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

Correlation

The correlation between VFC and HBI is 0.56, 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.


-0.50.00.51.00.6

Performance

VFC vs. HBI - Performance Comparison

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

20.00%40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
126.40%
109.21%
VFC
HBI

Key characteristics

Sharpe Ratio

VFC:

0.48

HBI:

2.01

Sortino Ratio

VFC:

1.20

HBI:

2.74

Omega Ratio

VFC:

1.14

HBI:

1.34

Calmar Ratio

VFC:

0.31

HBI:

1.28

Martin Ratio

VFC:

1.35

HBI:

11.31

Ulcer Index

VFC:

19.88%

HBI:

9.63%

Daily Std Dev

VFC:

56.62%

HBI:

54.27%

Max Drawdown

VFC:

-86.04%

HBI:

-86.52%

Current Drawdown

VFC:

-73.60%

HBI:

-68.93%

Fundamentals

Market Cap

VFC:

$8.79B

HBI:

$3.00B

EPS

VFC:

-$1.03

HBI:

-$0.24

PEG Ratio

VFC:

0.14

HBI:

0.19

Total Revenue (TTM)

VFC:

$10.01B

HBI:

$4.39B

Gross Profit (TTM)

VFC:

$5.23B

HBI:

$1.75B

EBITDA (TTM)

VFC:

-$124.91M

HBI:

$281.74M

Returns By Period

In the year-to-date period, VFC achieves a 21.10% return, which is significantly lower than HBI's 84.53% return. Over the past 10 years, VFC has outperformed HBI with an annualized return of -8.24%, while HBI has yielded a comparatively lower -9.04% annualized return.


VFC

YTD

21.10%

1M

19.08%

6M

57.16%

1Y

22.47%

5Y*

-23.14%

10Y*

-8.24%

HBI

YTD

84.53%

1M

-2.72%

6M

65.93%

1Y

97.36%

5Y*

-8.30%

10Y*

-9.04%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

VFC vs. HBI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for V.F. Corporation (VFC) and Hanesbrands Inc. (HBI). 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 0.48, compared to the broader market-4.00-2.000.002.000.482.01
The chart of Sortino ratio for VFC, currently valued at 1.20, compared to the broader market-4.00-2.000.002.004.001.202.74
The chart of Omega ratio for VFC, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.34
The chart of Calmar ratio for VFC, currently valued at 0.31, compared to the broader market0.002.004.006.000.311.28
The chart of Martin ratio for VFC, currently valued at 1.35, compared to the broader market-5.000.005.0010.0015.0020.0025.001.3511.31
VFC
HBI

The current VFC Sharpe Ratio is 0.48, which is lower than the HBI Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of VFC and HBI, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.48
2.01
VFC
HBI

Dividends

VFC vs. HBI - Dividend Comparison

VFC's dividend yield for the trailing twelve months is around 1.62%, while HBI has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
VFC
V.F. Corporation
1.62%5.27%7.28%2.69%2.26%1.91%2.65%2.33%2.87%2.14%1.48%1.47%
HBI
Hanesbrands Inc.
0.00%0.00%9.43%3.59%4.12%4.04%4.79%2.87%2.04%1.36%1.08%0.85%

Drawdowns

VFC vs. HBI - Drawdown Comparison

The maximum VFC drawdown since its inception was -86.04%, roughly equal to the maximum HBI drawdown of -86.52%. Use the drawdown chart below to compare losses from any high point for VFC and HBI. For additional features, visit the drawdowns tool.


-85.00%-80.00%-75.00%-70.00%JulyAugustSeptemberOctoberNovemberDecember
-73.60%
-68.93%
VFC
HBI

Volatility

VFC vs. HBI - Volatility Comparison

V.F. Corporation (VFC) and Hanesbrands Inc. (HBI) have volatilities of 10.10% and 10.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
10.10%
10.25%
VFC
HBI

Financials

VFC vs. HBI - Financials Comparison

This section allows you to compare key financial metrics between V.F. Corporation and Hanesbrands Inc.. 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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