PortfoliosLab logo
COLM vs. SKX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between COLM and SKX 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

COLM vs. SKX - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

COLM:

-0.64

SKX:

-0.18

Sortino Ratio

COLM:

-0.76

SKX:

0.05

Omega Ratio

COLM:

0.90

SKX:

1.01

Calmar Ratio

COLM:

-0.50

SKX:

-0.22

Martin Ratio

COLM:

-1.71

SKX:

-0.51

Ulcer Index

COLM:

13.03%

SKX:

17.92%

Daily Std Dev

COLM:

34.59%

SKX:

47.79%

Max Drawdown

COLM:

-63.18%

SKX:

-86.73%

Current Drawdown

COLM:

-39.24%

SKX:

-20.69%

Fundamentals

Market Cap

COLM:

$3.54B

SKX:

$9.28B

EPS

COLM:

$3.86

SKX:

$4.17

PE Ratio

COLM:

16.77

SKX:

14.87

PEG Ratio

COLM:

2.66

SKX:

1.19

PS Ratio

COLM:

1.05

SKX:

1.02

PB Ratio

COLM:

2.13

SKX:

2.06

Total Revenue (TTM)

COLM:

$3.38B

SKX:

$9.13B

Gross Profit (TTM)

COLM:

$1.70B

SKX:

$4.79B

EBITDA (TTM)

COLM:

$316.37M

SKX:

$1.01B

Returns By Period

In the year-to-date period, COLM achieves a -22.01% return, which is significantly lower than SKX's -7.72% return. Over the past 10 years, COLM has underperformed SKX with an annualized return of 2.62%, while SKX has yielded a comparatively higher 5.94% annualized return.


COLM

YTD

-22.01%

1M

1.37%

6M

-19.18%

1Y

-21.94%

3Y*

-2.88%

5Y*

-0.03%

10Y*

2.62%

SKX

YTD

-7.72%

1M

29.19%

6M

1.70%

1Y

-8.55%

3Y*

19.51%

5Y*

16.22%

10Y*

5.94%

*Annualized

Compare stocks, funds, or ETFs

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


Columbia Sportswear Company

Skechers U.S.A., Inc.

Risk-Adjusted Performance

COLM vs. SKX — 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 1515
Overall Rank
The Sharpe Ratio Rank of COLM is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of COLM is 1717
Sortino Ratio Rank
The Omega Ratio Rank of COLM is 1818
Omega Ratio Rank
The Calmar Ratio Rank of COLM is 1919
Calmar Ratio Rank
The Martin Ratio Rank of COLM is 33
Martin Ratio Rank

SKX
The Risk-Adjusted Performance Rank of SKX is 4040
Overall Rank
The Sharpe Ratio Rank of SKX is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of SKX is 3838
Sortino Ratio Rank
The Omega Ratio Rank of SKX is 3838
Omega Ratio Rank
The Calmar Ratio Rank of SKX is 3838
Calmar Ratio Rank
The Martin Ratio Rank of SKX is 4242
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. SKX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Sportswear Company (COLM) and Skechers U.S.A., Inc. (SKX). 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 COLM Sharpe Ratio is -0.64, which is lower than the SKX Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of COLM and SKX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

COLM vs. SKX - Dividend Comparison

COLM's dividend yield for the trailing twelve months is around 1.85%, while SKX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
COLM
Columbia Sportswear Company
1.85%1.43%1.51%1.37%1.07%0.30%0.96%1.07%1.02%1.18%1.27%1.28%
SKX
Skechers U.S.A., Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

COLM vs. SKX - Drawdown Comparison

The maximum COLM drawdown since its inception was -63.18%, smaller than the maximum SKX drawdown of -86.73%. Use the drawdown chart below to compare losses from any high point for COLM and SKX. For additional features, visit the drawdowns tool.


Loading data...

Volatility

COLM vs. SKX - Volatility Comparison

The current volatility for Columbia Sportswear Company (COLM) is 11.16%, while Skechers U.S.A., Inc. (SKX) has a volatility of 23.07%. This indicates that COLM experiences smaller price fluctuations and is considered to be less risky than SKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

COLM vs. SKX - Financials Comparison

This section allows you to compare key financial metrics between Columbia Sportswear Company and Skechers U.S.A., 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


500.00M1.00B1.50B2.00B2.50B20212022202320242025
778.45M
2.41B
(COLM) Total Revenue
(SKX) Total Revenue
Values in USD except per share items

COLM vs. SKX - Profitability Comparison

The chart below illustrates the profitability comparison between Columbia Sportswear Company and Skechers U.S.A., Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

44.0%46.0%48.0%50.0%52.0%54.0%20212022202320242025
50.9%
52.0%
(COLM) Gross Margin
(SKX) Gross Margin
COLM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Columbia Sportswear Company reported a gross profit of 396.06M and revenue of 778.45M. Therefore, the gross margin over that period was 50.9%.

SKX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Skechers U.S.A., Inc. reported a gross profit of 1.25B and revenue of 2.41B. Therefore, the gross margin over that period was 52.0%.

COLM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Columbia Sportswear Company reported an operating income of 46.51M and revenue of 778.45M, resulting in an operating margin of 6.0%.

SKX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Skechers U.S.A., Inc. reported an operating income of 265.13M and revenue of 2.41B, resulting in an operating margin of 11.0%.

COLM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Columbia Sportswear Company reported a net income of 42.25M and revenue of 778.45M, resulting in a net margin of 5.4%.

SKX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Skechers U.S.A., Inc. reported a net income of 202.44M and revenue of 2.41B, resulting in a net margin of 8.4%.