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

Key characteristics


ASCCYDECK
YTD Return146.86%39.89%
1Y Return103.76%74.16%
3Y Return (Ann)49.45%28.98%
5Y Return (Ann)40.19%44.69%
Sharpe Ratio2.451.85
Daily Std Dev45.31%40.67%
Max Drawdown-76.40%-94.36%
Current Drawdown-2.57%-14.52%

Fundamentals


ASCCYDECK
Market Cap$13.99B$23.76B
EPS$0.51$31.25
PE Ratio37.9229.92
Total Revenue (TTM)$622.58B$4.44B
Gross Profit (TTM)$325.65B$2.49B
EBITDA (TTM)$93.39B$1.09B

Correlation

-0.50.00.51.00.1

The correlation between ASCCY and DECK is 0.08, 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.

Performance

ASCCY vs. DECK - Performance Comparison

In the year-to-date period, ASCCY achieves a 146.86% return, which is significantly higher than DECK's 39.89% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


200.00%400.00%600.00%800.00%1,000.00%1,200.00%AprilMayJuneJulyAugustSeptember
269.23%
938.51%
ASCCY
DECK

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

ASCCY vs. DECK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Asics Corp ADR (ASCCY) and Deckers Outdoor Corporation (DECK). 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.


ASCCY
Sharpe ratio
The chart of Sharpe ratio for ASCCY, currently valued at 2.45, compared to the broader market-4.00-2.000.002.002.45
Sortino ratio
The chart of Sortino ratio for ASCCY, currently valued at 3.30, compared to the broader market-6.00-4.00-2.000.002.004.003.30
Omega ratio
The chart of Omega ratio for ASCCY, currently valued at 1.47, compared to the broader market0.501.001.502.001.47
Calmar ratio
The chart of Calmar ratio for ASCCY, currently valued at 4.72, compared to the broader market0.001.002.003.004.005.004.72
Martin ratio
The chart of Martin ratio for ASCCY, currently valued at 10.14, compared to the broader market-10.00-5.000.005.0010.0015.0020.0010.14
DECK
Sharpe ratio
The chart of Sharpe ratio for DECK, currently valued at 1.85, compared to the broader market-4.00-2.000.002.001.85
Sortino ratio
The chart of Sortino ratio for DECK, currently valued at 3.00, compared to the broader market-6.00-4.00-2.000.002.004.003.00
Omega ratio
The chart of Omega ratio for DECK, currently valued at 1.38, compared to the broader market0.501.001.502.001.38
Calmar ratio
The chart of Calmar ratio for DECK, currently valued at 3.26, compared to the broader market0.001.002.003.004.005.003.26
Martin ratio
The chart of Martin ratio for DECK, currently valued at 7.91, compared to the broader market-10.00-5.000.005.0010.0015.0020.007.91

ASCCY vs. DECK - Sharpe Ratio Comparison

The current ASCCY Sharpe Ratio is 2.45, which is higher than the DECK Sharpe Ratio of 1.85. The chart below compares the 12-month rolling Sharpe Ratio of ASCCY and DECK.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50AprilMayJuneJulyAugustSeptember
2.45
1.85
ASCCY
DECK

Dividends

ASCCY vs. DECK - Dividend Comparison

ASCCY's dividend yield for the trailing twelve months is around 0.34%, while DECK has not paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
ASCCY
Asics Corp ADR
0.34%1.38%1.33%0.93%1.14%1.67%4.22%1.45%1.04%4.93%3.01%
DECK
Deckers Outdoor Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ASCCY vs. DECK - Drawdown Comparison

The maximum ASCCY drawdown since its inception was -76.40%, smaller than the maximum DECK drawdown of -94.36%. Use the drawdown chart below to compare losses from any high point for ASCCY and DECK. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-2.57%
-14.52%
ASCCY
DECK

Volatility

ASCCY vs. DECK - Volatility Comparison

Asics Corp ADR (ASCCY) and Deckers Outdoor Corporation (DECK) have volatilities of 10.41% and 10.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AprilMayJuneJulyAugustSeptember
10.41%
10.60%
ASCCY
DECK

Financials

ASCCY vs. DECK - Financials Comparison

This section allows you to compare key financial metrics between Asics Corp ADR and Deckers Outdoor 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