PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CROX vs. HUBS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CROX and HUBS is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

CROX vs. HUBS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Crocs, Inc. (CROX) and HubSpot, Inc. (HUBS). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
-27.71%
24.30%
CROX
HUBS

Key characteristics

Sharpe Ratio

CROX:

0.23

HUBS:

0.74

Sortino Ratio

CROX:

0.70

HUBS:

1.21

Omega Ratio

CROX:

1.09

HUBS:

1.16

Calmar Ratio

CROX:

0.21

HUBS:

0.58

Martin Ratio

CROX:

0.66

HUBS:

1.69

Ulcer Index

CROX:

16.42%

HUBS:

16.15%

Daily Std Dev

CROX:

47.18%

HUBS:

36.72%

Max Drawdown

CROX:

-98.74%

HUBS:

-69.95%

Current Drawdown

CROX:

-38.05%

HUBS:

-15.62%

Fundamentals

Market Cap

CROX:

$6.50B

HUBS:

$38.29B

EPS

CROX:

$13.77

HUBS:

-$0.45

PEG Ratio

CROX:

-31.83

HUBS:

3.55

Total Revenue (TTM)

CROX:

$4.07B

HUBS:

$2.51B

Gross Profit (TTM)

CROX:

$2.37B

HUBS:

$2.13B

EBITDA (TTM)

CROX:

$1.10B

HUBS:

$97.81M

Returns By Period

In the year-to-date period, CROX achieves a 19.75% return, which is significantly lower than HUBS's 23.85% return. Over the past 10 years, CROX has underperformed HUBS with an annualized return of 24.73%, while HUBS has yielded a comparatively higher 35.77% annualized return.


CROX

YTD

19.75%

1M

13.46%

6M

-27.71%

1Y

9.31%

5Y*

22.69%

10Y*

24.73%

HUBS

YTD

23.85%

1M

3.53%

6M

24.30%

1Y

24.33%

5Y*

35.23%

10Y*

35.77%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

CROX vs. HUBS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Crocs, Inc. (CROX) and HubSpot, Inc. (HUBS). 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 CROX, currently valued at 0.23, compared to the broader market-4.00-2.000.002.000.230.74
The chart of Sortino ratio for CROX, currently valued at 0.70, compared to the broader market-4.00-2.000.002.004.000.701.21
The chart of Omega ratio for CROX, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.16
The chart of Calmar ratio for CROX, currently valued at 0.21, compared to the broader market0.002.004.006.000.210.58
The chart of Martin ratio for CROX, currently valued at 0.66, compared to the broader market-5.000.005.0010.0015.0020.0025.000.661.69
CROX
HUBS

The current CROX Sharpe Ratio is 0.23, which is lower than the HUBS Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of CROX and HUBS, 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-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.23
0.74
CROX
HUBS

Dividends

CROX vs. HUBS - Dividend Comparison

Neither CROX nor HUBS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CROX vs. HUBS - Drawdown Comparison

The maximum CROX drawdown since its inception was -98.74%, which is greater than HUBS's maximum drawdown of -69.95%. Use the drawdown chart below to compare losses from any high point for CROX and HUBS. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-38.05%
-15.62%
CROX
HUBS

Volatility

CROX vs. HUBS - Volatility Comparison

Crocs, Inc. (CROX) has a higher volatility of 12.24% compared to HubSpot, Inc. (HUBS) at 10.78%. This indicates that CROX's price experiences larger fluctuations and is considered to be riskier than HUBS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
12.24%
10.78%
CROX
HUBS

Financials

CROX vs. HUBS - Financials Comparison

This section allows you to compare key financial metrics between Crocs, Inc. and HubSpot, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab