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VSCO vs. MMM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

VSCO vs. MMM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victoria's Secret & Co. (VSCO) and 3M Company (MMM). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%JuneJulyAugustSeptemberOctoberNovember
77.83%
28.44%
VSCO
MMM

Returns By Period

In the year-to-date period, VSCO achieves a 37.83% return, which is significantly lower than MMM's 47.35% return.


VSCO

YTD

37.83%

1M

33.11%

6M

71.66%

1Y

70.38%

5Y (annualized)

N/A

10Y (annualized)

N/A

MMM

YTD

47.35%

1M

-3.17%

6M

25.92%

1Y

68.95%

5Y (annualized)

2.77%

10Y (annualized)

3.14%

Fundamentals


VSCOMMM
Market Cap$2.81B$72.43B
EPS$1.75$9.42
PE Ratio20.4513.84
Total Revenue (TTM)$4.86B$28.57B
Gross Profit (TTM)$1.82B$12.31B
EBITDA (TTM)$577.12M$7.18B

Key characteristics


VSCOMMM
Sharpe Ratio1.222.02
Sortino Ratio1.763.45
Omega Ratio1.251.49
Calmar Ratio1.011.24
Martin Ratio2.8911.19
Ulcer Index27.66%6.10%
Daily Std Dev65.21%33.79%
Max Drawdown-80.87%-59.10%
Current Drawdown-51.08%-21.82%

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Correlation

-0.50.00.51.00.4

The correlation between VSCO and MMM is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

VSCO vs. MMM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Victoria's Secret & Co. (VSCO) and 3M Company (MMM). 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.


Sharpe ratio
The chart of Sharpe ratio for VSCO, currently valued at 1.22, compared to the broader market-4.00-2.000.002.004.001.222.02
The chart of Sortino ratio for VSCO, currently valued at 1.76, compared to the broader market-4.00-2.000.002.004.001.763.45
The chart of Omega ratio for VSCO, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.49
The chart of Calmar ratio for VSCO, currently valued at 1.01, compared to the broader market0.002.004.006.001.011.40
The chart of Martin ratio for VSCO, currently valued at 2.89, compared to the broader market-10.000.0010.0020.0030.002.8911.19
VSCO
MMM

The current VSCO Sharpe Ratio is 1.22, which is lower than the MMM Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of VSCO and MMM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.22
2.02
VSCO
MMM

Dividends

VSCO vs. MMM - Dividend Comparison

VSCO has not paid dividends to shareholders, while MMM's dividend yield for the trailing twelve months is around 2.58%.


TTM20232022202120202019201820172016201520142013
VSCO
Victoria's Secret & Co.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MMM
3M Company
2.58%5.49%4.97%3.33%3.36%3.26%2.86%2.00%2.49%2.72%2.08%1.81%

Drawdowns

VSCO vs. MMM - Drawdown Comparison

The maximum VSCO drawdown since its inception was -80.87%, which is greater than MMM's maximum drawdown of -59.10%. Use the drawdown chart below to compare losses from any high point for VSCO and MMM. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-51.08%
-10.60%
VSCO
MMM

Volatility

VSCO vs. MMM - Volatility Comparison

Victoria's Secret & Co. (VSCO) has a higher volatility of 12.21% compared to 3M Company (MMM) at 9.33%. This indicates that VSCO's price experiences larger fluctuations and is considered to be riskier than MMM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
12.21%
9.33%
VSCO
MMM

Financials

VSCO vs. MMM - Financials Comparison

This section allows you to compare key financial metrics between Victoria's Secret & Co. and 3M Company. 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