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BOO.L vs. ASC.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


BOO.LASC.L
YTD Return-11.68%-12.52%
1Y Return-12.51%-13.40%
3Y Return (Ann)-51.63%-57.56%
5Y Return (Ann)-31.53%-36.45%
10Y Return (Ann)-2.30%-20.83%
Sharpe Ratio-0.42-0.38
Daily Std Dev42.66%47.64%
Max Drawdown-92.93%-95.80%
Current Drawdown-91.27%-95.18%

Fundamentals


BOO.LASC.L
Market Cap£446.64M£419.10M
EPS-£0.07-£1.99
PEG Ratio0.000.63
Revenue (TTM)£1.62B£3.21B
Gross Profit (TTM)£895.20M£1.72B
EBITDA (TTM)-£5.90M-£170.50M

Correlation

-0.50.00.51.00.5

The correlation between BOO.L and ASC.L is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

BOO.L vs. ASC.L - Performance Comparison

In the year-to-date period, BOO.L achieves a -11.68% return, which is significantly higher than ASC.L's -12.52% return. Over the past 10 years, BOO.L has outperformed ASC.L with an annualized return of -2.30%, while ASC.L has yielded a comparatively lower -20.83% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%December2024FebruaryMarchAprilMay
-60.55%
-95.53%
BOO.L
ASC.L

Compare stocks, funds, or ETFs

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


Boohoo.com plc

ASOS plc

Risk-Adjusted Performance

BOO.L vs. ASC.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Boohoo.com plc (BOO.L) and ASOS plc (ASC.L). 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.


BOO.L
Sharpe ratio
The chart of Sharpe ratio for BOO.L, currently valued at -0.36, compared to the broader market-2.00-1.000.001.002.003.004.00-0.36
Sortino ratio
The chart of Sortino ratio for BOO.L, currently valued at -0.27, compared to the broader market-4.00-2.000.002.004.006.00-0.27
Omega ratio
The chart of Omega ratio for BOO.L, currently valued at 0.97, compared to the broader market0.501.001.502.000.97
Calmar ratio
The chart of Calmar ratio for BOO.L, currently valued at -0.17, compared to the broader market0.002.004.006.00-0.17
Martin ratio
The chart of Martin ratio for BOO.L, currently valued at -0.80, compared to the broader market-10.000.0010.0020.0030.00-0.80
ASC.L
Sharpe ratio
The chart of Sharpe ratio for ASC.L, currently valued at -0.33, compared to the broader market-2.00-1.000.001.002.003.004.00-0.33
Sortino ratio
The chart of Sortino ratio for ASC.L, currently valued at -0.18, compared to the broader market-4.00-2.000.002.004.006.00-0.18
Omega ratio
The chart of Omega ratio for ASC.L, currently valued at 0.98, compared to the broader market0.501.001.502.000.98
Calmar ratio
The chart of Calmar ratio for ASC.L, currently valued at -0.17, compared to the broader market0.002.004.006.00-0.17
Martin ratio
The chart of Martin ratio for ASC.L, currently valued at -0.98, compared to the broader market-10.000.0010.0020.0030.00-0.98

BOO.L vs. ASC.L - Sharpe Ratio Comparison

The current BOO.L Sharpe Ratio is -0.42, which roughly equals the ASC.L Sharpe Ratio of -0.38. The chart below compares the 12-month rolling Sharpe Ratio of BOO.L and ASC.L.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50December2024FebruaryMarchAprilMay
-0.36
-0.33
BOO.L
ASC.L

Dividends

BOO.L vs. ASC.L - Dividend Comparison

Neither BOO.L nor ASC.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BOO.L vs. ASC.L - Drawdown Comparison

The maximum BOO.L drawdown since its inception was -92.93%, roughly equal to the maximum ASC.L drawdown of -95.80%. Use the drawdown chart below to compare losses from any high point for BOO.L and ASC.L. For additional features, visit the drawdowns tool.


-96.00%-95.00%-94.00%-93.00%-92.00%-91.00%-90.00%December2024FebruaryMarchAprilMay
-91.18%
-95.61%
BOO.L
ASC.L

Volatility

BOO.L vs. ASC.L - Volatility Comparison

The current volatility for Boohoo.com plc (BOO.L) is 7.44%, while ASOS plc (ASC.L) has a volatility of 8.39%. This indicates that BOO.L experiences smaller price fluctuations and is considered to be less risky than ASC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%20.00%December2024FebruaryMarchAprilMay
7.44%
8.39%
BOO.L
ASC.L

Financials

BOO.L vs. ASC.L - Financials Comparison

This section allows you to compare key financial metrics between Boohoo.com plc and ASOS plc. 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 GBp except per share items