PVH vs. WDC
Compare and contrast key facts about PVH Corp. (PVH) and Western Digital Corporation (WDC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PVH or WDC.
Key characteristics
| PVH | WDC | |
|---|---|---|
| YTD Return | -14.87% | 20.72% |
| 1Y Return | 25.04% | 37.35% |
| 3Y Return (Ann) | -4.70% | 2.38% |
| 5Y Return (Ann) | 0.92% | 5.11% |
| 10Y Return (Ann) | -1.39% | -2.59% |
| Sharpe Ratio | 0.74 | 1.01 |
| Sortino Ratio | 1.09 | 1.56 |
| Omega Ratio | 1.18 | 1.19 |
| Calmar Ratio | 0.55 | 0.72 |
| Martin Ratio | 1.33 | 3.27 |
| Ulcer Index | 20.94% | 11.57% |
| Daily Std Dev | 37.45% | 37.32% |
| Max Drawdown | -84.98% | -96.20% |
| Current Drawdown | -37.70% | -35.26% |
Fundamentals
| PVH | WDC | |
|---|---|---|
| Market Cap | $5.73B | $22.11B |
| EPS | $12.50 | $0.91 |
| PE Ratio | 8.22 | 70.29 |
| PEG Ratio | 0.53 | 490.33 |
| Total Revenue (TTM) | $8.88B | $14.35B |
| Gross Profit (TTM) | $5.29B | $4.79B |
| EBITDA (TTM) | $1.15B | $2.37B |
Correlation
The correlation between PVH and WDC is 0.24, 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.
Performance
PVH vs. WDC - Performance Comparison
In the year-to-date period, PVH achieves a -14.87% return, which is significantly lower than WDC's 20.72% return. Over the past 10 years, PVH has outperformed WDC with an annualized return of -1.39%, while WDC has yielded a comparatively lower -2.59% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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
PVH vs. WDC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PVH Corp. (PVH) and Western Digital Corporation (WDC). 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
PVH vs. WDC - Dividend Comparison
PVH's dividend yield for the trailing twelve months is around 0.15%, while WDC has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PVH PVH Corp. | 0.15% | 0.12% | 0.22% | 0.04% | 0.04% | 0.14% | 0.16% | 0.11% | 0.17% | 0.21% | 0.12% | 0.11% |
WDC Western Digital Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 1.81% | 2.36% | 5.41% | 2.51% | 2.94% | 4.00% | 1.36% | 1.25% |
Drawdowns
PVH vs. WDC - Drawdown Comparison
The maximum PVH drawdown since its inception was -84.98%, smaller than the maximum WDC drawdown of -96.20%. Use the drawdown chart below to compare losses from any high point for PVH and WDC. For additional features, visit the drawdowns tool.
Volatility
PVH vs. WDC - Volatility Comparison
The current volatility for PVH Corp. (PVH) is 8.61%, while Western Digital Corporation (WDC) has a volatility of 10.75%. This indicates that PVH experiences smaller price fluctuations and is considered to be less risky than WDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
PVH vs. WDC - Financials Comparison
This section allows you to compare key financial metrics between PVH Corp. and Western Digital 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