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

Correlation

The correlation between COLM and OXM is 0.44, 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.


-0.50.00.51.00.4

Performance

COLM vs. OXM - Performance Comparison

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

800.00%1,000.00%1,200.00%1,400.00%1,600.00%JulyAugustSeptemberOctoberNovemberDecember
1,476.46%
863.03%
COLM
OXM

Key characteristics

Sharpe Ratio

COLM:

0.42

OXM:

-0.53

Sortino Ratio

COLM:

0.76

OXM:

-0.59

Omega Ratio

COLM:

1.09

OXM:

0.93

Calmar Ratio

COLM:

0.32

OXM:

-0.46

Martin Ratio

COLM:

1.74

OXM:

-1.01

Ulcer Index

COLM:

5.87%

OXM:

17.16%

Daily Std Dev

COLM:

24.08%

OXM:

32.56%

Max Drawdown

COLM:

-63.18%

OXM:

-93.57%

Current Drawdown

COLM:

-18.02%

OXM:

-30.16%

Fundamentals

Market Cap

COLM:

$5.19B

OXM:

$1.34B

EPS

COLM:

$3.57

OXM:

$0.94

PE Ratio

COLM:

25.41

OXM:

90.79

PEG Ratio

COLM:

2.66

OXM:

1.76

Total Revenue (TTM)

COLM:

$3.33B

OXM:

$1.53B

Gross Profit (TTM)

COLM:

$1.66B

OXM:

$957.50M

EBITDA (TTM)

COLM:

$334.32M

OXM:

$85.15M

Returns By Period

In the year-to-date period, COLM achieves a 12.67% return, which is significantly higher than OXM's -16.63% return. Over the past 10 years, COLM has outperformed OXM with an annualized return of 8.13%, while OXM has yielded a comparatively lower 6.01% annualized return.


COLM

YTD

12.67%

1M

10.25%

6M

6.46%

1Y

9.30%

5Y*

-1.58%

10Y*

8.13%

OXM

YTD

-16.63%

1M

8.52%

6M

-18.12%

1Y

-17.52%

5Y*

3.34%

10Y*

6.01%

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Risk-Adjusted Performance

COLM vs. OXM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Sportswear Company (COLM) and Oxford Industries, Inc. (OXM). 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 COLM, currently valued at 0.42, compared to the broader market-4.00-2.000.002.000.42-0.53
The chart of Sortino ratio for COLM, currently valued at 0.76, compared to the broader market-4.00-2.000.002.004.000.76-0.59
The chart of Omega ratio for COLM, currently valued at 1.09, compared to the broader market0.501.001.502.001.090.93
The chart of Calmar ratio for COLM, currently valued at 0.32, compared to the broader market0.002.004.006.000.32-0.46
The chart of Martin ratio for COLM, currently valued at 1.74, compared to the broader market-5.000.005.0010.0015.0020.0025.001.74-1.01
COLM
OXM

The current COLM Sharpe Ratio is 0.42, which is higher than the OXM Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of COLM and OXM, 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-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.42
-0.53
COLM
OXM

Dividends

COLM vs. OXM - Dividend Comparison

COLM's dividend yield for the trailing twelve months is around 1.36%, less than OXM's 3.28% yield.


TTM20232022202120202019201820172016201520142013
COLM
Columbia Sportswear Company
1.36%1.51%1.37%1.07%0.30%0.96%1.07%1.02%1.18%1.27%1.28%1.16%
OXM
Oxford Industries, Inc.
3.28%2.50%2.22%1.44%1.71%1.92%1.82%1.44%1.76%1.50%1.47%0.86%

Drawdowns

COLM vs. OXM - Drawdown Comparison

The maximum COLM drawdown since its inception was -63.18%, smaller than the maximum OXM drawdown of -93.57%. Use the drawdown chart below to compare losses from any high point for COLM and OXM. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-18.02%
-30.16%
COLM
OXM

Volatility

COLM vs. OXM - Volatility Comparison

The current volatility for Columbia Sportswear Company (COLM) is 8.05%, while Oxford Industries, Inc. (OXM) has a volatility of 15.52%. This indicates that COLM experiences smaller price fluctuations and is considered to be less risky than OXM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
8.05%
15.52%
COLM
OXM

Financials

COLM vs. OXM - Financials Comparison

This section allows you to compare key financial metrics between Columbia Sportswear Company and Oxford Industries, 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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