SWK vs. PH
SWK (Stanley Black & Decker, Inc.) and PH (Parker-Hannifin Corporation) are both stocks. Both are in the Industrials sector — SWK in Tools & Accessories, PH in Specialty Industrial Machinery. Over the past 10 years, SWK returned 0.18%/yr vs 25.97%/yr for PH. Their 0.48 correlation means their historical movements had little consistent relationship.
Performance
SWK vs. PH - 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 PH's 11.56% return. Over the past 10 years, SWK has underperformed PH with an annualized return of 0.18%, while PH has yielded a comparatively higher 25.97% 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%
PH
- 1D
- 1.43%
- 1M
- 1.32%
- 6M
- 4.78%
- YTD
- 11.56%
- 1Y
- 34.58%
- 3Y*
- 34.53%
- 5Y*
- 27.26%
- 10Y*
- 25.97%
- ALL TIME*
- 14.99%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $537.51M | $523.59M | $635.17M | |
| $217.53M | $159.95M | $146.32M |
SWK vs. PH - 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% |
PH Parker-Hannifin Corporation | 11.56% | 39.54% | 39.58% | 60.81% | -6.91% | 18.30% | 34.78% | 40.75% | -24.00% | 44.91% |
Correlation
The correlation between SWK and PH is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.60 |
Correlation (3Y) Balances recent behavior with more history. | 0.59 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.61 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 1985 | 0.48 |
The correlation between SWK and PH shifts across timeframes, from 0.48 (all time) to 0.65 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
SWK:
$14.28B
PH:
$123.13B
SWK:
$5.44
PH:
$27.15
SWK:
17.39
PH:
35.96
SWK:
0.71
PH:
5.96
SWK:
$15.25B
PH:
$20.99B
SWK:
$4.84B
PH:
$7.81B
SWK:
$1.33B
PH:
$5.31B
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Return for Risk
SWK vs. PH — Risk / Return Rank
SWK
PH
SWK vs. PH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stanley Black & Decker, Inc. (SWK) and Parker-Hannifin Corporation (PH). 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 | PH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.24 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | 1.80 | -0.02 |
| Martin ratioReturn relative to average drawdown | 3.95 | 5.07 | -1.12 |
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Drawdowns
SWK vs. PH - Drawdown Comparison
The maximum SWK drawdown since its inception was -71.31%, which is greater than PH's maximum drawdown of -66.92%. Use the drawdown chart below to compare losses from any high point for SWK and PH.
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Drawdown Indicators
| SWK | PH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.31% | -66.92% | -4.39% |
Max Drawdown (1Y)Largest decline over 1 year | -26.14% | -19.34% | -6.80% |
Max Drawdown (3Y)Largest decline over 3 years | -48.31% | -26.79% | -21.52% |
Max Drawdown (5Y)Largest decline over 5 years | -68.79% | -28.64% | -40.15% |
Max Drawdown (10Y)Largest decline over 10 years | -71.31% | -54.68% | -16.63% |
Current DrawdownCurrent decline from peak | -48.55% | -4.33% | -44.22% |
Average DrawdownAverage peak-to-trough decline | -19.56% | -15.30% | -4.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.73% | 6.85% | +4.88% |
Volatility
SWK vs. PH - Volatility Comparison
Stanley Black & Decker, Inc. (SWK) has a higher volatility of 10.42% compared to Parker-Hannifin Corporation (PH) at 6.43%. This indicates that SWK's price experiences larger fluctuations and is considered to be riskier than PH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWK | PH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.42% | 6.43% | +3.99% |
Volatility (6M)Calculated over the trailing 6-month period | 28.86% | 19.46% | +9.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.42% | 25.70% | +12.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.16% | 28.66% | +9.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.85% | 31.62% | +5.23% |
Dividends
SWK vs. PH - Dividend Comparison
SWK's dividend yield for the trailing twelve months is around 3.51%, more than PH's 0.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PH Parker-Hannifin Corporation | 0.76% | 0.80% | 1.00% | 1.25% | 1.73% | 1.25% | 1.29% | 1.65% | 1.97% | 1.32% | 1.80% | 2.60% |
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. PH - Financials Comparison
This section allows you to compare key financial metrics between Stanley Black & Decker, Inc. and Parker-Hannifin Corporation. 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. PH - 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%.
PH - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Parker-Hannifin Corporation reported a gross profit of 2.02B and revenue of 5.49B. Therefore, the gross margin over that period was 36.8%.
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%.
PH - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Parker-Hannifin Corporation reported an operating income of 1.13B and revenue of 5.49B, resulting in an operating margin of 20.7%.
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%.
PH - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Parker-Hannifin Corporation reported a net income of 904.00M and revenue of 5.49B, resulting in a net margin of 16.5%.
Frequently Asked Questions
SWK and PH have a correlation of 0.60, 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 PH (6.43%). In terms of maximum drawdown, SWK dropped -71.31% vs PH's -66.92%.
PH currently has the higher Sharpe Ratio (1.35 vs 1.21), 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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