VFC vs. HBI

Last updated Apr 2, 2026

Compare and contrast key facts about V.F. Corporation (VFC) and Hanesbrands Inc. (HBI).

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.

VFC vs. HBI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VFC V.F. Corporation	-5.93%	-13.83%	16.64%	-28.51%	-60.38%	-12.05%	-12.00%	51.70%	-1.33%	42.78%
HBI Hanesbrands Inc.	0.00%	-20.52%	82.51%	-29.87%	-59.62%	18.43%	3.22%	22.90%	-38.04%	-0.28%

Fundamentals

Market Cap VFC : $6.72B HBI : $2.31B
EPS VFC : $0.57 HBI : $0.93
PE Ratio VFC : 29.82 HBI : 6.99
PEG Ratio VFC : 1.93 HBI : 0.04
PS Ratio VFC : 0.70 HBI : 0.67
PB Ratio VFC : 3.77 HBI : 5.17
Total Revenue (TTM) VFC : $9.58B HBI : $3.44B
Gross Profit (TTM) VFC : $5.16B HBI : $1.44B
EBITDA (TTM) VFC : $753.14M HBI : $443.84M

Returns By Period

Over the past 10 years, VFC has outperformed HBI with an annualized return of -9.48%, while HBI has yielded a comparatively lower -11.55% annualized return.

VFC

• 1D: -0.41%
• 1M: -10.15%
• YTD: -5.93%
• 6M: 11.43%
• 1Y: 7.54%
• 3Y*: -7.00%
• 5Y*: -24.12%
• 10Y*: -9.48%

HBI

• 1D: 0.00%
• 1M: 0.00%
• YTD: 0.00%
• 6M: -4.43%
• 1Y: 12.91%
• 3Y*: 7.15%
• 5Y*: -18.34%
• 10Y*: -11.55%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

VFC vs. HBI — Risk / Return Rank

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

VFC

VFC Risk / Return Rank: 46
VFC Sharpe Ratio Rank: 44
VFC Sortino Ratio Rank: 45
VFC Omega Ratio Rank: 47
VFC Calmar Ratio Rank: 48
VFC Martin Ratio Rank: 48

HBI

HBI Risk / Return Rank: 43
HBI Sharpe Ratio Rank: 52
HBI Sortino Ratio Rank: 52
HBI Omega Ratio Rank: 56
HBI Calmar Ratio Rank: 27
HBI Martin Ratio Rank: 29

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.

VFC vs. HBI - Risk-Adjusted Trends 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.

	VFC	HBI	Difference
Sharpe ratio Return per unit of total volatility	0.11	0.32	-0.21
Sortino ratio Return per unit of downside risk	0.64	0.92	-0.28
Omega ratio Gain probability vs. loss probability	1.10	1.14	-0.05
Calmar ratio Return relative to maximum drawdown	0.29	-0.42	+0.71
Martin ratio Return relative to average drawdown	0.65	-0.67	+1.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VFC vs. HBI - Sharpe Ratio Comparison

The current VFC Sharpe Ratio is 0.11, which is lower than the HBI Sharpe Ratio of 0.32. 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.

Sharpe Ratios by Period

	VFC	HBI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.11	0.32	-0.21
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.46	-0.38	-0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.21	-0.25	+0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.23	0.06	+0.17

Correlation

The correlation between VFC and HBI is 0.55, 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.

Dividends

VFC vs. HBI - Dividend Comparison

VFC's dividend yield for the trailing twelve months is around 2.13%, while HBI has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VFC V.F. Corporation	2.13%	1.99%	1.68%	5.27%	7.28%	2.69%	2.26%	1.91%	2.65%	2.32%	2.87%	2.14%
HBI Hanesbrands Inc.	0.00%	0.00%	0.00%	0.00%	9.43%	3.59%	4.12%	4.04%	4.79%	2.87%	2.04%	11.55%

Drawdowns

VFC vs. HBI - Drawdown Comparison

The maximum VFC drawdown since its inception was -88.41%, 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.

Drawdown Indicators

	VFC	HBI	Difference
Max Drawdown Largest peak-to-trough decline	-88.41%	-86.52%	-1.89%
Max Drawdown (1Y) Largest decline over 1 year	-40.57%	-31.60%	-8.97%
Max Drawdown (5Y) Largest decline over 5 years	-87.51%	-82.65%	-4.86%
Max Drawdown (10Y) Largest decline over 10 years	-88.41%	-84.44%	-3.97%
Current Drawdown Current decline from peak	-79.39%	-75.57%	-3.82%
Average Drawdown Average peak-to-trough decline	-21.39%	-37.34%	+15.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.70%	33.53%	-15.83%

Volatility

VFC vs. HBI - Volatility Comparison

V.F. Corporation (VFC) has a higher volatility of 12.29% compared to Hanesbrands Inc. (HBI) at 0.00%. This indicates that VFC's price experiences larger fluctuations and is considered to be riskier than HBI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VFC	HBI	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.29%	0.00%	+12.29%
Volatility (6M) Calculated over the trailing 6-month period	35.73%	31.40%	+4.33%
Volatility (1Y) Calculated over the trailing 1-year period	67.94%	51.14%	+16.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	53.13%	50.26%	+2.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	44.57%	47.19%	-2.62%

Financials

VFC vs. HBI - Profitability Comparison

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

VFC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 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%.

HBI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Hanesbrands Inc. reported a gross profit of 363.45M and revenue of 891.68M. Therefore, the gross margin over that period was 40.8%.

VFC - Operating Margin

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

HBI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Hanesbrands Inc. reported an operating income of 107.53M and revenue of 891.68M, resulting in an operating margin of 12.1%.

VFC - Net Margin

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

HBI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Hanesbrands Inc. reported a net income of 270.74M and revenue of 891.68M, resulting in a net margin of 30.4%.