SWK vs. VFC

In the year-to-date period, SWK achieves a -9.36% return, which is significantly lower than VFC's 6.03% return. Over the past 10 years, SWK has outperformed VFC with an annualized return of 1.36%, while VFC has yielded a comparatively lower -9.29% annualized return.

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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.

The current SWK Sharpe Ratio is -0.01, which is lower than the VFC Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of SWK and VFC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SWK's dividend yield for the trailing twelve months is around 3.75%, more than VFC's 1.84% yield.

The maximum SWK drawdown since its inception was -66.45%, smaller than the maximum VFC drawdown of -86.04%. Use the drawdown chart below to compare losses from any high point for SWK and VFC. For additional features, visit the drawdowns tool.

The current volatility for Stanley Black & Decker, Inc. (SWK) is 11.19%, while V.F. Corporation (VFC) has a volatility of 28.62%. 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.

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.