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VFC vs. COLM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between VFC and COLM is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

VFC vs. COLM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in V.F. Corporation (VFC) and Columbia Sportswear Company (COLM). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%NovemberDecember2025FebruaryMarchApril
94.04%
1,133.27%
VFC
COLM

Key characteristics

Sharpe Ratio

VFC:

-0.24

COLM:

-0.30

Sortino Ratio

VFC:

0.09

COLM:

-0.21

Omega Ratio

VFC:

1.01

COLM:

0.97

Calmar Ratio

VFC:

-0.18

COLM:

-0.23

Martin Ratio

VFC:

-1.11

COLM:

-1.12

Ulcer Index

VFC:

13.70%

COLM:

7.68%

Daily Std Dev

VFC:

63.10%

COLM:

29.02%

Max Drawdown

VFC:

-86.24%

COLM:

-63.18%

Current Drawdown

VFC:

-86.24%

COLM:

-35.87%

Fundamentals

Market Cap

VFC:

$4.50B

COLM:

$3.81B

EPS

VFC:

-$0.37

COLM:

$3.82

PEG Ratio

VFC:

0.14

COLM:

2.66

Total Revenue (TTM)

VFC:

$7.50B

COLM:

$2.60B

Gross Profit (TTM)

VFC:

$4.04B

COLM:

$1.30B

EBITDA (TTM)

VFC:

$466.30M

COLM:

$240.13M

Returns By Period

In the year-to-date period, VFC achieves a -45.88% return, which is significantly lower than COLM's -17.69% return. Over the past 10 years, VFC has underperformed COLM with an annualized return of -14.18%, while COLM has yielded a comparatively higher 2.51% annualized return.


VFC

YTD

-45.88%

1M

-50.47%

6M

-45.27%

1Y

-14.66%

5Y*

-22.51%

10Y*

-14.18%

COLM

YTD

-17.69%

1M

-18.11%

6M

-15.88%

1Y

-7.15%

5Y*

2.18%

10Y*

2.51%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

VFC vs. COLM — Risk-Adjusted Performance Rank

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

VFC
The Risk-Adjusted Performance Rank of VFC is 4040
Overall Rank
The Sharpe Ratio Rank of VFC is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of VFC is 4343
Sortino Ratio Rank
The Omega Ratio Rank of VFC is 4444
Omega Ratio Rank
The Calmar Ratio Rank of VFC is 4545
Calmar Ratio Rank
The Martin Ratio Rank of VFC is 2828
Martin Ratio Rank

COLM
The Risk-Adjusted Performance Rank of COLM is 3636
Overall Rank
The Sharpe Ratio Rank of COLM is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of COLM is 3636
Sortino Ratio Rank
The Omega Ratio Rank of COLM is 3535
Omega Ratio Rank
The Calmar Ratio Rank of COLM is 4141
Calmar Ratio Rank
The Martin Ratio Rank of COLM is 2828
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VFC vs. COLM - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for VFC, currently valued at -0.24, compared to the broader market-2.00-1.000.001.002.00
VFC: -0.24
COLM: -0.30
The chart of Sortino ratio for VFC, currently valued at 0.09, compared to the broader market-6.00-4.00-2.000.002.004.00
VFC: 0.09
COLM: -0.21
The chart of Omega ratio for VFC, currently valued at 1.01, compared to the broader market0.501.001.502.00
VFC: 1.01
COLM: 0.97
The chart of Calmar ratio for VFC, currently valued at -0.18, compared to the broader market0.001.002.003.004.00
VFC: -0.18
COLM: -0.23
The chart of Martin ratio for VFC, currently valued at -1.11, compared to the broader market-10.000.0010.0020.00
VFC: -1.11
COLM: -1.12

The current VFC Sharpe Ratio is -0.24, which is comparable to the COLM Sharpe Ratio of -0.30. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.24
-0.30
VFC
COLM

Dividends

VFC vs. COLM - Dividend Comparison

VFC's dividend yield for the trailing twelve months is around 3.11%, more than COLM's 1.74% yield.


TTM20242023202220212020201920182017201620152014
VFC
V.F. Corporation
3.11%1.68%5.27%7.28%2.69%2.26%1.91%2.65%2.33%2.87%2.14%1.48%
COLM
Columbia Sportswear Company
1.74%1.43%1.51%1.37%1.07%0.30%0.96%1.07%1.02%1.18%1.27%1.28%

Drawdowns

VFC vs. COLM - Drawdown Comparison

The maximum VFC drawdown since its inception was -86.24%, 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.


-80.00%-60.00%-40.00%-20.00%NovemberDecember2025FebruaryMarchApril
-86.24%
-35.87%
VFC
COLM

Volatility

VFC vs. COLM - Volatility Comparison

V.F. Corporation (VFC) has a higher volatility of 36.10% compared to Columbia Sportswear Company (COLM) at 16.30%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
36.10%
16.30%
VFC
COLM

Financials

VFC vs. COLM - Financials Comparison

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.


Quarterly
Annual

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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