SWK vs. EPD

Last updated Jun 3, 2026

SWK (Stanley Black & Decker, Inc.) and EPD (Enterprise Products Partners L.P.) are both stocks. SWK operates in Tools & Accessories (Industrials), while EPD operates in Oil & Gas Midstream (Energy). Over the past 10 years, SWK returned -1.00%/yr vs 10.46%/yr for EPD. At a 0.26 correlation, their price movements are largely independent.

Performance

SWK vs. EPD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stanley Black & Decker, Inc. (SWK) and Enterprise Products Partners L.P. (EPD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SWK achieves a 7.73% return, which is significantly lower than EPD's 21.27% return. Over the past 10 years, SWK has underperformed EPD with an annualized return of -1.00%, while EPD has yielded a comparatively higher 10.46% annualized return.

SWK

• 1D: 1.24%
• 1M: 0.78%
• YTD: 7.73%
• 6M: 12.32%
• 1Y: 29.69%
• 3Y*: 3.04%
• 5Y*: -15.03%
• 10Y*: -1.00%

EPD

• 1D: 1.34%
• 1M: -0.84%
• YTD: 21.27%
• 6M: 21.54%
• 1Y: 29.66%
• 3Y*: 21.47%
• 5Y*: 17.41%
• 10Y*: 10.46%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SWK vs. EPD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SWK Stanley Black & Decker, Inc.	7.73%	-3.17%	-15.19%	35.55%	-58.92%	7.28%	9.73%	41.18%	-28.13%	50.50%
EPD Enterprise Products Partners L.P.	21.27%	9.45%	28.00%	17.71%	18.32%	21.40%	-23.61%	21.88%	-1.32%	4.24%

Correlation

The correlation between SWK and EPD is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.08
Correlation (3Y) Calculated over the trailing 3-year period	0.24
Correlation (5Y) Calculated over the trailing 5-year period	0.28
Correlation (10Y) Calculated over the trailing 10-year period	0.32
Correlation (All Time) Calculated using the full available price history since Jul 29, 1998	0.26

The correlation between SWK and EPD shifts across timeframes, from 0.08 (1 year) to 0.32 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS SWK : $2.65 EPD : $2.69
PE Ratio SWK : 29.92 EPD : 14.00
PS Ratio SWK : 0.79 EPD : 1.60
Total Revenue (TTM) SWK : $15.13B EPD : $51.57B
Gross Profit (TTM) SWK : $4.52B EPD : $7.31B
EBITDA (TTM) SWK : $1.39B EPD : $10.11B

Return for Risk

SWK vs. EPD — Risk / Return Rank

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

SWK

SWK Risk / Return Rank: 62
SWK Sharpe Ratio Rank: 66
SWK Sortino Ratio Rank: 62
SWK Omega Ratio Rank: 58
SWK Calmar Ratio Rank: 61
SWK Martin Ratio Rank: 62

EPD

EPD Risk / Return Rank: 86
EPD Sharpe Ratio Rank: 86
EPD Sortino Ratio Rank: 84
EPD Omega Ratio Rank: 82
EPD Calmar Ratio Rank: 87
EPD Martin Ratio Rank: 90

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.

SWK vs. EPD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stanley Black & Decker, Inc. (SWK) and Enterprise Products Partners L.P. (EPD). 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.

	SWK	EPD	Difference
Sharpe ratio Return per unit of total volatility	0.80	1.87	-1.06
Sortino ratio Return per unit of downside risk	1.35	2.64	-1.29
Omega ratio Gain probability vs. loss probability	1.16	1.33	-0.17
Calmar ratio Return relative to maximum drawdown	1.02	4.05	-3.03
Martin ratio Return relative to average drawdown	2.31	12.67	-10.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SWK vs. EPD - Sharpe Ratio Comparison

The current SWK Sharpe Ratio is 0.80, which is lower than the EPD Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of SWK and EPD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SWK	EPD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.80	1.87	-1.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.40	1.02	-1.42
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.03	0.43	-0.46
Sharpe Ratio (All Time) Calculated using the full available price history	0.25	0.54	-0.29

Drawdowns

SWK vs. EPD - Drawdown Comparison

The maximum SWK drawdown since its inception was -71.31%, which is greater than EPD's maximum drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for SWK and EPD.

Drawdown Indicators

	SWK	EPD	Difference
Max Drawdown Largest peak-to-trough decline	-71.31%	-58.78%	-12.53%
Max Drawdown (1Y) Largest decline over 1 year	-26.14%	-7.56%	-18.58%
Max Drawdown (3Y) Largest decline over 3 years	-48.31%	-15.40%	-32.91%
Max Drawdown (5Y) Largest decline over 5 years	-70.25%	-18.06%	-52.19%
Max Drawdown (10Y) Largest decline over 10 years	-71.31%	-58.04%	-13.27%
Current Drawdown Current decline from peak	-57.40%	-5.25%	-52.15%
Average Drawdown Average peak-to-trough decline	-19.44%	-10.13%	-9.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.59%	2.42%	+9.17%

Volatility

SWK vs. EPD - Volatility Comparison

Stanley Black & Decker, Inc. (SWK) has a higher volatility of 10.13% compared to Enterprise Products Partners L.P. (EPD) at 6.74%. This indicates that SWK's price experiences larger fluctuations and is considered to be riskier than EPD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SWK	EPD	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.13%	6.74%	+3.39%
Volatility (6M) Calculated over the trailing 6-month period	26.58%	13.29%	+13.29%
Volatility (1Y) Calculated over the trailing 1-year period	37.22%	15.98%	+21.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.54%	17.23%	+20.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.61%	24.16%	+12.45%

Dividends

SWK vs. EPD - Dividend Comparison

SWK's dividend yield for the trailing twelve months is around 4.18%, less than EPD's 5.81% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EPD Enterprise Products Partners L.P.	5.81%	6.74%	6.63%	7.51%	7.79%	8.20%	9.09%	6.23%	6.97%	6.29%	5.88%	5.90%
SWK Stanley Black & Decker, Inc.	4.18%	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. EPD - Profitability Comparison

The chart below illustrates the profitability comparison between Stanley Black & Decker, Inc. and Enterprise Products Partners L.P. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

SWK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Stanley Black & Decker, Inc. reported a gross profit of 1.22B and revenue of 3.68B. Therefore, the gross margin over that period was 33.2%.

EPD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Enterprise Products Partners L.P. reported a gross profit of 1.88B and revenue of 14.39B. Therefore, the gross margin over that period was 13.1%.

SWK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Stanley Black & Decker, Inc. reported an operating income of 366.80M and revenue of 3.68B, resulting in an operating margin of 10.0%.

EPD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Enterprise Products Partners L.P. reported an operating income of 1.82B and revenue of 14.39B, resulting in an operating margin of 12.6%.

SWK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Stanley Black & Decker, Inc. reported a net income of 158.20M and revenue of 3.68B, resulting in a net margin of 4.3%.

EPD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Enterprise Products Partners L.P. reported a net income of 1.48B and revenue of 14.39B, resulting in a net margin of 10.3%.

Frequently Asked Questions

Can I hold both SWK and EPD in my portfolio?

SWK and EPD have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SWK or EPD?

SWK has higher volatility (10.13%) compared to EPD (6.74%). In terms of maximum drawdown, SWK dropped -71.31% vs EPD's -58.78%.

Which has better risk-adjusted returns?

EPD currently has the higher Sharpe Ratio (1.87 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.