PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BNZI vs. DECK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BNZI and DECK is 0.07, 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.


-0.50.00.51.00.1

Performance

BNZI vs. DECK - Performance Comparison

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

-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%SeptemberOctoberNovemberDecember2025February
-76.03%
-4.41%
BNZI
DECK

Key characteristics

Sharpe Ratio

BNZI:

-0.46

DECK:

0.12

Sortino Ratio

BNZI:

-1.92

DECK:

0.46

Omega Ratio

BNZI:

0.81

DECK:

1.07

Calmar Ratio

BNZI:

-0.98

DECK:

0.16

Martin Ratio

BNZI:

-1.14

DECK:

0.42

Ulcer Index

BNZI:

85.66%

DECK:

12.12%

Daily Std Dev

BNZI:

215.31%

DECK:

42.18%

Max Drawdown

BNZI:

-99.78%

DECK:

-94.36%

Current Drawdown

BNZI:

-99.74%

DECK:

-31.63%

Fundamentals

Market Cap

BNZI:

$13.57M

DECK:

$23.15B

EPS

BNZI:

-$6.98

DECK:

$6.16

Total Revenue (TTM)

BNZI:

$3.23M

DECK:

$4.92B

Gross Profit (TTM)

BNZI:

$2.18M

DECK:

$2.83B

EBITDA (TTM)

BNZI:

-$20.91M

DECK:

$1.24B

Returns By Period

In the year-to-date period, BNZI achieves a -4.58% return, which is significantly higher than DECK's -24.89% return.


BNZI

YTD

-4.58%

1M

-0.00%

6M

-76.26%

1Y

-96.99%

5Y*

N/A

10Y*

N/A

DECK

YTD

-24.89%

1M

-27.33%

6M

-4.41%

1Y

6.35%

5Y*

36.47%

10Y*

28.34%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BNZI vs. DECK — Risk-Adjusted Performance Rank

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

BNZI
The Risk-Adjusted Performance Rank of BNZI is 1010
Overall Rank
The Sharpe Ratio Rank of BNZI is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of BNZI is 22
Sortino Ratio Rank
The Omega Ratio Rank of BNZI is 55
Omega Ratio Rank
The Calmar Ratio Rank of BNZI is 11
Calmar Ratio Rank
The Martin Ratio Rank of BNZI is 1717
Martin Ratio Rank

DECK
The Risk-Adjusted Performance Rank of DECK is 4949
Overall Rank
The Sharpe Ratio Rank of DECK is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of DECK is 4444
Sortino Ratio Rank
The Omega Ratio Rank of DECK is 4545
Omega Ratio Rank
The Calmar Ratio Rank of DECK is 5353
Calmar Ratio Rank
The Martin Ratio Rank of DECK is 5151
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.

BNZI vs. DECK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Banzai International Inc (BNZI) 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.


Sharpe ratio
The chart of Sharpe ratio for BNZI, currently valued at -0.46, compared to the broader market-2.000.002.00-0.460.12
The chart of Sortino ratio for BNZI, currently valued at -1.92, compared to the broader market-4.00-2.000.002.004.006.00-1.920.46
The chart of Omega ratio for BNZI, currently valued at 0.81, compared to the broader market0.501.001.502.000.811.07
The chart of Calmar ratio for BNZI, currently valued at -0.98, compared to the broader market0.002.004.006.00-0.980.16
The chart of Martin ratio for BNZI, currently valued at -1.14, compared to the broader market0.0010.0020.0030.00-1.140.42
BNZI
DECK

The current BNZI Sharpe Ratio is -0.46, which is lower than the DECK Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of BNZI 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-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.46
0.12
BNZI
DECK

Dividends

BNZI vs. DECK - Dividend Comparison

Neither BNZI nor DECK has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BNZI vs. DECK - Drawdown Comparison

The maximum BNZI drawdown since its inception was -99.78%, which is greater than DECK's maximum drawdown of -94.36%. Use the drawdown chart below to compare losses from any high point for BNZI and DECK. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-99.74%
-31.63%
BNZI
DECK

Volatility

BNZI vs. DECK - Volatility Comparison

Banzai International Inc (BNZI) has a higher volatility of 58.24% compared to Deckers Outdoor Corporation (DECK) at 24.41%. This indicates that BNZI'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.


0.00%20.00%40.00%60.00%80.00%100.00%120.00%140.00%SeptemberOctoberNovemberDecember2025February
58.24%
24.41%
BNZI
DECK

Financials

BNZI vs. DECK - Financials Comparison

This section allows you to compare key financial metrics between Banzai International Inc 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab