SWK vs. T
Compare and contrast key facts about Stanley Black & Decker, Inc. (SWK) and AT&T Inc. (T).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWK or T.
Performance
SWK vs. T - Performance Comparison
Returns By Period
In the year-to-date period, SWK achieves a -9.36% return, which is significantly lower than T's 45.48% return. Over the past 10 years, SWK has underperformed T with an annualized return of 1.36%, while T has yielded a comparatively higher 4.65% annualized return.
SWK
-9.36%
-18.63%
-1.61%
-2.23%
-8.46%
1.36%
T
45.48%
5.22%
34.89%
53.53%
2.60%
4.65%
Fundamentals
| SWK | T | |
|---|---|---|
| Market Cap | $13.49B | $160.08B |
| EPS | -$1.24 | $1.22 |
| PEG Ratio | 1.37 | 1.93 |
| Total Revenue (TTM) | $15.38B | $122.06B |
| Gross Profit (TTM) | $4.49B | $73.12B |
| EBITDA (TTM) | $1.64B | $41.37B |
Key characteristics
| SWK | T | |
|---|---|---|
| Sharpe Ratio | -0.01 | 2.72 |
| Sortino Ratio | 0.21 | 3.75 |
| Omega Ratio | 1.03 | 1.47 |
| Calmar Ratio | -0.01 | 1.76 |
| Martin Ratio | -0.04 | 15.80 |
| Ulcer Index | 10.42% | 3.40% |
| Daily Std Dev | 31.70% | 19.79% |
| Max Drawdown | -66.45% | -64.66% |
| Current Drawdown | -56.36% | 0.00% |
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Correlation
The correlation between SWK and T is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
SWK vs. T - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Stanley Black & Decker, Inc. (SWK) and AT&T Inc. (T). 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.
Dividends
SWK vs. T - Dividend Comparison
SWK's dividend yield for the trailing twelve months is around 3.75%, less than T's 4.83% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWK Stanley Black & Decker, Inc. | 3.75% | 3.28% | 4.23% | 1.58% | 1.56% | 1.63% | 2.15% | 1.43% | 1.97% | 2.01% | 2.12% | 2.45% |
T AT&T Inc. | 4.83% | 6.62% | 6.66% | 8.45% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% | 5.48% | 5.12% |
Drawdowns
SWK vs. T - Drawdown Comparison
The maximum SWK drawdown since its inception was -66.45%, roughly equal to the maximum T drawdown of -64.66%. Use the drawdown chart below to compare losses from any high point for SWK and T. For additional features, visit the drawdowns tool.
Volatility
SWK vs. T - Volatility Comparison
Stanley Black & Decker, Inc. (SWK) has a higher volatility of 11.19% compared to AT&T Inc. (T) at 7.15%. This indicates that SWK's price experiences larger fluctuations and is considered to be riskier than T based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SWK vs. T - Financials Comparison
This section allows you to compare key financial metrics between Stanley Black & Decker, Inc. and AT&T Inc.. 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