PVH vs. WDC

In the year-to-date period, PVH achieves a -12.81% return, which is significantly lower than WDC's 8.39% return. Over the past 10 years, PVH has outperformed WDC with an annualized return of -1.74%, while WDC has yielded a comparatively lower -3.16% annualized return.

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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.

The current PVH Sharpe Ratio is -0.59, which is lower than the WDC Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of PVH and WDC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PVH's dividend yield for the trailing twelve months is around 0.16%, while WDC has not paid dividends to shareholders.

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.

PVH Corp. (PVH) and Western Digital Corporation (WDC) have volatilities of 10.79% and 10.58%, 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.

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.