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ADS.DE vs. CROX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ADS.DE vs. CROX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Adidas AG (ADS.DE) and Crocs, Inc. (CROX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ADS.DE is traded in EUR, while CROX is traded in USD. To make them comparable, the CROX values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ADS.DE achieves a -3.25% return, which is significantly lower than CROX's 43.68% return. Over the past 10 years, ADS.DE has underperformed CROX with an annualized return of 4.22%, while CROX has yielded a comparatively higher 27.07% annualized return.


ADS.DE

1D
-0.65%
1M
9.33%
YTD
-3.25%
6M
-0.45%
1Y
-22.63%
3Y*
1.51%
5Y*
-10.60%
10Y*
4.22%

CROX

1D
0.97%
1M
18.96%
YTD
43.68%
6M
41.20%
1Y
17.46%
3Y*
-1.08%
5Y*
3.91%
10Y*
27.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ADS.DE vs. CROX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ADS.DE
Adidas AG
-3.25%-27.95%28.98%45.09%-48.72%-14.11%2.80%61.04%10.63%12.58%
CROX
Crocs, Inc.
43.68%-31.19%25.00%-16.44%-10.19%119.93%37.25%64.88%115.19%61.61%

Correlation

The correlation between ADS.DE and CROX is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.28

Correlation (10Y)
Calculated over the trailing 10-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Aug 31, 2007

0.24

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Return for Risk

ADS.DE vs. CROX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ADS.DE
ADS.DE Risk / Return Rank: 1616
Overall Rank
ADS.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
ADS.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
ADS.DE Omega Ratio Rank: 1414
Omega Ratio Rank
ADS.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
ADS.DE Martin Ratio Rank: 2222
Martin Ratio Rank

CROX
CROX Risk / Return Rank: 5454
Overall Rank
CROX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
CROX Sortino Ratio Rank: 5252
Sortino Ratio Rank
CROX Omega Ratio Rank: 5555
Omega Ratio Rank
CROX Calmar Ratio Rank: 5555
Calmar Ratio Rank
CROX Martin Ratio Rank: 5353
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.

ADS.DE vs. CROX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Adidas AG (ADS.DE) and Crocs, Inc. (CROX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


ADS.DECROXDifference
Sharpe ratioReturn per unit of total volatility

-1.05

Sortino ratioReturn per unit of downside risk

-1.64

Omega ratioGain probability vs. loss probability

0.89

1.12

-0.23

Calmar ratioReturn relative to maximum drawdown

-0.61

0.55

-1.16

Martin ratioReturn relative to average drawdown

-0.98

0.94

-1.92

ADS.DE vs. CROX - Sharpe Ratio Comparison

The current ADS.DE Sharpe Ratio is -0.71, which is lower than the CROX Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of ADS.DE and CROX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ADS.DECROXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.71

0.34

-1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.30

0.07

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.13

0.49

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.07

+0.27

Drawdowns

ADS.DE vs. CROX - Drawdown Comparison

The maximum ADS.DE drawdown since its inception was -71.54%, smaller than the maximum CROX drawdown of -98.54%. Use the drawdown chart below to compare losses from any high point for ADS.DE and CROX.


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Drawdown Indicators


ADS.DECROXDifference

Max Drawdown

Largest peak-to-trough decline

-71.54%

-98.54%

+27.00%

Max Drawdown (1Y)

Largest decline over 1 year

-38.71%

-31.67%

-7.04%

Max Drawdown (3Y)

Largest decline over 3 years

-49.81%

-57.55%

+7.74%

Max Drawdown (5Y)

Largest decline over 5 years

-71.54%

-71.94%

+0.40%

Max Drawdown (10Y)

Largest decline over 10 years

-71.54%

-74.53%

+2.99%

Current Drawdown

Current decline from peak

-49.63%

-34.38%

-15.25%

Average Drawdown

Average peak-to-trough decline

-24.40%

-62.41%

+38.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.02%

18.62%

+5.40%

Volatility

ADS.DE vs. CROX - Volatility Comparison

The current volatility for Adidas AG (ADS.DE) is 9.26%, while Crocs, Inc. (CROX) has a volatility of 10.60%. This indicates that ADS.DE experiences smaller price fluctuations and is considered to be less risky than CROX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ADS.DECROXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.26%

10.60%

-1.34%

Volatility (6M)

Calculated over the trailing 6-month period

23.43%

31.19%

-7.76%

Volatility (1Y)

Calculated over the trailing 1-year period

33.20%

52.03%

-18.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.60%

54.39%

-19.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.33%

55.69%

-23.36%

Dividends

ADS.DE vs. CROX - Dividend Comparison

ADS.DE's dividend yield for the trailing twelve months is around 1.74%, while CROX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ADS.DE
Adidas AG
1.74%1.18%0.30%0.38%2.59%1.18%0.00%1.16%1.43%1.20%1.07%1.67%
CROX
Crocs, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

ADS.DE vs. CROX - Financials Comparison

This section allows you to compare key financial metrics between Adidas AG and Crocs, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. ADS.DE values in EUR, CROX values in USD

Frequently Asked Questions


ADS.DE and CROX have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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