VFC vs. COLM

In the year-to-date period, VFC achieves a -46.67% return, which is significantly lower than COLM's -22.68% return. Over the past 10 years, VFC has underperformed COLM with an annualized return of -13.96%, while COLM has yielded a comparatively higher 1.47% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for V.F. Corporation (VFC) and Columbia Sportswear Company (COLM). 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 VFC Sharpe Ratio is -0.15, which is higher than the COLM Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of VFC and COLM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

VFC's dividend yield for the trailing twelve months is around 3.16%, more than COLM's 1.86% yield.

The maximum VFC drawdown since its inception was -88.41%, which is greater than COLM's maximum drawdown of -63.18%. Use the drawdown chart below to compare losses from any high point for VFC and COLM. For additional features, visit the drawdowns tool.

V.F. Corporation (VFC) has a higher volatility of 46.89% compared to Columbia Sportswear Company (COLM) at 22.08%. This indicates that VFC's price experiences larger fluctuations and is considered to be riskier than COLM 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 V.F. Corporation and Columbia Sportswear Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.