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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 -1.40% return, which is significantly higher than LEG's -3.16% return. Over the past 10 years, VFC has outperformed LEG with an annualized return of -8.62%, while LEG has yielded a comparatively lower -11.06% annualized return.


VFC

1D
0.86%
1M
6.32%
YTD
-1.40%
6M
-9.32%
1Y
55.50%
3Y*
-0.07%
5Y*
-24.00%
10Y*
-8.62%

LEG

1D
-0.75%
1M
15.59%
YTD
-3.16%
6M
-7.69%
1Y
16.39%
3Y*
-27.77%
5Y*
-24.81%
10Y*
-11.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VFC vs. LEG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VFC
V.F. Corporation
-1.40%-13.83%16.64%-28.51%-60.38%-12.05%-12.00%51.70%-1.33%42.78%
LEG
Leggett & Platt, Incorporated
-3.16%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 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.54

Correlation (3Y)
Calculated over the trailing 3-year period

0.49

Correlation (5Y)
Calculated over the trailing 5-year period

0.54

Correlation (10Y)
Calculated over the trailing 10-year period

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 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

VFC:

$0.57

LEG:

$1.60

PE Ratio

VFC:

31.09

LEG:

6.62

PS Ratio

VFC:

0.72

LEG:

0.49

Total Revenue (TTM)

VFC:

$9.58B

LEG:

$3.03B

Gross Profit (TTM)

VFC:

$5.16B

LEG:

$717.40M

EBITDA (TTM)

VFC:

$961.05M

LEG:

$433.10M

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Return for Risk

VFC vs. LEG — Risk / Return Rank

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

VFC
VFC Risk / Return Rank: 7070
Overall Rank
VFC Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VFC Sortino Ratio Rank: 6767
Sortino Ratio Rank
VFC Omega Ratio Rank: 6565
Omega Ratio Rank
VFC Calmar Ratio Rank: 7373
Calmar Ratio Rank
VFC Martin Ratio Rank: 7272
Martin Ratio Rank

LEG
LEG Risk / Return Rank: 5252
Overall Rank
LEG Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
LEG Sortino Ratio Rank: 5151
Sortino Ratio Rank
LEG Omega Ratio Rank: 4949
Omega Ratio Rank
LEG Calmar Ratio Rank: 5353
Calmar Ratio Rank
LEG Martin Ratio Rank: 5353
Martin Ratio Rank
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. 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

+0.62

Sortino ratioReturn per unit of downside risk

+0.68

Omega ratioGain probability vs. loss probability

1.18

1.09

+0.08

Calmar ratioReturn relative to maximum drawdown

1.68

0.44

+1.24

Martin ratioReturn relative to average drawdown

3.83

0.90

+2.92

VFC vs. LEG - Sharpe Ratio Comparison

The current VFC Sharpe Ratio is 0.87, which is higher than the LEG Sharpe Ratio of 0.25. 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

-25.57%

-28.51%

+2.94%

Max Drawdown (3Y)

Largest decline over 3 years

-63.66%

-77.26%

+13.60%

Max Drawdown (5Y)

Largest decline over 5 years

-86.78%

-84.96%

-1.82%

Max Drawdown (10Y)

Largest decline over 10 years

-88.41%

-86.41%

-2.00%

Current Drawdown

Current decline from peak

-78.40%

-77.60%

-0.80%

Average Drawdown

Average peak-to-trough decline

-21.66%

-19.65%

-2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.24%

13.77%

-2.53%

Volatility

VFC vs. LEG - Volatility Comparison

V.F. Corporation (VFC) and Leggett & Platt, Incorporated (LEG) have volatilities of 12.43% and 11.98%, 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.


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Volatility by Period


VFCLEGDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.43%

11.98%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

30.56%

31.40%

-0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

49.25%

49.76%

-0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.54%

42.50%

+11.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.94%

39.81%

+5.13%

Dividends

VFC vs. LEG - Dividend Comparison

VFC's dividend yield for the trailing twelve months is around 2.04%, more than LEG's 1.89% yield.


PositionTTM20252024202320222021202020192018201720162015
LEG
Leggett & Platt, Incorporated
1.42%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
2.04%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


0.001.00B2.00B3.00B4.00B20222023202420252026
2.88B
0
(VFC) Total Revenue
(LEG) Total Revenue
Values in USD except per share items

Frequently Asked Questions


VFC and LEG have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VFC has higher volatility (12.43%) compared to LEG (11.98%). In terms of maximum drawdown, VFC dropped -88.41% vs LEG's -86.41%.

VFC currently has the higher Sharpe Ratio (0.87 vs 0.25), 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

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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