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SBSW vs. VFC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SBSW and VFC is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

SBSW vs. VFC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sibanye Stillwater Limited (SBSW) and V.F. Corporation (VFC). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
83.10%
-55.68%
SBSW
VFC

Key characteristics

Sharpe Ratio

SBSW:

-0.10

VFC:

-0.15

Sortino Ratio

SBSW:

0.33

VFC:

0.30

Omega Ratio

SBSW:

1.04

VFC:

1.04

Calmar Ratio

SBSW:

-0.08

VFC:

-0.12

Martin Ratio

SBSW:

-0.25

VFC:

-0.53

Ulcer Index

SBSW:

26.79%

VFC:

19.18%

Daily Std Dev

SBSW:

66.11%

VFC:

70.54%

Max Drawdown

SBSW:

-83.67%

VFC:

-88.41%

Current Drawdown

SBSW:

-75.11%

VFC:

-86.44%

Fundamentals

Market Cap

SBSW:

$3.42B

VFC:

$4.44B

EPS

SBSW:

-$0.53

VFC:

-$0.37

PS Ratio

SBSW:

0.03

VFC:

0.44

PB Ratio

SBSW:

1.41

VFC:

2.64

Total Revenue (TTM)

SBSW:

$112.13B

VFC:

$7.50B

Gross Profit (TTM)

SBSW:

$15.73B

VFC:

$4.04B

EBITDA (TTM)

SBSW:

$164.00M

VFC:

$466.30M

Returns By Period

In the year-to-date period, SBSW achieves a 37.27% return, which is significantly higher than VFC's -46.67% return. Over the past 10 years, SBSW has outperformed VFC with an annualized return of 0.47%, while VFC has yielded a comparatively lower -14.04% annualized return.


SBSW

YTD

37.27%

1M

4.14%

6M

-8.11%

1Y

-8.11%

5Y*

-6.25%

10Y*

0.47%

VFC

YTD

-46.67%

1M

-30.84%

6M

-31.31%

1Y

-8.00%

5Y*

-25.29%

10Y*

-14.04%

*Annualized

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Risk-Adjusted Performance

SBSW vs. VFC — Risk-Adjusted Performance Rank

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

SBSW
The Risk-Adjusted Performance Rank of SBSW is 4747
Overall Rank
The Sharpe Ratio Rank of SBSW is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of SBSW is 4747
Sortino Ratio Rank
The Omega Ratio Rank of SBSW is 4646
Omega Ratio Rank
The Calmar Ratio Rank of SBSW is 4747
Calmar Ratio Rank
The Martin Ratio Rank of SBSW is 4848
Martin Ratio Rank

VFC
The Risk-Adjusted Performance Rank of VFC is 4545
Overall Rank
The Sharpe Ratio Rank of VFC is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of VFC is 4646
Sortino Ratio Rank
The Omega Ratio Rank of VFC is 4747
Omega Ratio Rank
The Calmar Ratio Rank of VFC is 4646
Calmar Ratio Rank
The Martin Ratio Rank of VFC is 4242
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SBSW vs. VFC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sibanye Stillwater Limited (SBSW) and V.F. Corporation (VFC). 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 chart of Sharpe ratio for SBSW, currently valued at -0.10, compared to the broader market-2.00-1.000.001.002.003.00
SBSW: -0.10
VFC: -0.15
The chart of Sortino ratio for SBSW, currently valued at 0.33, compared to the broader market-6.00-4.00-2.000.002.004.00
SBSW: 0.33
VFC: 0.30
The chart of Omega ratio for SBSW, currently valued at 1.04, compared to the broader market0.501.001.502.00
SBSW: 1.04
VFC: 1.04
The chart of Calmar ratio for SBSW, currently valued at -0.08, compared to the broader market0.001.002.003.004.005.00
SBSW: -0.08
VFC: -0.12
The chart of Martin ratio for SBSW, currently valued at -0.25, compared to the broader market-5.000.005.0010.0015.0020.00
SBSW: -0.25
VFC: -0.53

The current SBSW Sharpe Ratio is -0.10, which is higher than the VFC Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of SBSW and VFC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.10
-0.15
SBSW
VFC

Dividends

SBSW vs. VFC - Dividend Comparison

SBSW has not paid dividends to shareholders, while VFC's dividend yield for the trailing twelve months is around 3.16%.


TTM20242023202220212020201920182017201620152014
SBSW
Sibanye Stillwater Limited
0.00%0.00%6.96%7.68%13.34%0.76%0.00%0.00%3.76%10.25%6.12%9.44%
VFC
V.F. Corporation
3.16%1.68%5.27%7.28%2.69%2.26%1.91%2.65%2.33%2.87%2.14%1.48%

Drawdowns

SBSW vs. VFC - Drawdown Comparison

The maximum SBSW drawdown since its inception was -83.67%, smaller than the maximum VFC drawdown of -88.41%. Use the drawdown chart below to compare losses from any high point for SBSW and VFC. For additional features, visit the drawdowns tool.


-90.00%-85.00%-80.00%-75.00%-70.00%NovemberDecember2025FebruaryMarchApril
-75.11%
-86.44%
SBSW
VFC

Volatility

SBSW vs. VFC - Volatility Comparison

The current volatility for Sibanye Stillwater Limited (SBSW) is 33.16%, while V.F. Corporation (VFC) has a volatility of 46.89%. This indicates that SBSW experiences smaller price fluctuations and is considered to be less risky than VFC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
33.16%
46.89%
SBSW
VFC

Financials

SBSW vs. VFC - Financials Comparison

This section allows you to compare key financial metrics between Sibanye Stillwater Limited and V.F. 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


Values in USD except per share items