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BKE vs. WEYS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BKE and WEYS is 0.22, 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.


-0.50.00.51.00.2

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.

0.00%5,000.00%10,000.00%15,000.00%JulyAugustSeptemberOctoberNovemberDecember
14,021.60%
2,502.57%
BKE
WEYS

Key characteristics

Sharpe Ratio

BKE:

0.64

WEYS:

0.53

Sortino Ratio

BKE:

1.08

WEYS:

1.09

Omega Ratio

BKE:

1.13

WEYS:

1.13

Calmar Ratio

BKE:

1.01

WEYS:

1.11

Martin Ratio

BKE:

1.75

WEYS:

2.48

Ulcer Index

BKE:

11.63%

WEYS:

8.00%

Daily Std Dev

BKE:

31.93%

WEYS:

37.57%

Max Drawdown

BKE:

-71.08%

WEYS:

-57.92%

Current Drawdown

BKE:

-6.80%

WEYS:

-9.39%

Fundamentals

Market Cap

BKE:

$2.63B

WEYS:

$348.53M

EPS

BKE:

$3.94

WEYS:

$3.02

PE Ratio

BKE:

13.14

WEYS:

12.07

PEG Ratio

BKE:

48.30

WEYS:

0.00

Total Revenue (TTM)

BKE:

$1.22B

WEYS:

$290.41M

Gross Profit (TTM)

BKE:

$593.48M

WEYS:

$133.56M

EBITDA (TTM)

BKE:

$258.71M

WEYS:

$41.83M

Returns By Period

In the year-to-date period, BKE achieves a 16.54% return, which is significantly lower than WEYS's 21.59% return. Over the past 10 years, BKE has outperformed WEYS with an annualized return of 10.16%, while WEYS has yielded a comparatively lower 6.24% annualized return.


BKE

YTD

16.54%

1M

6.67%

6M

37.85%

1Y

20.89%

5Y*

26.41%

10Y*

10.16%

WEYS

YTD

21.59%

1M

4.46%

6M

28.08%

1Y

19.80%

5Y*

11.37%

10Y*

6.24%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

BKE vs. WEYS - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for BKE, currently valued at 0.65, compared to the broader market-4.00-2.000.002.000.650.53
The chart of Sortino ratio for BKE, currently valued at 1.10, compared to the broader market-4.00-2.000.002.004.001.101.09
The chart of Omega ratio for BKE, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.13
The chart of Calmar ratio for BKE, currently valued at 1.03, compared to the broader market0.002.004.006.001.031.11
The chart of Martin ratio for BKE, currently valued at 1.80, compared to the broader market0.0010.0020.001.802.48
BKE
WEYS

The current BKE Sharpe Ratio is 0.64, which is comparable to the WEYS Sharpe Ratio of 0.53. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.65
0.53
BKE
WEYS

Dividends

BKE vs. WEYS - Dividend Comparison

BKE's dividend yield for the trailing twelve months is around 7.74%, more than WEYS's 2.79% yield.


TTM20232022202120202019201820172016201520142013
BKE
The Buckle, Inc.
7.74%8.52%2.32%16.52%14.21%7.40%14.22%7.37%8.77%11.99%3.96%1.11%
WEYS
Weyco Group, Inc.
2.79%3.16%4.54%4.01%6.06%3.59%3.12%2.93%2.65%2.95%2.53%1.83%

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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.80%
-9.39%
BKE
WEYS

Volatility

BKE vs. WEYS - Volatility Comparison

The current volatility for The Buckle, Inc. (BKE) is 9.61%, while Weyco Group, Inc. (WEYS) has a volatility of 10.28%. 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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.61%
10.28%
BKE
WEYS

Financials

BKE vs. WEYS - Financials Comparison

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.


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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