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Digital Brands Group, Inc. (DBGI)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS25401N1019
CUSIP25401N101
SectorConsumer Cyclical
IndustryApparel Retail

Highlights

Market Cap$4.41M
EPS$356.56
PE Ratio0.01
PEG Ratio2.61
Revenue (TTM)$14.52M
Gross Profit (TTM)$3.54M
EBITDA (TTM)-$10.56M
Year Range$2.30 - $39.00
Target Price$9.33
Short %3.15%
Short Ratio0.21

Share Price Chart


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Digital Brands Group, Inc.

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Digital Brands Group, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-60.00%-40.00%-20.00%0.00%20.00%40.00%NovemberDecember2024FebruaryMarchApril
-50.00%
17.13%
DBGI (Digital Brands Group, Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Digital Brands Group, Inc. had a return of -9.48% year-to-date (YTD) and -89.97% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-9.48%5.06%
1 month-16.62%-3.23%
6 months-43.62%17.14%
1 year-89.97%20.62%
5 years (annualized)N/A11.54%
10 years (annualized)N/A10.37%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-28.13%71.91%2.97%
2023-28.68%-51.25%-21.41%1.24%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DBGI is 18, indicating that it is in the bottom 18% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of DBGI is 1818
Digital Brands Group, Inc.(DBGI)
The Sharpe Ratio Rank of DBGI is 2929Sharpe Ratio Rank
The Sortino Ratio Rank of DBGI is 1818Sortino Ratio Rank
The Omega Ratio Rank of DBGI is 2020Omega Ratio Rank
The Calmar Ratio Rank of DBGI is 44Calmar Ratio Rank
The Martin Ratio Rank of DBGI is 1919Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Digital Brands Group, Inc. (DBGI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


DBGI
Sharpe ratio
The chart of Sharpe ratio for DBGI, currently valued at -0.44, compared to the broader market-2.00-1.000.001.002.003.00-0.44
Sortino ratio
The chart of Sortino ratio for DBGI, currently valued at -0.88, compared to the broader market-4.00-2.000.002.004.00-0.88
Omega ratio
The chart of Omega ratio for DBGI, currently valued at 0.90, compared to the broader market0.501.001.500.90
Calmar ratio
The chart of Calmar ratio for DBGI, currently valued at -0.90, compared to the broader market0.001.002.003.004.005.00-0.90
Martin ratio
The chart of Martin ratio for DBGI, currently valued at -1.22, compared to the broader market0.0010.0020.0030.00-1.22
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.76, compared to the broader market-2.00-1.000.001.002.003.001.76
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.57, compared to the broader market-4.00-2.000.002.004.002.57
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.501.001.501.31
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.001.002.003.004.005.001.33
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.04, compared to the broader market0.0010.0020.0030.007.04

Sharpe Ratio

The current Digital Brands Group, Inc. Sharpe ratio is -0.44. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.44
1.76
DBGI (Digital Brands Group, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


Digital Brands Group, Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-99.98%
-4.63%
DBGI (Digital Brands Group, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Digital Brands Group, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Digital Brands Group, Inc. was 99.98%, occurring on Jan 31, 2024. The portfolio has not yet recovered.

The current Digital Brands Group, Inc. drawdown is 99.98%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-99.98%Jul 9, 2021645Jan 31, 2024
-27.65%May 18, 202110Jun 1, 202115Jun 22, 202125
-22.41%Jul 1, 20213Jul 6, 20212Jul 8, 20215
-3.08%Jun 23, 20211Jun 23, 20211Jun 24, 20212

Volatility

Volatility Chart

The current Digital Brands Group, Inc. volatility is 34.22%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%100.00%NovemberDecember2024FebruaryMarchApril
34.22%
3.27%
DBGI (Digital Brands Group, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Digital Brands Group, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items