SWK vs. PG
SWK (Stanley Black & Decker, Inc.) and PG (The Procter & Gamble Company) are both stocks. SWK operates in Tools & Accessories (Industrials), while PG operates in Household & Personal Products (Consumer Defensive). Over the past 10 years, SWK returned 0.18%/yr vs 8.14%/yr for PG. Their 0.27 correlation means their historical movements had little consistent relationship.
Performance
SWK vs. PG - Performance Comparison
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Returns By Period
In the year-to-date period, SWK achieves a 30.12% return, which is significantly higher than PG's 3.07% return. Over the past 10 years, SWK has underperformed PG with an annualized return of 0.18%, while PG has yielded a comparatively higher 8.14% 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%
PG
- 1D
- 0.37%
- 1M
- -1.26%
- 6M
- -3.36%
- YTD
- 3.07%
- 1Y
- -1.15%
- 3Y*
- 0.02%
- 5Y*
- 2.93%
- 10Y*
- 8.14%
- ALL TIME*
- 10.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.25B | $1.28B | $1.30B | |
| $217.53M | $159.95M | $146.32M |
SWK vs. PG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
PG The Procter & Gamble Company | 3.07% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
Correlation
The correlation between SWK and PG is 0.21, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.21 |
Correlation (3Y) Balances recent behavior with more history. | 0.18 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.23 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 1985 | 0.27 |
Fundamentals
SWK:
$14.28B
PG:
$336.46B
SWK:
$5.44
PG:
$6.62
SWK:
17.39
PG:
21.84
SWK:
0.71
PG:
4.03
SWK:
$15.25B
PG:
$87.03B
SWK:
$4.84B
PG:
$43.67B
SWK:
$1.33B
PG:
$21.25B
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Return for Risk
SWK vs. PG — Risk / Return Rank
SWK
PG
SWK vs. PG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stanley Black & Decker, Inc. (SWK) and The Procter & Gamble Company (PG). 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 | PG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.27 | ||
| Sortino ratioReturn per unit of downside risk | +1.83 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.01 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | -0.07 | +1.85 |
| Martin ratioReturn relative to average drawdown | 3.95 | -0.13 | +4.07 |
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Drawdowns
SWK vs. PG - Drawdown Comparison
The maximum SWK drawdown since its inception was -71.31%, which is greater than PG's maximum drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for SWK and PG.
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Drawdown Indicators
| SWK | PG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.31% | -54.25% | -17.06% |
Max Drawdown (1Y)Largest decline over 1 year | -26.14% | -15.52% | -10.62% |
Max Drawdown (3Y)Largest decline over 3 years | -48.31% | -21.15% | -27.16% |
Max Drawdown (5Y)Largest decline over 5 years | -68.79% | -23.77% | -45.02% |
Max Drawdown (10Y)Largest decline over 10 years | -71.31% | -23.77% | -47.54% |
Current DrawdownCurrent decline from peak | -48.55% | -15.63% | -32.92% |
Average DrawdownAverage peak-to-trough decline | -19.56% | -12.17% | -7.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.73% | 9.06% | +2.67% |
Volatility
SWK vs. PG - Volatility Comparison
Stanley Black & Decker, Inc. (SWK) has a higher volatility of 10.42% compared to The Procter & Gamble Company (PG) at 6.95%. This indicates that SWK's price experiences larger fluctuations and is considered to be riskier than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWK | PG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.42% | 6.95% | +3.47% |
Volatility (6M)Calculated over the trailing 6-month period | 28.86% | 15.72% | +13.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.42% | 19.64% | +18.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.16% | 18.08% | +20.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.85% | 19.18% | +17.67% |
Dividends
SWK vs. PG - Dividend Comparison
SWK's dividend yield for the trailing twelve months is around 3.51%, more than PG's 2.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 2.97% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
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. PG - Financials Comparison
This section allows you to compare key financial metrics between Stanley Black & Decker, Inc. and The Procter & Gamble Company. 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. PG - Profitability Comparison
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%.
PG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, The Procter & Gamble Company reported a gross profit of 10.28B and revenue of 21.20B. Therefore, the gross margin over that period was 48.5%.
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%.
PG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, The Procter & Gamble Company reported an operating income of 3.95B and revenue of 21.20B, resulting in an operating margin of 18.6%.
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%.
PG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, The Procter & Gamble Company reported a net income of 3.00B and revenue of 21.20B, resulting in a net margin of 14.1%.
Frequently Asked Questions
SWK and PG have a correlation of 0.21, 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 PG (6.95%). In terms of maximum drawdown, SWK dropped -71.31% vs PG's -54.25%.
SWK currently has the higher Sharpe Ratio (1.21 vs -0.06), 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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