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

Correlation

The correlation between COLM and SKX is 0.42, 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. 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.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
3.88%
6.57%
COLM
SKX

Key characteristics

Sharpe Ratio

COLM:

0.37

SKX:

0.31

Sortino Ratio

COLM:

0.69

SKX:

0.65

Omega Ratio

COLM:

1.08

SKX:

1.09

Calmar Ratio

COLM:

0.27

SKX:

0.49

Martin Ratio

COLM:

1.46

SKX:

0.97

Ulcer Index

COLM:

6.00%

SKX:

10.35%

Daily Std Dev

COLM:

23.82%

SKX:

32.42%

Max Drawdown

COLM:

-63.18%

SKX:

-86.73%

Current Drawdown

COLM:

-23.01%

SKX:

-6.62%

Fundamentals

Market Cap

COLM:

$4.77B

SKX:

$10.76B

EPS

COLM:

$3.57

SKX:

$4.06

PE Ratio

COLM:

23.37

SKX:

17.56

PEG Ratio

COLM:

2.66

SKX:

1.19

Total Revenue (TTM)

COLM:

$2.27B

SKX:

$6.76B

Gross Profit (TTM)

COLM:

$1.13B

SKX:

$3.49B

EBITDA (TTM)

COLM:

$162.56M

SKX:

$838.41M

Returns By Period

In the year-to-date period, COLM achieves a -1.18% return, which is significantly lower than SKX's 3.47% return. Over the past 10 years, COLM has underperformed SKX with an annualized return of 8.25%, while SKX has yielded a comparatively higher 13.86% annualized return.


COLM

YTD

-1.18%

1M

-7.69%

6M

3.88%

1Y

8.37%

5Y*

-1.67%

10Y*

8.25%

SKX

YTD

3.47%

1M

1.96%

6M

6.57%

1Y

10.66%

5Y*

10.72%

10Y*

13.86%

*Annualized

Compare stocks, funds, or ETFs

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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 5959
Overall Rank
The Sharpe Ratio Rank of COLM is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of COLM is 5454
Sortino Ratio Rank
The Omega Ratio Rank of COLM is 5252
Omega Ratio Rank
The Calmar Ratio Rank of COLM is 6161
Calmar Ratio Rank
The Martin Ratio Rank of COLM is 6464
Martin Ratio Rank

SKX
The Risk-Adjusted Performance Rank of SKX is 5858
Overall Rank
The Sharpe Ratio Rank of SKX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SKX is 5252
Sortino Ratio Rank
The Omega Ratio Rank of SKX is 5252
Omega Ratio Rank
The Calmar Ratio Rank of SKX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of SKX is 6060
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.


Sharpe ratio
The chart of Sharpe ratio for COLM, currently valued at 0.37, compared to the broader market-2.000.002.000.370.31
The chart of Sortino ratio for COLM, currently valued at 0.69, compared to the broader market-4.00-2.000.002.004.000.690.65
The chart of Omega ratio for COLM, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.09
The chart of Calmar ratio for COLM, currently valued at 0.27, compared to the broader market0.002.004.006.000.270.49
The chart of Martin ratio for COLM, currently valued at 1.46, compared to the broader market-30.00-20.00-10.000.0010.0020.001.460.97
COLM
SKX

The current COLM Sharpe Ratio is 0.37, which is comparable to the SKX Sharpe Ratio of 0.31. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
0.37
0.31
COLM
SKX

Dividends

COLM vs. SKX - Dividend Comparison

COLM's dividend yield for the trailing twelve months is around 1.45%, while SKX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
COLM
Columbia Sportswear Company
1.45%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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%AugustSeptemberOctoberNovemberDecember2025
-23.01%
-6.62%
COLM
SKX

Volatility

COLM vs. SKX - Volatility Comparison

The current volatility for Columbia Sportswear Company (COLM) is 5.39%, while Skechers U.S.A., Inc. (SKX) has a volatility of 6.87%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%AugustSeptemberOctoberNovemberDecember2025
5.39%
6.87%
COLM
SKX

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


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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