SWK vs. UVV
SWK (Stanley Black & Decker, Inc.) and UVV (Universal Corporation) are both stocks. SWK operates in Tools & Accessories (Industrials), while UVV operates in Tobacco (Consumer Defensive). Over the past 10 years, SWK returned -0.15%/yr vs 5.30%/yr for UVV. At a 0.27 correlation, their price movements are largely independent.
Performance
SWK vs. UVV - Performance Comparison
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Returns By Period
In the year-to-date period, SWK achieves a 15.04% return, which is significantly higher than UVV's 5.45% return. Over the past 10 years, SWK has underperformed UVV with an annualized return of -0.15%, while UVV has yielded a comparatively higher 5.30% 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%
UVV
- 1D
- 1.26%
- 1M
- 0.82%
- YTD
- 5.45%
- 6M
- 3.08%
- 1Y
- -5.04%
- 3Y*
- 8.79%
- 5Y*
- 5.12%
- 10Y*
- 5.30%
SWK vs. UVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
UVV Universal Corporation | 5.45% | 2.27% | -13.39% | 35.79% | 1.82% | 19.59% | -8.96% | 11.08% | 7.79% | -14.79% |
Correlation
The correlation between SWK and UVV is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 1988 | 0.27 |
The correlation between SWK and UVV shifts across timeframes, from 0.15 (1 year) to 0.31 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SWK:
$2.65
UVV:
$1.73
SWK:
31.61
UVV:
31.19
SWK:
0.84
UVV:
0.46
SWK:
$15.13B
UVV:
$2.21B
SWK:
$4.52B
UVV:
$412.39M
SWK:
$1.39B
UVV:
$212.91M
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Return for Risk
SWK vs. UVV — Risk / Return Rank
SWK
UVV
SWK vs. UVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stanley Black & Decker, Inc. (SWK) and Universal Corporation (UVV). 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 | UVV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.05 | ||
| Sortino ratioReturn per unit of downside risk | +1.53 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 0.97 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.14 | -0.44 | +1.58 |
| Martin ratioReturn relative to average drawdown | 2.54 | -0.74 | +3.27 |
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Drawdowns
SWK vs. UVV - Drawdown Comparison
The maximum SWK drawdown since its inception was -71.31%, roughly equal to the maximum UVV drawdown of -69.75%. Use the drawdown chart below to compare losses from any high point for SWK and UVV.
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Drawdown Indicators
| SWK | UVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.31% | -69.75% | -1.56% |
Max Drawdown (1Y)Largest decline over 1 year | -26.14% | -14.09% | -12.05% |
Max Drawdown (3Y)Largest decline over 3 years | -48.31% | -29.70% | -18.61% |
Max Drawdown (5Y)Largest decline over 5 years | -69.86% | -29.70% | -40.16% |
Max Drawdown (10Y)Largest decline over 10 years | -71.31% | -45.68% | -25.63% |
Current DrawdownCurrent decline from peak | -54.51% | -12.39% | -42.12% |
Average DrawdownAverage peak-to-trough decline | -19.46% | -18.59% | -0.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.75% | 9.00% | +2.75% |
Volatility
SWK vs. UVV - Volatility Comparison
The current volatility for Stanley Black & Decker, Inc. (SWK) is 10.14%, while Universal Corporation (UVV) has a volatility of 10.71%. This indicates that SWK experiences smaller price fluctuations and is considered to be less risky than UVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWK | UVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.14% | 10.71% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 27.24% | 18.74% | +8.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.82% | 23.93% | +13.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.71% | 24.61% | +13.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.69% | 28.94% | +7.75% |
Dividends
SWK vs. UVV - Dividend Comparison
SWK's dividend yield for the trailing twelve months is around 3.97%, less than UVV's 6.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
UVV Universal Corporation | 6.08% | 6.18% | 5.87% | 4.72% | 5.95% | 5.64% | 6.30% | 5.29% | 4.80% | 4.11% | 3.33% | 3.71% |
Financials
SWK vs. UVV - Financials Comparison
This section allows you to compare key financial metrics between Stanley Black & Decker, Inc. and Universal 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
Frequently Asked Questions
SWK and UVV have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UVV has higher volatility (10.71%) compared to SWK (10.14%). In terms of maximum drawdown, SWK dropped -71.31% vs UVV's -69.75%.
SWK currently has the higher Sharpe Ratio (0.79 vs -0.26), 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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