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SWK vs. CDUAF
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SWK vs. CDUAF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stanley Black & Decker, Inc. (SWK) and Canadian Utilities Limited (CDUAF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with SWK having a 30.12% return and CDUAF slightly higher at 31.32%. Over the past 10 years, SWK has underperformed CDUAF with an annualized return of 0.18%, while CDUAF has yielded a comparatively higher 7.88% annualized return.


SWK

1D
-1.02%
1M
3.55%
6M
22.87%
YTD
30.12%
1Y
46.18%
3Y*
0.86%
5Y*
-10.50%
10Y*
0.18%
ALL TIME*
8.54%

CDUAF

1D
-0.76%
1M
7.20%
6M
26.63%
YTD
31.32%
1Y
51.07%
3Y*
24.47%
5Y*
12.01%
10Y*
7.88%
ALL TIME*
3.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$3.27M$2.89M$1.49M
$217.53M$159.95M$146.32M

SWK vs. CDUAF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWK
Stanley Black & Decker, Inc.
30.12%-3.17%-15.19%35.55%-58.92%7.28%9.73%41.18%-28.13%50.50%
CDUAF
Canadian Utilities Limited
31.32%35.10%6.34%-6.25%-1.87%25.16%-14.69%37.49%-19.67%15.55%

Correlation

The correlation between SWK and CDUAF is -0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.09

Correlation (3Y)
Balances recent behavior with more history.

0.08

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.12

Correlation (10Y)
Provides a long-term view across more market conditions.

0.14

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2007

0.12

The correlation between SWK and CDUAF shifts across timeframes, from -0.09 (1 year) to 0.14 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SWK:

$14.28B

CDUAF:

$8.23B

EPS

SWK:

$5.44

CDUAF:

CA$0.35

PE Ratio

SWK:

17.39

CDUAF:

158.91

PS Ratio

SWK:

0.71

CDUAF:

4.32

Total Revenue (TTM)

SWK:

$15.25B

CDUAF:

CA$3.54B

Gross Profit (TTM)

SWK:

$4.84B

CDUAF:

CA$1.15B

EBITDA (TTM)

SWK:

$1.33B

CDUAF:

CA$1.78B

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Return for Risk

SWK vs. CDUAF — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SWK
SWK Risk / Return Rank: 7777
Overall Rank
SWK Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
SWK Sortino Ratio Rank: 7777
Sortino Ratio Rank
SWK Omega Ratio Rank: 7373
Omega Ratio Rank
SWK Calmar Ratio Rank: 7777
Calmar Ratio Rank
SWK Martin Ratio Rank: 7676
Martin Ratio Rank

CDUAF
CDUAF Risk / Return Rank: 9898
Overall Rank
CDUAF Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CDUAF Sortino Ratio Rank: 9898
Sortino Ratio Rank
CDUAF Omega Ratio Rank: 9898
Omega Ratio Rank
CDUAF Calmar Ratio Rank: 9999
Calmar Ratio Rank
CDUAF Martin Ratio Rank: 9898
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SWK vs. CDUAF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stanley Black & Decker, Inc. (SWK) and Canadian Utilities Limited (CDUAF). 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.


SWKCDUAFDifference
Sharpe ratioReturn per unit of total volatility

-1.98

Sortino ratioReturn per unit of downside risk

-2.47

Omega ratioGain probability vs. loss probability

1.22

1.61

-0.39

Calmar ratioReturn relative to maximum drawdown

1.78

9.60

-7.82

Martin ratioReturn relative to average drawdown

3.95

23.94

-19.99

SWK vs. CDUAF - Sharpe Ratio Comparison

The current SWK Sharpe Ratio is 1.21, which is lower than the CDUAF Sharpe Ratio of 3.18. The chart below compares the historical Sharpe Ratios of SWK and CDUAF, 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

SWK vs. CDUAF - Drawdown Comparison

The maximum SWK drawdown since its inception was -71.31%, roughly equal to the maximum CDUAF drawdown of -71.22%. Use the drawdown chart below to compare losses from any high point for SWK and CDUAF.


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Drawdown Indicators


SWKCDUAFDifference

Max Drawdown

Largest peak-to-trough decline

-71.31%

-71.22%

-0.09%

Max Drawdown (1Y)

Largest decline over 1 year

-26.14%

-5.35%

-20.79%

Max Drawdown (3Y)

Largest decline over 3 years

-48.31%

-13.56%

-34.75%

Max Drawdown (5Y)

Largest decline over 5 years

-68.79%

-31.94%

-36.85%

Max Drawdown (10Y)

Largest decline over 10 years

-71.31%

-41.92%

-29.39%

Current Drawdown

Current decline from peak

-48.55%

-9.04%

-39.51%

Average Drawdown

Average peak-to-trough decline

-19.56%

-39.68%

+20.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.73%

2.14%

+9.59%

Volatility

SWK vs. CDUAF - Volatility Comparison

Stanley Black & Decker, Inc. (SWK) has a higher volatility of 10.42% compared to Canadian Utilities Limited (CDUAF) at 5.29%. This indicates that SWK's price experiences larger fluctuations and is considered to be riskier than CDUAF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWKCDUAFDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.42%

5.29%

+5.13%

Volatility (6M)

Calculated over the trailing 6-month period

28.86%

12.42%

+16.44%

Volatility (1Y)

Calculated over the trailing 1-year period

38.42%

16.46%

+21.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.16%

19.13%

+19.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.85%

24.16%

+12.69%

Dividends

SWK vs. CDUAF - Dividend Comparison

SWK's dividend yield for the trailing twelve months is around 3.51%, more than CDUAF's 3.34% yield.


PositionTTM20252024202320222021202020192018201720162015
CDUAF
Canadian Utilities Limited
3.34%4.21%5.47%6.05%5.03%4.85%5.32%4.24%4.49%4.82%4.82%5.11%
SWK
Stanley Black & Decker, Inc.
3.51%4.44%4.06%3.28%4.23%1.58%1.56%1.63%2.15%1.43%1.97%2.01%

Financials

SWK vs. CDUAF - Financials Comparison

This section allows you to compare key financial metrics between Stanley Black & Decker, Inc. and Canadian Utilities Limited. 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

SWK vs. CDUAF - Profitability Comparison

The chart below illustrates the profitability comparison between Stanley Black & Decker, Inc. and Canadian Utilities Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

SWK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Stanley Black & Decker, Inc. reported a gross profit of 1.31B and revenue of 3.96B. Therefore, the gross margin over that period was 33.0%.

CDUAF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Canadian Utilities Limited reported a gross profit of 346.15M and revenue of 914.40M. Therefore, the gross margin over that period was 37.9%.

SWK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Stanley Black & Decker, Inc. reported an operating income of 361.70M and revenue of 3.96B, resulting in an operating margin of 9.1%.

CDUAF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Canadian Utilities Limited reported an operating income of 271.12M and revenue of 914.40M, resulting in an operating margin of 29.7%.

SWK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Stanley Black & Decker, Inc. reported a net income of 351.30M and revenue of 3.96B, resulting in a net margin of 8.9%.

CDUAF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Canadian Utilities Limited reported a net income of 128.06M and revenue of 914.40M, resulting in a net margin of 14.0%.


Frequently Asked Questions


SWK and CDUAF have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SWK has higher volatility (10.42%) compared to CDUAF (5.29%). In terms of maximum drawdown, SWK dropped -71.31% vs CDUAF's -71.22%.

CDUAF currently has the higher Sharpe Ratio (3.18 vs 1.21), 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.

Portfolio Optimizer

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