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SWK vs. VFC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SWK vs. VFC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stanley Black & Decker, Inc. (SWK) and V.F. Corporation (VFC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SWK achieves a 7.73% return, which is significantly higher than VFC's -7.09% return. Over the past 10 years, SWK has outperformed VFC with an annualized return of -1.00%, while VFC has yielded a comparatively lower -9.18% annualized return.


SWK

1D
1.24%
1M
0.78%
YTD
7.73%
6M
12.32%
1Y
29.69%
3Y*
3.04%
5Y*
-15.03%
10Y*
-1.00%

VFC

1D
0.06%
1M
-12.10%
YTD
-7.09%
6M
-4.73%
1Y
39.82%
3Y*
0.15%
5Y*
-24.27%
10Y*
-9.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SWK vs. VFC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWK
Stanley Black & Decker, Inc.
7.73%-3.17%-15.19%35.55%-58.92%7.28%9.73%41.18%-28.13%50.50%
VFC
V.F. Corporation
-7.09%-13.83%16.64%-28.51%-60.38%-12.05%-12.00%51.70%-1.33%42.78%

Correlation

The correlation between SWK and VFC is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.55

Correlation (3Y)
Calculated over the trailing 3-year period

0.50

Correlation (5Y)
Calculated over the trailing 5-year period

0.54

Correlation (10Y)
Calculated over the trailing 10-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Jul 2, 1985

0.40

The correlation between SWK and VFC shifts across timeframes, from 0.40 (all time) to 0.55 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

EPS

SWK:

$2.65

VFC:

$0.57

PE Ratio

SWK:

29.92

VFC:

29.45

PS Ratio

SWK:

0.79

VFC:

0.69

Total Revenue (TTM)

SWK:

$15.13B

VFC:

$9.58B

Gross Profit (TTM)

SWK:

$4.52B

VFC:

$5.16B

EBITDA (TTM)

SWK:

$1.39B

VFC:

$961.05M

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Return for Risk

SWK vs. VFC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SWK
SWK Risk / Return Rank: 6262
Overall Rank
SWK Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
SWK Sortino Ratio Rank: 6262
Sortino Ratio Rank
SWK Omega Ratio Rank: 5858
Omega Ratio Rank
SWK Calmar Ratio Rank: 6161
Calmar Ratio Rank
SWK Martin Ratio Rank: 6262
Martin Ratio Rank

VFC
VFC Risk / Return Rank: 6565
Overall Rank
VFC Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
VFC Sortino Ratio Rank: 6262
Sortino Ratio Rank
VFC Omega Ratio Rank: 6060
Omega Ratio Rank
VFC Calmar Ratio Rank: 6868
Calmar Ratio Rank
VFC Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SWK vs. VFC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stanley Black & Decker, Inc. (SWK) and V.F. Corporation (VFC). 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.


SWKVFCDifference

Sharpe ratio

Return per unit of total volatility

0.80

0.82

-0.02

Sortino ratio

Return per unit of downside risk

1.35

1.40

-0.04

Omega ratio

Gain probability vs. loss probability

1.16

1.17

-0.01

Calmar ratio

Return relative to maximum drawdown

1.02

1.46

-0.43

Martin ratio

Return relative to average drawdown

2.31

3.50

-1.19

SWK vs. VFC - Sharpe Ratio Comparison

The current SWK Sharpe Ratio is 0.80, which is comparable to the VFC Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of SWK and VFC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SWKVFCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

0.82

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.40

-0.46

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.03

-0.21

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.23

+0.02

Drawdowns

SWK vs. VFC - Drawdown Comparison

The maximum SWK drawdown since its inception was -71.31%, smaller than the maximum VFC drawdown of -88.41%. Use the drawdown chart below to compare losses from any high point for SWK and VFC.


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Drawdown Indicators


SWKVFCDifference

Max Drawdown

Largest peak-to-trough decline

-71.31%

-88.41%

+17.10%

Max Drawdown (1Y)

Largest decline over 1 year

-26.14%

-25.57%

-0.57%

Max Drawdown (3Y)

Largest decline over 3 years

-48.31%

-63.66%

+15.35%

Max Drawdown (5Y)

Largest decline over 5 years

-70.25%

-86.78%

+16.53%

Max Drawdown (10Y)

Largest decline over 10 years

-71.31%

-88.41%

+17.10%

Current Drawdown

Current decline from peak

-57.40%

-79.64%

+22.24%

Average Drawdown

Average peak-to-trough decline

-19.44%

-21.62%

+2.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.59%

10.65%

+0.94%

Volatility

SWK vs. VFC - Volatility Comparison

The current volatility for Stanley Black & Decker, Inc. (SWK) is 10.13%, while V.F. Corporation (VFC) has a volatility of 13.38%. This indicates that SWK experiences smaller price fluctuations and is considered to be less risky than VFC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWKVFCDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.13%

13.38%

-3.25%

Volatility (6M)

Calculated over the trailing 6-month period

26.58%

31.50%

-4.92%

Volatility (1Y)

Calculated over the trailing 1-year period

37.22%

48.79%

-11.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.54%

53.48%

-15.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.61%

44.89%

-8.28%

Dividends

SWK vs. VFC - Dividend Comparison

SWK's dividend yield for the trailing twelve months is around 4.18%, more than VFC's 2.15% yield.


PositionTTM20252024202320222021202020192018201720162015
SWK
Stanley Black & Decker, Inc.
4.18%4.44%4.06%3.28%4.23%1.58%1.56%1.63%2.15%1.43%1.97%2.01%
VFC
V.F. Corporation
2.15%1.99%1.68%5.27%7.28%2.69%2.26%1.91%2.65%2.32%2.87%2.14%

Financials

SWK vs. VFC - Financials Comparison

This section allows you to compare key financial metrics between Stanley Black & Decker, Inc. and V.F. 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


2.00B2.50B3.00B3.50B4.00B4.50BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
3.68B
2.88B
(SWK) Total Revenue
(VFC) Total Revenue
Values in USD except per share items

SWK vs. VFC - Profitability Comparison

The chart below illustrates the profitability comparison between Stanley Black & Decker, Inc. and V.F. Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
33.2%
55.6%
Portfolio components
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%.

VFC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, V.F. Corporation reported a gross profit of 1.60B and revenue of 2.88B. Therefore, the gross margin over that period was 55.6%.

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%.

VFC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, V.F. Corporation reported an operating income of 289.05M and revenue of 2.88B, resulting in an operating margin of 10.1%.

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%.

VFC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, V.F. Corporation reported a net income of 300.85M and revenue of 2.88B, resulting in a net margin of 10.5%.


Frequently Asked Questions


SWK and VFC have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VFC has higher volatility (13.38%) compared to SWK (10.13%). In terms of maximum drawdown, SWK dropped -71.31% vs VFC's -88.41%.

VFC currently has the higher Sharpe Ratio (0.82 vs 0.80), 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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