WHR vs. SWK
Compare and contrast key facts about Whirlpool Corporation (WHR) and Stanley Black & Decker, Inc. (SWK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WHR or SWK.
Key characteristics
| WHR | SWK | |
|---|---|---|
| YTD Return | -4.40% | -8.42% |
| 1Y Return | 10.22% | 7.79% |
| 3Y Return (Ann) | -17.87% | -21.17% |
| 5Y Return (Ann) | -1.96% | -8.56% |
| 10Y Return (Ann) | -1.04% | 1.42% |
| Sharpe Ratio | 0.19 | 0.20 |
| Sortino Ratio | 0.60 | 0.53 |
| Omega Ratio | 1.08 | 1.07 |
| Calmar Ratio | 0.13 | 0.11 |
| Martin Ratio | 0.55 | 0.65 |
| Ulcer Index | 14.08% | 10.05% |
| Daily Std Dev | 40.21% | 32.22% |
| Max Drawdown | -82.49% | -66.45% |
| Current Drawdown | -48.40% | -55.90% |
Fundamentals
| WHR | SWK | |
|---|---|---|
| Market Cap | $6.09B | $13.49B |
| EPS | $10.16 | -$1.24 |
| PEG Ratio | 1.65 | 1.37 |
| Total Revenue (TTM) | $17.56B | $15.38B |
| Gross Profit (TTM) | $2.70B | $4.49B |
| EBITDA (TTM) | $1.25B | $1.64B |
Correlation
The correlation between WHR and SWK is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
WHR vs. SWK - Performance Comparison
In the year-to-date period, WHR achieves a -4.40% return, which is significantly higher than SWK's -8.42% return. Over the past 10 years, WHR has underperformed SWK with an annualized return of -1.04%, while SWK has yielded a comparatively higher 1.42% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
WHR vs. SWK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Whirlpool Corporation (WHR) 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.
Dividends
WHR vs. SWK - Dividend Comparison
WHR's dividend yield for the trailing twelve months is around 6.34%, more than SWK's 3.72% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WHR Whirlpool Corporation | 6.34% | 5.75% | 4.95% | 2.32% | 2.69% | 3.22% | 4.26% | 2.55% | 2.15% | 2.35% | 1.48% | 1.51% |
SWK Stanley Black & Decker, Inc. | 3.72% | 3.28% | 4.23% | 1.58% | 1.56% | 1.63% | 2.15% | 1.43% | 1.97% | 2.01% | 2.12% | 2.45% |
Drawdowns
WHR vs. SWK - Drawdown Comparison
The maximum WHR drawdown since its inception was -82.49%, which is greater than SWK's maximum drawdown of -66.45%. Use the drawdown chart below to compare losses from any high point for WHR and SWK. For additional features, visit the drawdowns tool.
Volatility
WHR vs. SWK - Volatility Comparison
Whirlpool Corporation (WHR) has a higher volatility of 14.36% compared to Stanley Black & Decker, Inc. (SWK) at 11.14%. This indicates that WHR'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.
Financials
WHR vs. SWK - Financials Comparison
This section allows you to compare key financial metrics between Whirlpool 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.
Total Revenue: Total amount of money received from sales and other business activities