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 -0.93%/yr vs 8.64%/yr for PG. At a 0.27 correlation, their price movements are largely independent.
Performance
SWK vs. PG - Performance Comparison
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Returns By Period
In the year-to-date period, SWK achieves a 8.04% return, which is significantly higher than PG's 2.74% return. Over the past 10 years, SWK has underperformed PG with an annualized return of -0.93%, while PG has yielded a comparatively higher 8.64% annualized return.
SWK
- 1D
- 1.13%
- 1M
- -2.10%
- YTD
- 8.04%
- 6M
- 10.90%
- 1Y
- 24.15%
- 3Y*
- 1.54%
- 5Y*
- -14.57%
- 10Y*
- -0.93%
PG
- 1D
- -0.98%
- 1M
- -0.90%
- YTD
- 2.74%
- 6M
- 6.43%
- 1Y
- -8.99%
- 3Y*
- 2.29%
- 5Y*
- 4.10%
- 10Y*
- 8.64%
SWK vs. PG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWK Stanley Black & Decker, Inc. | 8.04% | -3.17% | -15.19% | 35.55% | -58.92% | 7.28% | 9.73% | 41.18% | -28.13% | 50.50% |
PG The Procter & Gamble Company | 2.74% | -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 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 1985 | 0.27 |
Fundamentals
SWK:
$2.65
PG:
$5.23
SWK:
29.69
PG:
27.76
SWK:
0.79
PG:
4.07
SWK:
$15.13B
PG:
$86.72B
SWK:
$4.52B
PG:
$43.64B
SWK:
$1.39B
PG:
$22.63B
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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.
| SWK | PG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.14 | ||
| Sortino ratioReturn per unit of downside risk | +1.75 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 0.94 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.93 | -0.58 | +1.51 |
| Martin ratioReturn relative to average drawdown | 2.07 | -1.04 | +3.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SWK | PG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | -0.48 | +1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.39 | 0.23 | -0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.03 | 0.46 | -0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.46 | -0.21 |
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 | -69.86% | -23.77% | -46.09% |
Max Drawdown (10Y)Largest decline over 10 years | -71.31% | -23.77% | -47.54% |
Current DrawdownCurrent decline from peak | -57.28% | -15.91% | -41.37% |
Average DrawdownAverage peak-to-trough decline | -19.45% | -12.16% | -7.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.71% | 8.93% | +2.78% |
Volatility
SWK vs. PG - Volatility Comparison
Stanley Black & Decker, Inc. (SWK) and The Procter & Gamble Company (PG) have volatilities of 6.93% and 7.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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 | 6.93% | 7.01% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 26.57% | 15.32% | +11.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.16% | 18.65% | +18.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.54% | 17.79% | +19.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.62% | 19.05% | +17.57% |
Dividends
SWK vs. PG - Dividend Comparison
SWK's dividend yield for the trailing twelve months is around 4.23%, more than PG's 2.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 2.94% | 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. | 4.23% | 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 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%.
PG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported a gross profit of 10.51B and revenue of 21.24B. Therefore, the gross margin over that period was 49.5%.
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%.
PG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported an operating income of 4.58B and revenue of 21.24B, resulting in an operating margin of 21.6%.
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%.
PG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported a net income of 18.50M and revenue of 21.24B, resulting in a net margin of 0.1%.
Frequently Asked Questions
SWK and PG have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PG has higher volatility (7.01%) compared to SWK (6.93%). In terms of maximum drawdown, SWK dropped -71.31% vs PG's -54.25%.
SWK currently has the higher Sharpe Ratio (0.65 vs -0.48), 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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