VFC vs. HBI

In the year-to-date period, VFC achieves a 1.70% return, which is significantly lower than HBI's 83.63% return. Over the past 10 years, VFC has underperformed HBI with an annualized return of -9.70%, while HBI has yielded a comparatively higher -9.16% annualized return.

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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.

The current VFC Sharpe Ratio is 0.28, which is lower than the HBI Sharpe Ratio of 1.95. 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.

VFC's dividend yield for the trailing twelve months is around 1.92%, while HBI has not paid dividends to shareholders.

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.

V.F. Corporation (VFC) has a higher volatility of 27.46% compared to Hanesbrands Inc. (HBI) at 19.40%. 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.

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.