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

Performance

SWK vs. LEG - Performance Comparison

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

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Returns By Period

In the year-to-date period, SWK achieves a 15.04% return, which is significantly higher than LEG's -3.16% return. Over the past 10 years, SWK has outperformed LEG with an annualized return of -0.15%, while LEG has yielded a comparatively lower -11.06% 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%

LEG

1D
-0.75%
1M
15.59%
YTD
-3.16%
6M
-7.69%
1Y
16.39%
3Y*
-27.77%
5Y*
-24.81%
10Y*
-11.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SWK vs. LEG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
LEG
Leggett & Platt, Incorporated
-3.16%17.02%-61.93%-13.45%-17.78%-3.76%-9.05%47.13%-22.25%0.58%

Correlation

The correlation between SWK and LEG is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.67

Correlation (3Y)
Calculated over the trailing 3-year period

0.57

Correlation (5Y)
Calculated over the trailing 5-year period

0.60

Correlation (10Y)
Calculated over the trailing 10-year period

0.60

Correlation (All Time)
Calculated using the full available price history since Nov 5, 1987

0.45

Over the past year, SWK and LEG have become more correlated (0.67) than their long-term average of 0.45, meaning their price movements have been converging.

Fundamentals

EPS

SWK:

$2.65

LEG:

$1.60

PE Ratio

SWK:

31.61

LEG:

6.62

PS Ratio

SWK:

0.84

LEG:

0.49

Total Revenue (TTM)

SWK:

$15.13B

LEG:

$3.03B

Gross Profit (TTM)

SWK:

$4.52B

LEG:

$717.40M

EBITDA (TTM)

SWK:

$1.39B

LEG:

$433.10M

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Return for Risk

SWK vs. LEG — Risk / Return Rank

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

SWK
SWK Risk / Return Rank: 6565
Overall Rank
SWK Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SWK Sortino Ratio Rank: 6565
Sortino Ratio Rank
SWK Omega Ratio Rank: 6161
Omega Ratio Rank
SWK Calmar Ratio Rank: 6666
Calmar Ratio Rank
SWK Martin Ratio Rank: 6666
Martin Ratio Rank

LEG
LEG Risk / Return Rank: 5252
Overall Rank
LEG Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
LEG Sortino Ratio Rank: 5151
Sortino Ratio Rank
LEG Omega Ratio Rank: 4949
Omega Ratio Rank
LEG Calmar Ratio Rank: 5353
Calmar Ratio Rank
LEG Martin Ratio Rank: 5353
Martin Ratio Rank
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. LEG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stanley Black & Decker, Inc. (SWK) and Leggett & Platt, Incorporated (LEG). 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.


SWKLEGDifference
Sharpe ratioReturn per unit of total volatility

+0.54

Sortino ratioReturn per unit of downside risk

+0.57

Omega ratioGain probability vs. loss probability

1.16

1.09

+0.06

Calmar ratioReturn relative to maximum drawdown

1.14

0.44

+0.70

Martin ratioReturn relative to average drawdown

2.54

0.90

+1.63

SWK vs. LEG - Sharpe Ratio Comparison

The current SWK Sharpe Ratio is 0.79, which is higher than the LEG Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of SWK and LEG, 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. LEG - Drawdown Comparison

The maximum SWK drawdown since its inception was -71.31%, smaller than the maximum LEG drawdown of -86.41%. Use the drawdown chart below to compare losses from any high point for SWK and LEG.


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Drawdown Indicators


SWKLEGDifference

Max Drawdown

Largest peak-to-trough decline

-71.31%

-86.41%

+15.10%

Max Drawdown (1Y)

Largest decline over 1 year

-26.14%

-28.51%

+2.37%

Max Drawdown (3Y)

Largest decline over 3 years

-48.31%

-77.26%

+28.95%

Max Drawdown (5Y)

Largest decline over 5 years

-69.86%

-84.96%

+15.10%

Max Drawdown (10Y)

Largest decline over 10 years

-71.31%

-86.41%

+15.10%

Current Drawdown

Current decline from peak

-54.51%

-77.60%

+23.09%

Average Drawdown

Average peak-to-trough decline

-19.46%

-19.65%

+0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.75%

13.77%

-2.02%

Volatility

SWK vs. LEG - Volatility Comparison

The current volatility for Stanley Black & Decker, Inc. (SWK) is 10.14%, while Leggett & Platt, Incorporated (LEG) has a volatility of 11.98%. This indicates that SWK experiences smaller price fluctuations and is considered to be less risky than LEG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWKLEGDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.14%

11.98%

-1.84%

Volatility (6M)

Calculated over the trailing 6-month period

27.24%

31.40%

-4.16%

Volatility (1Y)

Calculated over the trailing 1-year period

37.82%

49.76%

-11.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.71%

42.50%

-4.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.69%

39.81%

-3.12%

Dividends

SWK vs. LEG - Dividend Comparison

SWK's dividend yield for the trailing twelve months is around 3.97%, more than LEG's 1.89% yield.


PositionTTM20252024202320222021202020192018201720162015
LEG
Leggett & Platt, Incorporated
1.42%1.82%6.35%6.95%5.40%4.03%3.61%3.11%4.19%2.98%2.74%3.00%
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. LEG - Financials Comparison

This section allows you to compare key financial metrics between Stanley Black & Decker, Inc. and Leggett & Platt, Incorporated. 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


0.001.00B2.00B3.00B4.00B20222023202420252026
3.68B
0
(SWK) Total Revenue
(LEG) Total Revenue
Values in USD except per share items

Frequently Asked Questions


SWK and LEG have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LEG has higher volatility (11.98%) compared to SWK (10.14%). In terms of maximum drawdown, SWK dropped -71.31% vs LEG's -86.41%.

SWK currently has the higher Sharpe Ratio (0.79 vs 0.25), 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

Find the right allocation for SWK and LEG

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