SWK vs. FRT
SWK (Stanley Black & Decker, Inc.) and FRT (Federal Realty Investment Trust) are both stocks. SWK operates in Tools & Accessories (Industrials), while FRT operates in REIT - Retail (Real Estate). Over the past 10 years, SWK returned -0.15%/yr vs 1.67%/yr for FRT. At a 0.30 correlation, their price movements are largely independent.
Performance
SWK vs. FRT - Performance Comparison
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Returns By Period
In the year-to-date period, SWK achieves a 15.04% return, which is significantly lower than FRT's 27.61% return. Over the past 10 years, SWK has underperformed FRT with an annualized return of -0.15%, while FRT has yielded a comparatively higher 1.67% annualized return.
SWK
- 1D
- 0.59%
- 1M
- 12.48%
- YTD
- 15.04%
- 6M
- 12.91%
- 1Y
- 33.97%
- 3Y*
- 1.97%
- 5Y*
- -13.22%
- 10Y*
- -0.15%
FRT
- 1D
- 0.90%
- 1M
- 11.21%
- YTD
- 27.61%
- 6M
- 29.18%
- 1Y
- 38.12%
- 3Y*
- 14.80%
- 5Y*
- 4.65%
- 10Y*
- 1.67%
SWK vs. FRT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWK Stanley Black & Decker, Inc. | 15.04% | -3.17% | -15.19% | 35.55% | -58.92% | 7.28% | 9.73% | 41.18% | -28.13% | 50.50% |
FRT Federal Realty Investment Trust | 27.61% | -5.91% | 12.07% | 6.55% | -22.66% | 65.97% | -30.66% | 12.51% | -8.10% | -3.59% |
Correlation
The correlation between SWK and FRT is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 1985 | 0.30 |
The correlation between SWK and FRT shifts across timeframes, from 0.30 (all time) to 0.50 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SWK:
$2.65
FRT:
$5.87
SWK:
31.61
FRT:
21.45
SWK:
0.84
FRT:
8.28
SWK:
$15.13B
FRT:
$1.31B
SWK:
$4.52B
FRT:
$703.03M
SWK:
$1.39B
FRT:
$1.09B
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Return for Risk
SWK vs. FRT — Risk / Return Rank
SWK
FRT
SWK vs. FRT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stanley Black & Decker, Inc. (SWK) and Federal Realty Investment Trust (FRT). 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.
| SWK | FRT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.34 | ||
| Sortino ratioReturn per unit of downside risk | -1.70 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.36 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.14 | 5.22 | -4.08 |
| Martin ratioReturn relative to average drawdown | 2.54 | 13.41 | -10.87 |
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Drawdowns
SWK vs. FRT - Drawdown Comparison
The maximum SWK drawdown since its inception was -71.31%, which is greater than FRT's maximum drawdown of -57.42%. Use the drawdown chart below to compare losses from any high point for SWK and FRT.
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Drawdown Indicators
| SWK | FRT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.31% | -57.42% | -13.89% |
Max Drawdown (1Y)Largest decline over 1 year | -26.14% | -6.96% | -19.18% |
Max Drawdown (3Y)Largest decline over 3 years | -48.31% | -27.38% | -20.93% |
Max Drawdown (5Y)Largest decline over 5 years | -69.86% | -34.99% | -34.87% |
Max Drawdown (10Y)Largest decline over 10 years | -71.31% | -56.47% | -14.84% |
Current DrawdownCurrent decline from peak | -54.51% | 0.00% | -54.51% |
Average DrawdownAverage peak-to-trough decline | -19.46% | -11.78% | -7.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.75% | 2.72% | +9.03% |
Volatility
SWK vs. FRT - Volatility Comparison
Stanley Black & Decker, Inc. (SWK) has a higher volatility of 10.14% compared to Federal Realty Investment Trust (FRT) at 4.22%. This indicates that SWK's price experiences larger fluctuations and is considered to be riskier than FRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWK | FRT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.14% | 4.22% | +5.92% |
Volatility (6M)Calculated over the trailing 6-month period | 27.24% | 11.77% | +15.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.82% | 17.10% | +20.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.71% | 23.34% | +14.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.69% | 29.44% | +7.25% |
Dividends
SWK vs. FRT - Dividend Comparison
SWK's dividend yield for the trailing twelve months is around 3.97%, more than FRT's 3.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRT Federal Realty Investment Trust | 3.57% | 4.39% | 2.93% | 4.21% | 4.26% | 3.12% | 4.96% | 3.22% | 3.42% | 2.98% | 2.70% | 2.48% |
SWK Stanley Black & Decker, Inc. | 3.97% | 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. FRT - Financials Comparison
This section allows you to compare key financial metrics between Stanley Black & Decker, Inc. and Federal Realty Investment Trust. 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
SWK vs. FRT - Profitability Comparison
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%.
FRT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Federal Realty Investment Trust reported a gross profit of 241.87M and revenue of 341.08M. Therefore, the gross margin over that period was 70.9%.
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%.
FRT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Federal Realty Investment Trust reported an operating income of 116.27M and revenue of 341.08M, resulting in an operating margin of 34.1%.
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%.
FRT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Federal Realty Investment Trust reported a net income of 159.10M and revenue of 341.08M, resulting in a net margin of 46.7%.
Frequently Asked Questions
SWK and FRT have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SWK has higher volatility (10.14%) compared to FRT (4.22%). In terms of maximum drawdown, SWK dropped -71.31% vs FRT's -57.42%.
FRT currently has the higher Sharpe Ratio (2.13 vs 0.79), 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.
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