BKE vs. WEYS

In the year-to-date period, BKE achieves a 10.48% return, which is significantly lower than WEYS's 27.17% return. Over the past 10 years, BKE has outperformed WEYS with an annualized return of 9.84%, while WEYS has yielded a comparatively lower 6.98% annualized return.

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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.

The current BKE Sharpe Ratio is 1.56, which is comparable to the WEYS Sharpe Ratio of 1.31. 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.

BKE's dividend yield for the trailing twelve months is around 8.16%, more than WEYS's 2.62% yield.

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. For additional features, visit the drawdowns tool.

The current volatility for The Buckle, Inc. (BKE) is 8.65%, while Weyco Group, Inc. (WEYS) has a volatility of 19.79%. 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.

This section allows you to compare key financial metrics between The Buckle, Inc. and Weyco Group, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.