-B Martin Ratio Rank: 3939
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-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for McCormick & Company, Incorporated (MKC) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MKCBF-BDifference
Sharpe ratioReturn per unit of total volatility

-0.69

Sortino ratioReturn per unit of downside risk

-1.13

Omega ratioGain probability vs. loss probability

0.88

1.02

-0.13

Calmar ratioReturn relative to maximum drawdown

-0.66

-0.16

-0.50

Martin ratioReturn relative to average drawdown

-1.26

-0.35

-0.91

MKC vs. BF-B - Sharpe Ratio Comparison

The current MKC Sharpe Ratio is -0.80, which is lower than the BF-B Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of MKC and BF-B, 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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Drawdowns

MKC vs. BF-B - Drawdown Comparison

The maximum MKC drawdown since its inception was -52.02%, smaller than the maximum BF-B drawdown of -68.96%. Use the drawdown chart below to compare losses from any high point for MKC and BF-B.


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Drawdown Indicators


MKCBF-BDifference

Max Drawdown

Largest peak-to-trough decline

-52.02%

-68.96%

+16.94%

Max Drawdown (1Y)

Largest decline over 1 year

-35.93%

-25.48%

-10.45%

Max Drawdown (3Y)

Largest decline over 3 years

-45.65%

-65.65%

+20.00%

Max Drawdown (5Y)

Largest decline over 5 years

-52.02%

-68.31%

+16.29%

Max Drawdown (10Y)

Largest decline over 10 years

-52.02%

-68.96%

+16.94%

Current Drawdown

Current decline from peak

-44.42%

-63.89%

+19.47%

Average Drawdown

Average peak-to-trough decline

-11.12%

-11.74%

+0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.76%

11.86%

+6.90%

Volatility

MKC vs. BF-B - Volatility Comparison

McCormick & Company, Incorporated (MKC) has a higher volatility of 11.85% compared to Brown-Forman Corporation (BF-B) at 10.49%. This indicates that MKC's price experiences larger fluctuations and is considered to be riskier than BF-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MKCBF-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.85%

10.49%

+1.36%

Volatility (6M)

Calculated over the trailing 6-month period

25.45%

31.54%

-6.09%

Volatility (1Y)

Calculated over the trailing 1-year period

29.68%

38.70%

-9.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.88%

30.26%

-5.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.44%

28.20%

-3.76%

Dividends

MKC vs. BF-B - Dividend Comparison

MKC's dividend yield for the trailing twelve months is around 3.61%, more than BF-B's 3.50% yield.


PositionTTM20252024202320222021202020192018201720162015
BF-B
Brown-Forman Corporation
3.50%3.49%2.32%1.46%1.17%2.37%0.88%0.99%3.10%1.09%1.54%1.29%
MKC
McCormick & Company, Incorporated
3.61%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-B - 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


800.00M1.00B1.20B1.40B1.60B1.80B2.00B20222023202420252026
1.94B
1.06B
(MKC) Total Revenue
(BF-B) Total Revenue
Values in USD except per share items

MKC vs. BF-B - 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%20222023202420252026
40.2%
60.6%
Portfolio components
MKC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, McCormick & Company, Incorporated reported a gross profit of 778.20M and revenue of 1.94B. Therefore, the gross margin over that period was 40.2%.

BF-B - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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 Jul 2026, McCormick & Company, Incorporated reported an operating income of 276.40M and revenue of 1.94B, resulting in an operating margin of 14.3%.

BF-B - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Brown-Forman Corporation reported an operating income of 343.00M and revenue of 1.06B, resulting in an operating margin of 32.5%.

MKC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, McCormick & Company, Incorporated reported a net income of 160.20M and revenue of 1.94B, resulting in a net margin of 8.3%.

BF-B - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 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-B 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.

MKC has higher volatility (11.85%) compared to BF-B (10.49%). In terms of maximum drawdown, MKC dropped -52.02% vs BF-B's -68.96%.

BF-B currently has the higher Sharpe Ratio (-0.11 vs -0.80), 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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