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CROX vs. TPR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CROX and TPR is 0.43, 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

CROX vs. TPR - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
-27.71%
55.93%
CROX
TPR

Key characteristics

Sharpe Ratio

CROX:

0.23

TPR:

2.32

Sortino Ratio

CROX:

0.70

TPR:

3.51

Omega Ratio

CROX:

1.09

TPR:

1.38

Calmar Ratio

CROX:

0.21

TPR:

2.26

Martin Ratio

CROX:

0.66

TPR:

7.86

Ulcer Index

CROX:

16.42%

TPR:

10.22%

Daily Std Dev

CROX:

47.18%

TPR:

34.63%

Max Drawdown

CROX:

-98.74%

TPR:

-82.39%

Current Drawdown

CROX:

-38.05%

TPR:

-0.31%

Fundamentals

Market Cap

CROX:

$6.50B

TPR:

$14.87B

EPS

CROX:

$13.77

TPR:

$3.45

PE Ratio

CROX:

8.10

TPR:

18.50

PEG Ratio

CROX:

-31.83

TPR:

2.02

Total Revenue (TTM)

CROX:

$4.07B

TPR:

$6.67B

Gross Profit (TTM)

CROX:

$2.37B

TPR:

$4.78B

EBITDA (TTM)

CROX:

$1.10B

TPR:

$1.45B

Returns By Period

In the year-to-date period, CROX achieves a 19.75% return, which is significantly lower than TPR's 79.15% return. Over the past 10 years, CROX has outperformed TPR with an annualized return of 24.73%, while TPR has yielded a comparatively lower 8.97% annualized return.


CROX

YTD

19.75%

1M

13.46%

6M

-27.71%

1Y

9.31%

5Y*

22.69%

10Y*

24.73%

TPR

YTD

79.15%

1M

15.75%

6M

57.17%

1Y

80.33%

5Y*

22.09%

10Y*

8.97%

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Risk-Adjusted Performance

CROX vs. TPR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Crocs, Inc. (CROX) and Tapestry, Inc. (TPR). 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-4.00-2.000.002.000.232.32
The chart of Sortino ratio for CROX, currently valued at 0.70, compared to the broader market-4.00-2.000.002.004.000.703.51
The chart of Omega ratio for CROX, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.38
The chart of Calmar ratio for CROX, currently valued at 0.21, compared to the broader market0.002.004.006.000.212.26
The chart of Martin ratio for CROX, currently valued at 0.66, compared to the broader market-5.000.005.0010.0015.0020.0025.000.667.86
CROX
TPR

The current CROX Sharpe Ratio is 0.23, which is lower than the TPR Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of CROX and TPR, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.23
2.32
CROX
TPR

Dividends

CROX vs. TPR - Dividend Comparison

CROX has not paid dividends to shareholders, while TPR's dividend yield for the trailing twelve months is around 2.19%.


TTM20232022202120202019201820172016201520142013
CROX
Crocs, 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%
TPR
Tapestry, Inc.
2.19%3.53%2.89%1.23%1.09%5.01%4.00%3.05%3.85%4.12%3.59%2.34%

Drawdowns

CROX vs. TPR - Drawdown Comparison

The maximum CROX drawdown since its inception was -98.74%, which is greater than TPR's maximum drawdown of -82.39%. Use the drawdown chart below to compare losses from any high point for CROX and TPR. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-38.05%
-0.31%
CROX
TPR

Volatility

CROX vs. TPR - Volatility Comparison

Crocs, Inc. (CROX) has a higher volatility of 12.24% compared to Tapestry, Inc. (TPR) at 8.76%. This indicates that CROX's price experiences larger fluctuations and is considered to be riskier than TPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
12.24%
8.76%
CROX
TPR

Financials

CROX vs. TPR - Financials Comparison

This section allows you to compare key financial metrics between Crocs, Inc. and Tapestry, 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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