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Koss Corporation (KOSS)
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN
US5006921085
CUSIP
500692108
IPO Date
Feb 25, 1992

Highlights

Market Cap
$33.88M
Enterprise Value
$34.12M
EPS (TTM)
-$0.09
Total Revenue (TTM)
$12.80M
Gross Profit (TTM)
$4.66M
EBITDA (TTM)
-$2.00M
Year Range
$3.50 - $8.59
ROA (TTM)
-2.37%
ROE (TTM)
-2.87%

Share Price Chart


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Performance

Performance Chart

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


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S&P 500 Index

Returns By Period

Koss Corporation (KOSS) has returned -13.53% so far this year and -24.15% over the past 12 months. Over the last ten years, KOSS has returned 5.23% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Koss Corporation

1D
2.29%
1M
-13.32%
YTD
-13.53%
6M
-29.53%
1Y
-24.15%
3Y*
-8.15%
5Y*
-31.19%
10Y*
5.23%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Feb 25, 1992, KOSS's average daily return is +0.18%, while the average monthly return is +5.46%. At this rate, your investment would double in approximately 1.1 years.

Historically, 48% of months were positive and 52% were negative. The best month was Jan 2021 with a return of +1,760.5%, while the worst month was Feb 2021 at -73.9%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 7 months.

On a daily basis, KOSS closed higher 38% of trading days. The best single day was Jan 27, 2021 with a return of +480.0%, while the worst single day was Feb 1, 2021 at -45.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.59%-4.62%-13.32%-13.53%
2025-18.97%-7.53%-14.65%0.42%22.78%-12.37%3.53%17.42%-18.06%-4.92%4.76%-18.18%-43.90%
2024-14.93%-12.28%2.80%-9.26%101.54%-5.32%111.46%-13.82%-8.88%-3.38%1.40%1.93%120.30%
202313.68%-10.81%-7.95%-8.44%-8.98%-3.90%11.89%-12.33%-18.41%-3.09%2.44%13.95%-32.32%
2022-21.91%-8.27%19.74%-28.71%6.58%-0.14%11.51%1.03%-18.90%5.51%-3.73%-23.26%-53.65%
20211,760.47%-73.89%34.59%-16.85%23.37%0.65%-21.88%1.16%-10.90%-1.04%-13.29%-23.88%210.47%

Benchmark Metrics

Koss Corporation has an annualized alpha of 53.67%, beta of 0.16, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since February 26, 1992.

  • This stock captured 15.04% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -22.16%) — a profile typical of hedging or uncorrelated assets.
  • Beta of 0.16 may look defensive, but with R² of 0.00 this stock is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
  • R² of 0.00 means this stock moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
53.67%
Beta
0.16
0.00
Upside Capture
15.04%
Downside Capture
-22.16%

Return for Risk

Risk / Return Rank

KOSS ranks 22 for risk / return — below 22% of stocks on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


KOSS Risk / Return Rank: 2222
Overall Rank
KOSS Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
KOSS Sortino Ratio Rank: 2323
Sortino Ratio Rank
KOSS Omega Ratio Rank: 2424
Omega Ratio Rank
KOSS Calmar Ratio Rank: 2222
Calmar Ratio Rank
KOSS Martin Ratio Rank: 2020
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Koss Corporation (KOSS) and compare them to a chosen benchmark (S&P 500 Index).


KOSSBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.41

0.90

-1.31

Sortino ratio

Return per unit of downside risk

-0.28

1.39

-1.67

Omega ratio

Gain probability vs. loss probability

0.97

1.21

-0.24

Calmar ratio

Return relative to maximum drawdown

-0.57

1.40

-1.97

Martin ratio

Return relative to average drawdown

-1.11

6.61

-7.72

Explore KOSS risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


Koss Corporation doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Koss Corporation. 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 Koss Corporation was 96.42%, occurring on Apr 17, 2024. The portfolio has not yet recovered.

The current Koss Corporation drawdown is 94.41%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-96.42%Feb 1, 2021808Apr 17, 2024
-91.75%Jan 20, 20063576Apr 3, 2020204Jan 26, 20213780
-75.31%Oct 1, 1993640Apr 12, 19961096Aug 15, 20001736
-34.71%Mar 1, 2004314May 26, 2005128Nov 28, 2005442
-34.68%Nov 8, 200038Jan 3, 200169Apr 12, 2001107

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

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


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how Koss Corporation is priced in the market compared to other companies in the Consumer Electronics industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for KOSS relative to other companies in the Consumer Electronics industry. Currently, KOSS has a P/S ratio of 2.6. This P/S ratio is high relative to other companies in the industry. It could mean the stock is overvalued, or that investors expect strong future growth and profitability.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for KOSS in comparison with other companies in the Consumer Electronics industry. Currently, KOSS has a P/B value of 1.1. This P/B ratio is in line with the industry average, suggesting the stock is valued fairly in relation to its book value.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items