CATO vs. ZUMZ

The year-to-date returns for both stocks are quite close, with CATO having a -34.36% return and ZUMZ slightly lower at -34.85%. Over the past 10 years, CATO has underperformed ZUMZ with an annualized return of -18.68%, while ZUMZ has yielded a comparatively higher -8.20% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for The Cato Corporation (CATO) and Zumiez Inc. (ZUMZ). 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 CATO Sharpe Ratio is -0.77, which is comparable to the ZUMZ Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of CATO and ZUMZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CATO's dividend yield for the trailing twelve months is around 13.28%, while ZUMZ has not paid dividends to shareholders.

The maximum CATO drawdown since its inception was -95.25%, which is greater than ZUMZ's maximum drawdown of -88.06%. Use the drawdown chart below to compare losses from any high point for CATO and ZUMZ.

The Cato Corporation (CATO) has a higher volatility of 27.40% compared to Zumiez Inc. (ZUMZ) at 17.52%. This indicates that CATO's price experiences larger fluctuations and is considered to be riskier than ZUMZ 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 Cato Corporation and Zumiez 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.