PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VSCO vs. MMM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between VSCO and MMM is 0.35, 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.


-0.50.00.51.00.4

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.

0.00%50.00%100.00%150.00%AugustSeptemberOctoberNovemberDecember2025
103.52%
36.10%
VSCO
MMM

Key characteristics

Sharpe Ratio

VSCO:

0.94

MMM:

1.91

Sortino Ratio

VSCO:

1.51

MMM:

3.31

Omega Ratio

VSCO:

1.21

MMM:

1.47

Calmar Ratio

VSCO:

0.77

MMM:

1.17

Martin Ratio

VSCO:

2.17

MMM:

10.70

Ulcer Index

VSCO:

27.74%

MMM:

6.03%

Daily Std Dev

VSCO:

63.95%

MMM:

33.73%

Max Drawdown

VSCO:

-80.87%

MMM:

-59.10%

Current Drawdown

VSCO:

-50.38%

MMM:

-15.30%

Fundamentals

Market Cap

VSCO:

$2.92B

MMM:

$76.80B

EPS

VSCO:

$1.96

MMM:

$9.60

PE Ratio

VSCO:

18.93

MMM:

14.69

Total Revenue (TTM)

VSCO:

$6.21B

MMM:

$20.55B

Gross Profit (TTM)

VSCO:

$2.29B

MMM:

$8.97B

EBITDA (TTM)

VSCO:

$530.12M

MMM:

$5.64B

Returns By Period

In the year-to-date period, VSCO achieves a -10.43% return, which is significantly lower than MMM's 9.25% return.


VSCO

YTD

-10.43%

1M

-17.48%

6M

103.85%

1Y

58.28%

5Y*

N/A

10Y*

N/A

MMM

YTD

9.25%

1M

9.09%

6M

35.80%

1Y

61.95%

5Y*

3.02%

10Y*

3.73%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

VSCO vs. MMM — Risk-Adjusted Performance Rank

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

VSCO
The Risk-Adjusted Performance Rank of VSCO is 7272
Overall Rank
The Sharpe Ratio Rank of VSCO is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of VSCO is 7171
Sortino Ratio Rank
The Omega Ratio Rank of VSCO is 7373
Omega Ratio Rank
The Calmar Ratio Rank of VSCO is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VSCO is 6868
Martin Ratio Rank

MMM
The Risk-Adjusted Performance Rank of MMM is 9191
Overall Rank
The Sharpe Ratio Rank of MMM is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of MMM is 9393
Sortino Ratio Rank
The Omega Ratio Rank of MMM is 9494
Omega Ratio Rank
The Calmar Ratio Rank of MMM is 8282
Calmar Ratio Rank
The Martin Ratio Rank of MMM is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 0.94, compared to the broader market-2.000.002.004.000.941.91
The chart of Sortino ratio for VSCO, currently valued at 1.51, compared to the broader market-4.00-2.000.002.004.006.001.513.31
The chart of Omega ratio for VSCO, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.47
The chart of Calmar ratio for VSCO, currently valued at 0.77, compared to the broader market0.002.004.006.000.771.32
The chart of Martin ratio for VSCO, currently valued at 2.17, compared to the broader market-10.000.0010.0020.0030.002.1710.70
VSCO
MMM

The current VSCO Sharpe Ratio is 0.94, which is lower than the MMM Sharpe Ratio of 1.91. 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-0.500.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.94
1.91
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 2.38%.


TTM20242023202220212020201920182017201620152014
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
2.38%2.60%5.49%4.97%3.33%3.36%3.26%2.86%2.00%2.49%2.72%2.08%

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%AugustSeptemberOctoberNovemberDecember2025
-50.38%
-3.14%
VSCO
MMM

Volatility

VSCO vs. MMM - Volatility Comparison

Victoria's Secret & Co. (VSCO) has a higher volatility of 13.29% compared to 3M Company (MMM) at 5.97%. 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%AugustSeptemberOctoberNovemberDecember2025
13.29%
5.97%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab