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

Correlation

The correlation between ASCCY and DECK is 0.12, 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

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.

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Key characteristics

Sharpe Ratio

ASCCY:

1.50

DECK:

-0.32

Sortino Ratio

ASCCY:

1.82

DECK:

0.04

Omega Ratio

ASCCY:

1.25

DECK:

1.01

Calmar Ratio

ASCCY:

2.23

DECK:

-0.19

Martin Ratio

ASCCY:

6.03

DECK:

-0.41

Ulcer Index

ASCCY:

10.00%

DECK:

25.47%

Daily Std Dev

ASCCY:

46.83%

DECK:

49.24%

Max Drawdown

ASCCY:

-72.48%

DECK:

-94.36%

Current Drawdown

ASCCY:

-7.83%

DECK:

-43.10%

Fundamentals

Market Cap

ASCCY:

$17.17B

DECK:

$19.33B

EPS

ASCCY:

$0.59

DECK:

$6.16

PE Ratio

ASCCY:

40.81

DECK:

20.68

PEG Ratio

ASCCY:

40.86

DECK:

1.48

PS Ratio

ASCCY:

0.03

DECK:

3.93

PB Ratio

ASCCY:

10.92

DECK:

7.46

Total Revenue (TTM)

ASCCY:

$168.10B

DECK:

$3.96B

Gross Profit (TTM)

ASCCY:

$95.24B

DECK:

$2.29B

EBITDA (TTM)

ASCCY:

$26.43B

DECK:

$1.11B

Returns By Period

In the year-to-date period, ASCCY achieves a 14.22% return, which is significantly higher than DECK's -37.50% return. Over the past 10 years, ASCCY has underperformed DECK with an annualized return of 21.88%, while DECK has yielded a comparatively higher 26.55% annualized return.


ASCCY

YTD

14.22%

1M

15.81%

6M

28.96%

1Y

69.55%

5Y*

60.35%

10Y*

21.88%

DECK

YTD

-37.50%

1M

21.85%

6M

-28.23%

1Y

-15.72%

5Y*

40.31%

10Y*

26.55%

*Annualized

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Risk-Adjusted Performance

ASCCY vs. DECK — Risk-Adjusted Performance Rank

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

ASCCY
The Risk-Adjusted Performance Rank of ASCCY is 8888
Overall Rank
The Sharpe Ratio Rank of ASCCY is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of ASCCY is 8383
Sortino Ratio Rank
The Omega Ratio Rank of ASCCY is 8383
Omega Ratio Rank
The Calmar Ratio Rank of ASCCY is 9494
Calmar Ratio Rank
The Martin Ratio Rank of ASCCY is 8989
Martin Ratio Rank

DECK
The Risk-Adjusted Performance Rank of DECK is 3737
Overall Rank
The Sharpe Ratio Rank of DECK is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of DECK is 3737
Sortino Ratio Rank
The Omega Ratio Rank of DECK is 3636
Omega Ratio Rank
The Calmar Ratio Rank of DECK is 3939
Calmar Ratio Rank
The Martin Ratio Rank of DECK is 4242
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current ASCCY Sharpe Ratio is 1.50, which is higher than the DECK Sharpe Ratio of -0.32. 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.


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Dividends

ASCCY vs. DECK - Dividend Comparison

Neither ASCCY nor DECK has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
ASCCY
Asics Corp ADR
0.00%0.00%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%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.


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Volatility

ASCCY vs. DECK - Volatility Comparison

Asics Corp ADR (ASCCY) has a higher volatility of 12.11% compared to Deckers Outdoor Corporation (DECK) at 10.98%. This indicates that ASCCY's price experiences larger fluctuations and is considered to be riskier than DECK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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


0.0050.00B100.00B150.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
168.10B
1.83B
(ASCCY) Total Revenue
(DECK) Total Revenue
Values in USD except per share items