VFC vs. UVV
VFC (V.F. Corporation) and UVV (Universal Corporation) are both stocks. VFC operates in Apparel Manufacturing (Consumer Cyclical), while UVV operates in Tobacco (Consumer Defensive). Over the past 10 years, VFC returned -9.33%/yr vs 5.09%/yr for UVV. At a 0.25 correlation, their price movements are largely independent.
Performance
VFC vs. UVV - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VFC achieves a -7.59% return, which is significantly lower than UVV's 3.14% return. Over the past 10 years, VFC has underperformed UVV with an annualized return of -9.33%, while UVV has yielded a comparatively higher 5.09% annualized return.
VFC
- 1D
- 0.18%
- 1M
- -12.43%
- YTD
- -7.59%
- 6M
- -6.88%
- 1Y
- 33.81%
- 3Y*
- -2.29%
- 5Y*
- -24.29%
- 10Y*
- -9.33%
UVV
- 1D
- -1.88%
- 1M
- -1.77%
- YTD
- 3.14%
- 6M
- 4.14%
- 1Y
- -7.53%
- 3Y*
- 7.54%
- 5Y*
- 4.61%
- 10Y*
- 5.09%
VFC vs. UVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VFC V.F. Corporation | -7.59% | -13.83% | 16.64% | -28.51% | -60.38% | -12.05% | -12.00% | 51.70% | -1.33% | 42.78% |
UVV Universal Corporation | 3.14% | 2.27% | -13.39% | 35.79% | 1.82% | 19.59% | -8.96% | 11.08% | 7.79% | -14.79% |
Correlation
The correlation between VFC and UVV is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jan 6, 1988 | 0.25 |
The correlation between VFC and UVV shifts across timeframes, from 0.17 (1 year) to 0.27 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
VFC:
$0.57
UVV:
$1.73
VFC:
29.29
UVV:
30.51
VFC:
0.68
UVV:
0.45
VFC:
$9.58B
UVV:
$2.21B
VFC:
$5.16B
UVV:
$412.39M
VFC:
$961.05M
UVV:
$212.91M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VFC vs. UVV — Risk / Return Rank
VFC
UVV
VFC vs. UVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for V.F. Corporation (VFC) and Universal Corporation (UVV). 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 | UVV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.02 | ||
| Sortino ratioReturn per unit of downside risk | +1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 0.96 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.33 | -0.50 | +1.82 |
| Martin ratioReturn relative to average drawdown | 3.07 | -0.83 | +3.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| VFC | UVV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | -0.32 | +1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.46 | 0.19 | -0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.21 | 0.18 | -0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.28 | -0.05 |
Drawdowns
VFC vs. UVV - Drawdown Comparison
The maximum VFC drawdown since its inception was -88.41%, which is greater than UVV's maximum drawdown of -69.75%. Use the drawdown chart below to compare losses from any high point for VFC and UVV.
Loading charts...
Drawdown Indicators
| VFC | UVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.41% | -69.75% | -18.66% |
Max Drawdown (1Y)Largest decline over 1 year | -25.57% | -15.23% | -10.34% |
Max Drawdown (3Y)Largest decline over 3 years | -63.66% | -29.70% | -33.96% |
Max Drawdown (5Y)Largest decline over 5 years | -86.78% | -29.70% | -57.08% |
Max Drawdown (10Y)Largest decline over 10 years | -88.41% | -45.68% | -42.73% |
Current DrawdownCurrent decline from peak | -79.75% | -14.30% | -65.45% |
Average DrawdownAverage peak-to-trough decline | -21.64% | -18.59% | -3.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.05% | 9.04% | +2.01% |
Volatility
VFC vs. UVV - Volatility Comparison
V.F. Corporation (VFC) has a higher volatility of 11.48% compared to Universal Corporation (UVV) at 10.11%. This indicates that VFC's price experiences larger fluctuations and is considered to be riskier than UVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VFC | UVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.48% | 10.11% | +1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 30.81% | 18.46% | +12.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.84% | 23.77% | +25.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.49% | 24.57% | +28.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.90% | 28.94% | +15.96% |
Dividends
VFC vs. UVV - Dividend Comparison
VFC's dividend yield for the trailing twelve months is around 2.17%, less than UVV's 6.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UVV Universal Corporation | 6.22% | 6.18% | 5.87% | 4.72% | 5.95% | 5.64% | 6.30% | 5.29% | 4.80% | 4.11% | 3.33% | 3.71% |
VFC V.F. Corporation | 2.17% | 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. UVV - Financials Comparison
This section allows you to compare key financial metrics between V.F. Corporation and Universal Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
VFC and UVV have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VFC has higher volatility (11.48%) compared to UVV (10.11%). In terms of maximum drawdown, VFC dropped -88.41% vs UVV's -69.75%.
VFC currently has the higher Sharpe Ratio (0.70 vs -0.32), 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.
Find the right allocation for VFC and UVV
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer