BC vs VFC: Correlation
How closely do Brunswick Corporation (BC) and V.F. Corporation (VFC) trade together? Their weekly returns over three years give a correlation of 0.52, which is moderate.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are BC and VFC?
On 3 years of weekly data the BC/VFC correlation comes out at 0.52, moderate. Lately the two have moved closer together, with the 1-year correlation at 0.74 versus 0.52 over 3 years. The 5-year figure is 0.51, and annualized covariance runs at 1016.8 %².
By 3-year correlation, VFC places #38 of the 58 assets tracked against BC. Their recent paths diverged sharply: over the last 12 months BC outperformed by 28.4 percentage points (+21.7% for BC against -6.7% for VFC). Risk is not evenly split, since VFC carries 1.5 times the volatility of the other side.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
BC vs VFC: side by side
| BC (Brunswick Corporation) | VFC (V.F. Corporation) | |
|---|---|---|
| 1-year return | +21.7% | -6.7% |
| 5-year return | -15.3% | -79.1% |
| Volatility (ann.) | 35.8% | 54.9% |
| Beta vs S&P 500 | 1.22 | 1.25 |
| Max drawdown (3Y) | -56.5% | -63.7% |
| Market cap | $5.0B | $5.4B |
| P/E (trailing) | – | 20.1 |
| Dividend yield | 2.18% | 12.96% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | BC | VFC |
|---|---|---|
| 2022 | -27.1% | -60.4% |
| 2023 | +36.9% | -28.5% |
| 2024 | -31.8% | +16.6% |
| 2025 | +18.1% | -13.8% |
| 2026 | +6.2% | -23.8% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are BC and VFC good diversifiers for each other?
To a limited degree. At 0.52 the two still catch most of the same waves, so the pair smooths returns a little without insulating either from a shared selloff.
FAQ
What is the correlation between BC and VFC?
Using weekly returns as of 2026-08-27: 0.52 over 3 years, with 0.74 over the last year and 0.51 over 5 years.
Is VFC a good diversifier for BC?
To a limited degree. At 0.52 the two still catch most of the same waves, so the pair smooths returns a little without insulating either from a shared selloff.
What does a correlation of 0.52 mean?
A reading of 0.52 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/bc-vs-vfc.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/bc-vs-vfc/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: BC correlations · VFC correlations
