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COLM vs. MODG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between COLM and MODG is 0.48, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

COLM vs. MODG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Sportswear Company (COLM) and Callaway Golf Company (MODG). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%NovemberDecember2025FebruaryMarchApril
1,058.39%
-70.35%
COLM
MODG

Key characteristics

Sharpe Ratio

COLM:

-0.51

MODG:

-1.12

Sortino Ratio

COLM:

-0.53

MODG:

-1.90

Omega Ratio

COLM:

0.93

MODG:

0.78

Calmar Ratio

COLM:

-0.39

MODG:

-0.69

Martin Ratio

COLM:

-1.65

MODG:

-1.39

Ulcer Index

COLM:

10.26%

MODG:

42.02%

Daily Std Dev

COLM:

33.20%

MODG:

52.56%

Max Drawdown

COLM:

-63.18%

MODG:

-85.06%

Current Drawdown

COLM:

-39.76%

MODG:

-82.01%

Fundamentals

Market Cap

COLM:

$3.64B

MODG:

$1.26B

EPS

COLM:

$3.82

MODG:

-$7.88

PEG Ratio

COLM:

2.66

MODG:

0.67

PS Ratio

COLM:

1.08

MODG:

0.30

PB Ratio

COLM:

2.00

MODG:

0.51

Total Revenue (TTM)

COLM:

$2.60B

MODG:

$3.10B

Gross Profit (TTM)

COLM:

$1.30B

MODG:

$2.06B

EBITDA (TTM)

COLM:

$240.13M

MODG:

-$1.18B

Returns By Period

In the year-to-date period, COLM achieves a -22.68% return, which is significantly lower than MODG's -14.63% return. Over the past 10 years, COLM has outperformed MODG with an annualized return of 1.47%, while MODG has yielded a comparatively lower -3.46% annualized return.


COLM

YTD

-22.68%

1M

-14.13%

6M

-13.37%

1Y

-17.99%

5Y*

-1.94%

10Y*

1.47%

MODG

YTD

-14.63%

1M

2.76%

6M

-31.60%

1Y

-57.67%

5Y*

-13.47%

10Y*

-3.46%

*Annualized

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Risk-Adjusted Performance

COLM vs. MODG — Risk-Adjusted Performance Rank

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

COLM
The Risk-Adjusted Performance Rank of COLM is 2020
Overall Rank
The Sharpe Ratio Rank of COLM is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of COLM is 2323
Sortino Ratio Rank
The Omega Ratio Rank of COLM is 2323
Omega Ratio Rank
The Calmar Ratio Rank of COLM is 2727
Calmar Ratio Rank
The Martin Ratio Rank of COLM is 55
Martin Ratio Rank

MODG
The Risk-Adjusted Performance Rank of MODG is 77
Overall Rank
The Sharpe Ratio Rank of MODG is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of MODG is 33
Sortino Ratio Rank
The Omega Ratio Rank of MODG is 55
Omega Ratio Rank
The Calmar Ratio Rank of MODG is 1010
Calmar Ratio Rank
The Martin Ratio Rank of MODG is 1212
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.

COLM vs. MODG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Sportswear Company (COLM) and Callaway Golf Company (MODG). 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 chart of Sharpe ratio for COLM, currently valued at -0.51, compared to the broader market-2.00-1.000.001.002.003.00
COLM: -0.51
MODG: -1.12
The chart of Sortino ratio for COLM, currently valued at -0.53, compared to the broader market-6.00-4.00-2.000.002.004.00
COLM: -0.53
MODG: -1.90
The chart of Omega ratio for COLM, currently valued at 0.93, compared to the broader market0.501.001.502.00
COLM: 0.93
MODG: 0.78
The chart of Calmar ratio for COLM, currently valued at -0.39, compared to the broader market0.001.002.003.004.005.00
COLM: -0.39
MODG: -0.69
The chart of Martin ratio for COLM, currently valued at -1.65, compared to the broader market-5.000.005.0010.0015.0020.00
COLM: -1.65
MODG: -1.39

The current COLM Sharpe Ratio is -0.51, which is higher than the MODG Sharpe Ratio of -1.12. The chart below compares the historical Sharpe Ratios of COLM and MODG, 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-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.51
-1.12
COLM
MODG

Dividends

COLM vs. MODG - Dividend Comparison

COLM's dividend yield for the trailing twelve months is around 1.86%, while MODG has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
COLM
Columbia Sportswear Company
1.86%1.43%1.51%1.37%1.07%0.30%0.96%1.07%1.02%1.18%1.27%1.28%
MODG
Callaway Golf Company
0.00%0.00%0.00%0.00%0.00%0.08%0.19%0.26%0.29%0.36%0.42%0.52%

Drawdowns

COLM vs. MODG - Drawdown Comparison

The maximum COLM drawdown since its inception was -63.18%, smaller than the maximum MODG drawdown of -85.06%. Use the drawdown chart below to compare losses from any high point for COLM and MODG. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%NovemberDecember2025FebruaryMarchApril
-39.76%
-82.01%
COLM
MODG

Volatility

COLM vs. MODG - Volatility Comparison

The current volatility for Columbia Sportswear Company (COLM) is 22.08%, while Callaway Golf Company (MODG) has a volatility of 23.81%. This indicates that COLM experiences smaller price fluctuations and is considered to be less risky than MODG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
22.08%
23.81%
COLM
MODG

Financials

COLM vs. MODG - Financials Comparison

This section allows you to compare key financial metrics between Columbia Sportswear Company and Callaway Golf Company. 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