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

Correlation

The correlation between AXP and DECK is 0.34, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

AXP vs. DECK - Performance Comparison

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

5,000.00%10,000.00%15,000.00%20,000.00%NovemberDecember2025FebruaryMarchApril
4,618.72%
8,953.35%
AXP
DECK

Key characteristics

Sharpe Ratio

AXP:

0.51

DECK:

-0.37

Sortino Ratio

AXP:

0.91

DECK:

-0.21

Omega Ratio

AXP:

1.13

DECK:

0.97

Calmar Ratio

AXP:

0.56

DECK:

-0.33

Martin Ratio

AXP:

1.92

DECK:

-0.79

Ulcer Index

AXP:

8.36%

DECK:

22.77%

Daily Std Dev

AXP:

31.67%

DECK:

49.04%

Max Drawdown

AXP:

-83.91%

DECK:

-94.36%

Current Drawdown

AXP:

-17.69%

DECK:

-50.41%

Fundamentals

Market Cap

AXP:

$182.25B

DECK:

$16.19B

EPS

AXP:

$14.31

DECK:

$6.18

PE Ratio

AXP:

18.18

DECK:

17.26

PEG Ratio

AXP:

1.85

DECK:

1.22

PS Ratio

AXP:

2.94

DECK:

3.29

PB Ratio

AXP:

5.84

DECK:

6.15

Total Revenue (TTM)

AXP:

$67.89B

DECK:

$3.96B

Gross Profit (TTM)

AXP:

$53.43B

DECK:

$2.29B

EBITDA (TTM)

AXP:

$8.65B

DECK:

$1.11B

Returns By Period

In the year-to-date period, AXP achieves a -9.42% return, which is significantly higher than DECK's -45.52% return. Over the past 10 years, AXP has underperformed DECK with an annualized return of 14.89%, while DECK has yielded a comparatively higher 24.42% annualized return.


AXP

YTD

-9.42%

1M

-3.96%

6M

-0.42%

1Y

13.06%

5Y*

28.07%

10Y*

14.89%

DECK

YTD

-45.52%

1M

-10.02%

6M

-27.22%

1Y

-22.05%

5Y*

37.17%

10Y*

24.42%

*Annualized

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Risk-Adjusted Performance

AXP vs. DECK — Risk-Adjusted Performance Rank

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

AXP
The Risk-Adjusted Performance Rank of AXP is 7070
Overall Rank
The Sharpe Ratio Rank of AXP is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of AXP is 6464
Sortino Ratio Rank
The Omega Ratio Rank of AXP is 6464
Omega Ratio Rank
The Calmar Ratio Rank of AXP is 7575
Calmar Ratio Rank
The Martin Ratio Rank of AXP is 7373
Martin Ratio Rank

DECK
The Risk-Adjusted Performance Rank of DECK is 3232
Overall Rank
The Sharpe Ratio Rank of DECK is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of DECK is 3131
Sortino Ratio Rank
The Omega Ratio Rank of DECK is 3232
Omega Ratio Rank
The Calmar Ratio Rank of DECK is 3232
Calmar Ratio Rank
The Martin Ratio Rank of DECK is 3535
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.

AXP vs. DECK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Express Company (AXP) 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 chart of Sharpe ratio for AXP, currently valued at 0.51, compared to the broader market-2.00-1.000.001.002.003.00
AXP: 0.51
DECK: -0.37
The chart of Sortino ratio for AXP, currently valued at 0.91, compared to the broader market-6.00-4.00-2.000.002.004.00
AXP: 0.91
DECK: -0.21
The chart of Omega ratio for AXP, currently valued at 1.13, compared to the broader market0.501.001.502.00
AXP: 1.13
DECK: 0.97
The chart of Calmar ratio for AXP, currently valued at 0.56, compared to the broader market0.001.002.003.004.005.00
AXP: 0.56
DECK: -0.33
The chart of Martin ratio for AXP, currently valued at 1.92, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
AXP: 1.92
DECK: -0.79

The current AXP Sharpe Ratio is 0.51, which is higher than the DECK Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of AXP 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 Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.51
-0.37
AXP
DECK

Dividends

AXP vs. DECK - Dividend Comparison

AXP's dividend yield for the trailing twelve months is around 1.09%, while DECK has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
AXP
American Express Company
1.09%0.91%1.24%1.35%1.05%1.42%1.29%1.51%1.32%1.61%1.58%1.05%
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

AXP vs. DECK - Drawdown Comparison

The maximum AXP drawdown since its inception was -83.91%, smaller than the maximum DECK drawdown of -94.36%. Use the drawdown chart below to compare losses from any high point for AXP and DECK. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.69%
-50.41%
AXP
DECK

Volatility

AXP vs. DECK - Volatility Comparison

The current volatility for American Express Company (AXP) is 20.67%, while Deckers Outdoor Corporation (DECK) has a volatility of 24.78%. This indicates that AXP 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%NovemberDecember2025FebruaryMarchApril
20.67%
24.78%
AXP
DECK

Financials

AXP vs. DECK - Financials Comparison

This section allows you to compare key financial metrics between American Express Company 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