COLM vs. SKX

In the year-to-date period, COLM achieves a 11.84% return, which is significantly higher than SKX's 7.12% return. Over the past 10 years, COLM has underperformed SKX with an annualized return of 8.14%, while SKX has yielded a comparatively higher 13.69% annualized return.

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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 0.30, which is higher 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.

COLM's dividend yield for the trailing twelve months is around 1.37%, while SKX has not paid dividends to shareholders.

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.

The current volatility for Columbia Sportswear Company (COLM) is 8.06%, while Skechers U.S.A., Inc. (SKX) has a volatility of 9.25%. 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.

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.