SWK vs TXT: returns, Sharpe ratio and drawdown

Over the past year, SWK returned +27.90% against -13.49% for TXT. Over five years, TXT averaged -0.20% a year, compared with -13.30% for SWK. SWK had the higher Sharpe ratio over the past year (0.73 vs -0.58), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -26.95% for SWK and -27.53% for TXT.