VFC vs. SWK

In the year-to-date period, VFC achieves a -46.67% return, which is significantly lower than SWK's -22.55% return. Over the past 10 years, VFC has underperformed SWK with an annualized return of -13.96%, while SWK has yielded a comparatively higher -2.31% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for V.F. Corporation (VFC) and Stanley Black & Decker, Inc. (SWK). 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 -0.15, which is higher than the SWK Sharpe Ratio of -0.72. The chart below compares the historical Sharpe Ratios of VFC and SWK, 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 3.16%, less than SWK's 5.31% yield.

The maximum VFC drawdown since its inception was -88.41%, which is greater than SWK's maximum drawdown of -71.30%. Use the drawdown chart below to compare losses from any high point for VFC and SWK. For additional features, visit the drawdowns tool.

V.F. Corporation (VFC) has a higher volatility of 46.89% compared to Stanley Black & Decker, Inc. (SWK) at 27.01%. This indicates that VFC's price experiences larger fluctuations and is considered to be riskier than SWK 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 Stanley Black & Decker, 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.