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

Correlation

The correlation between COLM and PVH is 0.46, 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.


-0.50.00.51.00.5

Performance

COLM vs. PVH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Sportswear Company (COLM) and PVH Corp. (PVH). 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%
880.87%
COLM
PVH

Key characteristics

Sharpe Ratio

COLM:

0.42

PVH:

-0.27

Sortino Ratio

COLM:

0.76

PVH:

-0.11

Omega Ratio

COLM:

1.09

PVH:

0.98

Calmar Ratio

COLM:

0.32

PVH:

-0.23

Martin Ratio

COLM:

1.74

PVH:

-0.46

Ulcer Index

COLM:

5.87%

PVH:

22.30%

Daily Std Dev

COLM:

24.08%

PVH:

37.30%

Max Drawdown

COLM:

-63.18%

PVH:

-84.98%

Current Drawdown

COLM:

-18.02%

PVH:

-35.51%

Fundamentals

Market Cap

COLM:

$5.19B

PVH:

$6.11B

EPS

COLM:

$3.57

PVH:

$12.21

PE Ratio

COLM:

25.41

PVH:

9.00

PEG Ratio

COLM:

2.66

PVH:

0.60

Total Revenue (TTM)

COLM:

$3.33B

PVH:

$8.77B

Gross Profit (TTM)

COLM:

$1.66B

PVH:

$5.27B

EBITDA (TTM)

COLM:

$334.32M

PVH:

$1.19B

Returns By Period

In the year-to-date period, COLM achieves a 12.67% return, which is significantly higher than PVH's -11.89% return. Over the past 10 years, COLM has outperformed PVH with an annualized return of 8.13%, while PVH has yielded a comparatively lower -1.47% annualized return.


COLM

YTD

12.67%

1M

10.25%

6M

6.46%

1Y

9.30%

5Y*

-1.58%

10Y*

8.13%

PVH

YTD

-11.89%

1M

11.42%

6M

-6.03%

1Y

-11.61%

5Y*

0.56%

10Y*

-1.47%

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Risk-Adjusted Performance

COLM vs. PVH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Sportswear Company (COLM) and PVH Corp. (PVH). 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-4.00-2.000.002.000.42-0.27
The chart of Sortino ratio for COLM, currently valued at 0.76, compared to the broader market-4.00-2.000.002.004.000.76-0.11
The chart of Omega ratio for COLM, currently valued at 1.09, compared to the broader market0.501.001.502.001.090.98
The chart of Calmar ratio for COLM, currently valued at 0.32, compared to the broader market0.002.004.006.000.32-0.23
The chart of Martin ratio for COLM, currently valued at 1.74, compared to the broader market-5.000.005.0010.0015.0020.0025.001.74-0.46
COLM
PVH

The current COLM Sharpe Ratio is 0.42, which is higher than the PVH Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of COLM and PVH, 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
-0.27
COLM
PVH

Dividends

COLM vs. PVH - Dividend Comparison

COLM's dividend yield for the trailing twelve months is around 1.36%, more than PVH's 0.14% 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%
PVH
PVH Corp.
0.14%0.12%0.22%0.04%0.04%0.14%0.16%0.11%0.17%0.21%0.12%0.11%

Drawdowns

COLM vs. PVH - Drawdown Comparison

The maximum COLM drawdown since its inception was -63.18%, smaller than the maximum PVH drawdown of -84.98%. Use the drawdown chart below to compare losses from any high point for COLM and PVH. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-18.02%
-35.51%
COLM
PVH

Volatility

COLM vs. PVH - Volatility Comparison

The current volatility for Columbia Sportswear Company (COLM) is 8.05%, while PVH Corp. (PVH) has a volatility of 10.44%. This indicates that COLM experiences smaller price fluctuations and is considered to be less risky than PVH 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%JulyAugustSeptemberOctoberNovemberDecember
8.05%
10.44%
COLM
PVH

Financials

COLM vs. PVH - Financials Comparison

This section allows you to compare key financial metrics between Columbia Sportswear Company and PVH Corp.. 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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