PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AEO vs. KOSS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AEO and KOSS is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

AEO vs. KOSS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Eagle Outfitters, Inc. (AEO) and Koss Corporation (KOSS). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%JulyAugustSeptemberOctoberNovemberDecember
3,326.40%
405.89%
AEO
KOSS

Key characteristics

Sharpe Ratio

AEO:

-0.43

KOSS:

0.63

Sortino Ratio

AEO:

-0.37

KOSS:

3.19

Omega Ratio

AEO:

0.95

KOSS:

1.41

Calmar Ratio

AEO:

-0.32

KOSS:

1.14

Martin Ratio

AEO:

-0.95

KOSS:

3.10

Ulcer Index

AEO:

17.90%

KOSS:

35.39%

Daily Std Dev

AEO:

39.31%

KOSS:

174.21%

Max Drawdown

AEO:

-80.67%

KOSS:

-96.42%

Current Drawdown

AEO:

-51.79%

KOSS:

-87.52%

Fundamentals

Market Cap

AEO:

$3.30B

KOSS:

$65.27M

EPS

AEO:

$1.17

KOSS:

-$0.12

PEG Ratio

AEO:

38.27

KOSS:

0.00

Total Revenue (TTM)

AEO:

$5.40B

KOSS:

$12.09M

Gross Profit (TTM)

AEO:

$1.99B

KOSS:

$4.24M

EBITDA (TTM)

AEO:

$543.24M

KOSS:

-$1.84M

Returns By Period

In the year-to-date period, AEO achieves a -19.24% return, which is significantly lower than KOSS's 138.51% return. Over the past 10 years, AEO has underperformed KOSS with an annualized return of 4.86%, while KOSS has yielded a comparatively higher 15.90% annualized return.


AEO

YTD

-19.24%

1M

-3.36%

6M

-16.66%

1Y

-18.62%

5Y*

5.10%

10Y*

4.86%

KOSS

YTD

138.51%

1M

14.47%

6M

102.79%

1Y

117.71%

5Y*

40.18%

10Y*

15.90%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AEO vs. KOSS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Eagle Outfitters, Inc. (AEO) and Koss Corporation (KOSS). 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.


Sharpe ratio
The chart of Sharpe ratio for AEO, currently valued at -0.43, compared to the broader market-4.00-2.000.002.00-0.430.63
The chart of Sortino ratio for AEO, currently valued at -0.37, compared to the broader market-4.00-2.000.002.004.00-0.373.19
The chart of Omega ratio for AEO, currently valued at 0.95, compared to the broader market0.501.001.502.000.951.41
The chart of Calmar ratio for AEO, currently valued at -0.32, compared to the broader market0.002.004.006.00-0.321.14
The chart of Martin ratio for AEO, currently valued at -0.95, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.953.10
AEO
KOSS

The current AEO Sharpe Ratio is -0.43, which is lower than the KOSS Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of AEO and KOSS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.43
0.63
AEO
KOSS

Dividends

AEO vs. KOSS - Dividend Comparison

AEO's dividend yield for the trailing twelve months is around 3.00%, while KOSS has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
AEO
American Eagle Outfitters, Inc.
3.00%1.42%2.58%3.22%1.37%2.81%2.85%2.66%3.30%3.23%3.60%2.60%
KOSS
Koss Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%3.43%4.71%

Drawdowns

AEO vs. KOSS - Drawdown Comparison

The maximum AEO drawdown since its inception was -80.67%, smaller than the maximum KOSS drawdown of -96.42%. Use the drawdown chart below to compare losses from any high point for AEO and KOSS. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-51.79%
-87.52%
AEO
KOSS

Volatility

AEO vs. KOSS - Volatility Comparison

American Eagle Outfitters, Inc. (AEO) has a higher volatility of 20.01% compared to Koss Corporation (KOSS) at 16.88%. This indicates that AEO's price experiences larger fluctuations and is considered to be riskier than KOSS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
20.01%
16.88%
AEO
KOSS

Financials

AEO vs. KOSS - Financials Comparison

This section allows you to compare key financial metrics between American Eagle Outfitters, Inc. and Koss Corporation. 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab