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ASCCY vs. DECK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

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.


-0.50.00.51.00.1

Performance

ASCCY vs. DECK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Asics Corp ADR (ASCCY) and Deckers Outdoor Corporation (DECK). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%JulyAugustSeptemberOctoberNovemberDecember
357.09%
1,305.84%
ASCCY
DECK

Key characteristics

Sharpe Ratio

ASCCY:

2.82

DECK:

2.05

Sortino Ratio

ASCCY:

3.62

DECK:

2.99

Omega Ratio

ASCCY:

1.48

DECK:

1.37

Calmar Ratio

ASCCY:

5.06

DECK:

3.49

Martin Ratio

ASCCY:

16.36

DECK:

7.67

Ulcer Index

ASCCY:

8.34%

DECK:

10.51%

Daily Std Dev

ASCCY:

48.32%

DECK:

39.27%

Max Drawdown

ASCCY:

-72.48%

DECK:

-94.36%

Current Drawdown

ASCCY:

-7.29%

DECK:

-0.07%

Fundamentals

Market Cap

ASCCY:

$14.12B

DECK:

$31.96B

EPS

ASCCY:

$0.54

DECK:

$5.66

PE Ratio

ASCCY:

36.39

DECK:

37.17

PEG Ratio

ASCCY:

1.81

DECK:

2.49

Total Revenue (TTM)

ASCCY:

$464.56B

DECK:

$4.66B

Gross Profit (TTM)

ASCCY:

$249.24B

DECK:

$2.64B

EBITDA (TTM)

ASCCY:

$66.45B

DECK:

$1.14B

Returns By Period

In the year-to-date period, ASCCY achieves a 153.11% return, which is significantly higher than DECK's 89.37% return. Over the past 10 years, ASCCY has underperformed DECK with an annualized return of 21.79%, while DECK has yielded a comparatively higher 30.05% annualized return.


ASCCY

YTD

153.11%

1M

6.84%

6M

29.35%

1Y

140.52%

5Y*

39.67%

10Y*

21.79%

DECK

YTD

89.37%

1M

19.62%

6M

29.15%

1Y

79.77%

5Y*

49.96%

10Y*

30.05%

Compare stocks, funds, or ETFs

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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.


Sharpe ratio
The chart of Sharpe ratio for ASCCY, currently valued at 2.82, compared to the broader market-4.00-2.000.002.002.822.05
The chart of Sortino ratio for ASCCY, currently valued at 3.62, compared to the broader market-4.00-2.000.002.004.003.622.99
The chart of Omega ratio for ASCCY, currently valued at 1.48, compared to the broader market0.501.001.502.001.481.37
The chart of Calmar ratio for ASCCY, currently valued at 5.06, compared to the broader market0.002.004.006.005.063.49
The chart of Martin ratio for ASCCY, currently valued at 16.36, compared to the broader market-5.000.005.0010.0015.0020.0025.0016.367.67
ASCCY
DECK

The current ASCCY Sharpe Ratio is 2.82, which is higher than the DECK Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of ASCCY and DECK, 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 Ratio1.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.82
2.05
ASCCY
DECK

Dividends

ASCCY vs. DECK - Dividend Comparison

ASCCY's dividend yield for the trailing twelve months is around 0.33%, while DECK has not paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
ASCCY
Asics Corp ADR
0.33%1.38%1.33%0.93%4.56%6.67%6.76%5.79%4.18%3.94%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 -72.48%, 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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.29%
-0.07%
ASCCY
DECK

Volatility

ASCCY vs. DECK - Volatility Comparison

The current volatility for Asics Corp ADR (ASCCY) is 8.95%, while Deckers Outdoor Corporation (DECK) has a volatility of 9.69%. This indicates that ASCCY experiences smaller price fluctuations and is considered to be less risky than DECK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
8.95%
9.69%
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
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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.

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