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ISIN
US9264001028
CUSIP
926400102
IPO Date
Jul 21, 2021

Highlights

Market Cap
$6.76B
Enterprise Value
$9.09B
EPS (TTM)
$2.54
PE Ratio
31.06
Total Revenue (TTM)
$6.76B
Gross Profit (TTM)
$2.50B
EBITDA (TTM)
$513.08M
Year Range
$17.53 - $83.92
Target Price
$84.33
ROA (TTM)
4.20%
ROE (TTM)
24.61%

Share Price Chart


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Performance

VSXY Performance Chart

Victoria's Secret & Co. (VSXY) is up 45.4% since the beginning of the year. At $79 per share, VSXY is trading 6.1% below its 52-week high of $84.


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S&P 500 Index

Returns By Period

Victoria's Secret & Co. (VSXY) has returned 45.39% so far this year and 323.90% over the past 12 months.


Victoria's Secret & Co.

1D
-2.25%
1M
50.16%
YTD
45.39%
6M
44.17%
1Y
323.90%
3Y*
66.84%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-1.44%
1M
-1.45%
YTD
7.60%
6M
6.59%
1Y
22.24%
3Y*
19.20%
5Y*
11.54%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VSXY Monthly Returns History

Based on dividend-adjusted daily data since Jul 21, 2021, VSXY's average daily return is +0.12%, while the average monthly return is +2.64%. At this rate, an investment would double in approximately 2.2 years.

Historically, 53% of months were positive and 47% were negative. The best month was Nov 2023 with a return of +50.7%, while the worst month was May 2023 at -34.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, VSXY closed higher 49% of trading days. The best single day was Jun 2, 2026 with a return of +47.4%, while the worst single day was Mar 7, 2024 at -29.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.63%15.02%-26.06%11.80%6.12%43.20%45.39%
2025-12.22%-26.49%-30.49%1.18%12.82%-12.68%1.51%22.45%17.90%29.88%17.25%31.07%30.78%
2024-1.85%9.64%-32.14%-9.08%29.34%-22.47%0.45%32.17%9.55%17.74%28.35%6.64%56.07%
202317.80%-5.95%-13.85%-9.19%-34.15%-14.64%17.56%-6.39%-13.03%7.19%50.73%-1.52%-25.82%
20220.52%-3.94%-4.23%-8.26%-12.54%-32.13%32.14%-9.52%-12.92%29.12%22.34%-22.22%-35.58%
2021-18.56%48.02%-16.65%-8.67%7.55%2.32%0.98%

Benchmark Metrics

Victoria's Secret & Co. has an annualized alpha of 12.16%, beta of 1.52, and R2 of 0.14 versus S&P 500 Index. Calculated based on daily prices since July 21, 2021.

  • This stock participated in 137.06% of S&P 500 Index downside but only 127.68% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.14 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
12.16%
Beta
1.52
0.14
Upside Capture
127.68%
Downside Capture
137.06%

Return for Risk

Risk / Return Rank

VSXY ranks 97 for risk / return — in the top 97% of stocks on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


VSXY Risk / Return Rank: 9797
Overall Rank
VSXY Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
VSXY Sortino Ratio Rank: 9797
Sortino Ratio Rank
VSXY Omega Ratio Rank: 9595
Omega Ratio Rank
VSXY Calmar Ratio Rank: 9797
Calmar Ratio Rank
VSXY Martin Ratio Rank: 9797
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 Victoria's Secret & Co. (VSXY) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VSXYBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+2.54

Sortino ratioReturn per unit of downside risk

+2.28

Omega ratioGain probability vs. loss probability

1.56

1.32

+0.24

Calmar ratioReturn relative to maximum drawdown

9.18

2.46

+6.72

Martin ratioReturn relative to average drawdown

23.76

10.92

+12.84

Dividends

Dividend History


Victoria's Secret & Co. 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 Victoria's Secret & Co.. 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 Victoria's Secret & Co. was 80.87%, occurring on Oct 5, 2023. Recovery took 665 trading sessions.

The current Victoria's Secret & Co. drawdown is 3.93%.


Related event

Drawdown

Fall

Recovery

Underwater

2023 bear market2023
-80.87%Oct 2023
2y 1mo2y 8mo
4y 9moAug 2021 - Jun 2026
2021 bear market2021
-25.64%Jul 2021
1d12d
13dJul 2021 - Aug 2021
2026 pullback2026
-8.72%Jun 2026
1d14d
15dJun 2026 - Jun 2026
2021 pullback2021
-6.20%Aug 2021
0s2d
2dAug 2021 - Aug 2021
2026 pullback2026
-3.93%Jun 2026
1d
2d 3hJun 2026 - now

Drawdown Indicators


VSXYBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-80.87%

-56.78%

-24.09%

Max Drawdown (1Y)

Largest decline over 1 year

-35.55%

-9.10%

-26.45%

Max Drawdown (3Y)

Largest decline over 3 years

-69.47%

-18.90%

-50.57%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-3.93%

-3.21%

-0.72%

Average Drawdown

Average peak-to-trough decline

-52.78%

-10.71%

-42.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.71%

2.04%

+11.67%

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 Victoria's Secret & Co. 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 Victoria's Secret & Co. is priced in the market compared to other companies in the Apparel Retail industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PE Ratio

The chart displays the Price-to-Earnings (P/E) ratio for VSXY, comparing it with other companies in the Apparel Retail industry. Currently, VSXY has a P/E ratio of 31.1. This P/E ratio is in line with the industry average, suggesting the stock may be fairly valued relative to its earnings.

PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for VSXY relative to other companies in the Apparel Retail industry. Currently, VSXY has a P/S ratio of 1.0. This P/S ratio falls within the average range for the industry, suggesting the stock is fairly valued based on its revenue.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for VSXY in comparison with other companies in the Apparel Retail industry. Currently, VSXY has a P/B value of 7.9. This P/B ratio is higher than most companies in the industry. It may suggest the stock is overvalued or that investors expect the company to generate high returns on its assets.

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
Portfolio Analyzer

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