SWK vs. EPD
Compare and contrast key facts about Stanley Black & Decker, Inc. (SWK) and Enterprise Products Partners L.P. (EPD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWK or EPD.
Key characteristics
| SWK | EPD | |
|---|---|---|
| YTD Return | -11.74% | 10.64% |
| 1Y Return | 3.32% | 19.76% |
| 3Y Return (Ann) | -23.68% | 14.96% |
| 5Y Return (Ann) | -8.67% | 7.64% |
| 10Y Return (Ann) | 2.34% | 4.10% |
| Sharpe Ratio | 0.09 | 1.76 |
| Daily Std Dev | 31.11% | 10.32% |
| Max Drawdown | -66.45% | -58.78% |
| Current Drawdown | -57.50% | -4.26% |
Fundamentals
| SWK | EPD | |
|---|---|---|
| Market Cap | $13.80B | $63.11B |
| EPS | -$1.88 | $2.52 |
| PE Ratio | 24.55 | 11.53 |
| PEG Ratio | 1.37 | 5.13 |
| Revenue (TTM) | $15.78B | $49.71B |
| Gross Profit (TTM) | $4.41B | $6.73B |
| EBITDA (TTM) | $1.20B | $8.83B |
Correlation
The correlation between SWK and EPD is 0.27, 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
SWK vs. EPD - Performance Comparison
In the year-to-date period, SWK achieves a -11.74% return, which is significantly lower than EPD's 10.64% return. Over the past 10 years, SWK has underperformed EPD with an annualized return of 2.34%, while EPD has yielded a comparatively higher 4.10% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SWK vs. EPD - Risk-Adjusted Performance 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.
Dividends
SWK vs. EPD - Dividend Comparison
SWK's dividend yield for the trailing twelve months is around 3.76%, less than EPD's 7.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWK Stanley Black & Decker, Inc. | 3.76% | 3.28% | 4.23% | 1.58% | 1.56% | 1.63% | 2.15% | 1.43% | 1.97% | 2.01% | 2.12% | 2.45% |
EPD Enterprise Products Partners L.P. | 7.22% | 7.51% | 7.79% | 8.20% | 9.09% | 6.23% | 6.97% | 6.29% | 5.88% | 5.90% | 3.96% | 4.07% |
Drawdowns
SWK vs. EPD - Drawdown Comparison
The maximum SWK drawdown since its inception was -66.45%, 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. For additional features, visit the drawdowns tool.
Volatility
SWK vs. EPD - Volatility Comparison
Stanley Black & Decker, Inc. (SWK) has a higher volatility of 10.06% compared to Enterprise Products Partners L.P. (EPD) at 3.84%. 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.
Financials
SWK vs. EPD - Financials Comparison
This section allows you to compare key financial metrics between Stanley Black & Decker, Inc. and Enterprise Products Partners L.P.. 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