BKE vs. WEYS

Last updated Apr 2, 2026

Compare and contrast key facts about The Buckle, Inc. (BKE) and Weyco Group, Inc. (WEYS).

Performance

BKE vs. WEYS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Buckle, Inc. (BKE) and Weyco Group, Inc. (WEYS). The values are adjusted to include any dividend payments, if applicable.

BKE vs. WEYS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BKE The Buckle, Inc.	1.28%	13.95%	17.49%	15.02%	10.91%	49.40%	25.01%	55.19%	-7.63%	15.42%
WEYS Weyco Group, Inc.	6.09%	-10.53%	30.36%	53.99%	-8.27%	57.52%	-36.88%	-5.99%	0.80%	-1.96%

Fundamentals

Market Cap BKE : $2.59B WEYS : $307.90M
EPS BKE : $4.14 WEYS : $2.42
PE Ratio BKE : 12.29 WEYS : 13.33
PS Ratio BKE : 1.99 WEYS : 1.11
PB Ratio BKE : 6.10 WEYS : 1.29
Total Revenue (TTM) BKE : $1.30B WEYS : $276.17M
Gross Profit (TTM) BKE : $635.86M WEYS : $115.76M
EBITDA (TTM) BKE : $282.89M WEYS : $29.17M

Returns By Period

In the year-to-date period, BKE achieves a 1.28% return, which is significantly lower than WEYS's 6.09% return. Over the past 10 years, BKE has outperformed WEYS with an annualized return of 13.74%, while WEYS has yielded a comparatively lower 6.75% annualized return.

BKE

• 1D: 0.93%
• 1M: -2.70%
• YTD: 1.28%
• 6M: -5.59%
• 1Y: 44.21%
• 3Y*: 23.03%
• 5Y*: 13.90%
• 10Y*: 13.74%

WEYS

• 1D: 0.44%
• 1M: 2.25%
• YTD: 6.09%
• 6M: 13.84%
• 1Y: 17.44%
• 3Y*: 16.39%
• 5Y*: 13.52%
• 10Y*: 6.75%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

BKE vs. WEYS — Risk / Return Rank

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

BKE

BKE Risk / Return Rank: 79
BKE Sharpe Ratio Rank: 82
BKE Sortino Ratio Rank: 77
BKE Omega Ratio Rank: 77
BKE Calmar Ratio Rank: 81
BKE Martin Ratio Rank: 78

WEYS

WEYS Risk / Return Rank: 56
WEYS Sharpe Ratio Rank: 56
WEYS Sortino Ratio Rank: 52
WEYS Omega Ratio Rank: 50
WEYS Calmar Ratio Rank: 61
WEYS Martin Ratio Rank: 59

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BKE vs. WEYS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Buckle, Inc. (BKE) and Weyco Group, Inc. (WEYS). 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.

	BKE	WEYS	Difference
Sharpe ratio Return per unit of total volatility	1.44	0.42	+1.02
Sortino ratio Return per unit of downside risk	2.00	0.90	+1.10
Omega ratio Gain probability vs. loss probability	1.27	1.11	+0.16
Calmar ratio Return relative to maximum drawdown	2.49	0.94	+1.55
Martin ratio Return relative to average drawdown	5.64	1.86	+3.78
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BKE vs. WEYS - Sharpe Ratio Comparison

The current BKE Sharpe Ratio is 1.44, which is higher than the WEYS Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of BKE and WEYS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BKE	WEYS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.44	0.42	+1.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.38	0.37	+0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.31	0.17	+0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.35	0.24	+0.10

Correlation

The correlation between BKE and WEYS is 0.23, 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.

Dividends

BKE vs. WEYS - Dividend Comparison

BKE's dividend yield for the trailing twelve months is around 8.66%, less than WEYS's 9.57% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BKE The Buckle, Inc.	8.66%	7.30%	7.68%	8.52%	2.32%	3.17%	14.21%	7.40%	14.22%	8.42%	8.77%	11.99%
WEYS Weyco Group, Inc.	9.57%	10.04%	8.07%	3.16%	4.54%	4.01%	6.06%	3.59%	3.12%	2.93%	2.65%	2.95%

Drawdowns

BKE vs. WEYS - Drawdown Comparison

The maximum BKE drawdown since its inception was -71.08%, which is greater than WEYS's maximum drawdown of -57.92%. Use the drawdown chart below to compare losses from any high point for BKE and WEYS.

Drawdown Indicators

	BKE	WEYS	Difference
Max Drawdown Largest peak-to-trough decline	-71.08%	-57.92%	-13.16%
Max Drawdown (1Y) Largest decline over 1 year	-17.92%	-16.99%	-0.93%
Max Drawdown (5Y) Largest decline over 5 years	-48.89%	-35.46%	-13.43%
Max Drawdown (10Y) Largest decline over 10 years	-55.52%	-57.92%	+2.40%
Current Drawdown Current decline from peak	-11.57%	-7.80%	-3.77%
Average Drawdown Average peak-to-trough decline	-27.80%	-17.61%	-10.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.90%	8.55%	-0.65%

Volatility

BKE vs. WEYS - Volatility Comparison

The current volatility for The Buckle, Inc. (BKE) is 7.16%, while Weyco Group, Inc. (WEYS) has a volatility of 12.80%. This indicates that BKE experiences smaller price fluctuations and is considered to be less risky than WEYS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BKE	WEYS	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.16%	12.80%	-5.64%
Volatility (6M) Calculated over the trailing 6-month period	19.10%	28.74%	-9.64%
Volatility (1Y) Calculated over the trailing 1-year period	30.90%	41.89%	-10.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.60%	36.31%	+0.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.76%	39.26%	+4.50%

Financials

BKE vs. WEYS - Profitability Comparison

The chart below illustrates the profitability comparison between The Buckle, Inc. and Weyco Group, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

BKE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, The Buckle, Inc. reported a gross profit of 209.97M and revenue of 399.14M. Therefore, the gross margin over that period was 52.6%.

WEYS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Weyco Group, Inc. reported a gross profit of 30.38M and revenue of 76.80M. Therefore, the gross margin over that period was 39.6%.

BKE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, The Buckle, Inc. reported an operating income of 100.64M and revenue of 399.14M, resulting in an operating margin of 25.2%.

WEYS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Weyco Group, Inc. reported an operating income of 10.19M and revenue of 76.80M, resulting in an operating margin of 13.3%.

BKE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, The Buckle, Inc. reported a net income of 80.85M and revenue of 399.14M, resulting in a net margin of 20.3%.

WEYS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Weyco Group, Inc. reported a net income of 8.69M and revenue of 76.80M, resulting in a net margin of 11.3%.