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VFC vs. LEG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

VFC vs. LEG - Performance Comparison

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

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Returns By Period

In the year-to-date period, VFC achieves a -19.96% return, which is significantly lower than LEG's -10.05% return. Over the past 10 years, VFC has outperformed LEG with an annualized return of -10.23%, while LEG has yielded a comparatively lower -12.01% annualized return.


VFC

1D
-4.28%
1M
-14.91%
6M
-26.13%
YTD
-19.96%
1Y
24.83%
3Y*
-7.31%
5Y*
-26.75%
10Y*
-10.23%
ALL TIME*
7.34%

LEG

1D
-2.20%
1M
-16.02%
6M
-15.21%
YTD
-10.05%
1Y
4.60%
3Y*
-29.16%
5Y*
-24.27%
10Y*
-12.01%
ALL TIME*
6.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$18.50M$23.27M$28.03M
$167.52M$128.15M$135.42M

VFC vs. LEG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VFC
V.F. Corporation
-19.96%-13.83%16.64%-28.51%-60.38%-12.05%-12.00%51.70%-1.33%42.78%
LEG
Leggett & Platt, Incorporated
-10.05%17.02%-61.93%-13.45%-17.78%-3.76%-9.05%47.13%-22.25%0.58%

Correlation

The correlation between VFC and LEG is 0.49, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.49

Correlation (3Y)
Balances recent behavior with more history.

0.48

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.53

Correlation (10Y)
Provides a long-term view across more market conditions.

0.54

Correlation (All Time)
Calculated using the full available price history since Nov 5, 1987

0.41

The correlation between VFC and LEG shifts across timeframes, from 0.41 (all time) to 0.54 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

VFC:

$5.63B

LEG:

$1.34B

EPS

VFC:

$0.89

LEG:

$1.60

PE Ratio

VFC:

16.01

LEG:

6.13

PS Ratio

VFC:

0.44

LEG:

0.45

Total Revenue (TTM)

VFC:

$9.51B

LEG:

$3.03B

Gross Profit (TTM)

VFC:

$4.28B

LEG:

$717.40M

EBITDA (TTM)

VFC:

$826.88M

LEG:

$433.10M

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Return for Risk

VFC vs. LEG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VFC
VFC Risk / Return Rank: 6161
Overall Rank
VFC Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
VFC Sortino Ratio Rank: 5959
Sortino Ratio Rank
VFC Omega Ratio Rank: 5959
Omega Ratio Rank
VFC Calmar Ratio Rank: 6363
Calmar Ratio Rank
VFC Martin Ratio Rank: 6464
Martin Ratio Rank

LEG
LEG Risk / Return Rank: 4848
Overall Rank
LEG Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
LEG Sortino Ratio Rank: 4747
Sortino Ratio Rank
LEG Omega Ratio Rank: 4646
Omega Ratio Rank
LEG Calmar Ratio Rank: 4949
Calmar Ratio Rank
LEG Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VFC vs. LEG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for V.F. Corporation (VFC) and Leggett & Platt, Incorporated (LEG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VFCLEGDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.46

Omega ratioGain probability vs. loss probability

1.13

1.06

+0.06

Calmar ratioReturn relative to maximum drawdown

0.75

0.16

+0.59

Martin ratioReturn relative to average drawdown

1.85

0.34

+1.51

VFC vs. LEG - Sharpe Ratio Comparison

The current VFC Sharpe Ratio is 0.49, which is higher than the LEG Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of VFC and LEG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VFC vs. LEG - Drawdown Comparison

The maximum VFC drawdown since its inception was -88.41%, roughly equal to the maximum LEG drawdown of -86.41%. Use the drawdown chart below to compare losses from any high point for VFC and LEG.


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Drawdown Indicators


VFCLEGDifference

Max Drawdown

Largest peak-to-trough decline

-88.41%

-86.41%

-2.00%

Max Drawdown (1Y)

Largest decline over 1 year

-33.20%

-28.51%

-4.69%

Max Drawdown (3Y)

Largest decline over 3 years

-63.66%

-76.68%

+13.02%

Max Drawdown (5Y)

Largest decline over 5 years

-86.34%

-84.29%

-2.05%

Max Drawdown (10Y)

Largest decline over 10 years

-88.41%

-86.41%

-2.00%

Current Drawdown

Current decline from peak

-82.46%

-79.20%

-3.26%

Average Drawdown

Average peak-to-trough decline

-21.85%

-19.84%

-2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.49%

13.72%

-0.23%

Volatility

VFC vs. LEG - Volatility Comparison

V.F. Corporation (VFC) has a higher volatility of 22.75% compared to Leggett & Platt, Incorporated (LEG) at 11.32%. This indicates that VFC's price experiences larger fluctuations and is considered to be riskier than LEG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VFCLEGDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.75%

11.32%

+11.43%

Volatility (6M)

Calculated over the trailing 6-month period

36.49%

32.38%

+4.11%

Volatility (1Y)

Calculated over the trailing 1-year period

51.32%

49.36%

+1.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.30%

42.74%

+11.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.42%

39.96%

+5.46%

Dividends

VFC vs. LEG - Dividend Comparison

VFC's dividend yield for the trailing twelve months is around 2.51%, more than LEG's 2.04% yield.


PositionTTM20252024202320222021202020192018201720162015
LEG
Leggett & Platt, Incorporated
2.04%1.82%6.35%6.95%5.40%4.03%3.61%3.11%4.19%2.98%2.74%3.00%
VFC
V.F. Corporation
2.51%1.99%1.68%5.27%7.28%2.69%2.26%1.91%2.65%2.32%2.87%2.14%

Financials

VFC vs. LEG - Financials Comparison

This section allows you to compare key financial metrics between V.F. Corporation and Leggett & Platt, Incorporated. 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

Frequently Asked Questions


VFC and LEG have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VFC has higher volatility (22.75%) compared to LEG (11.32%). In terms of maximum drawdown, VFC dropped -88.41% vs LEG's -86.41%.

VFC currently has the higher Sharpe Ratio (0.49 vs 0.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for VFC and LEG

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