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

Correlation

The correlation between CROX and VIPS is 0.47, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

CROX vs. VIPS - Performance Comparison

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

0.00%500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%NovemberDecember2025FebruaryMarchApril
380.47%
2,461.42%
CROX
VIPS

Key characteristics

Sharpe Ratio

CROX:

-0.44

VIPS:

-0.28

Sortino Ratio

CROX:

-0.36

VIPS:

-0.08

Omega Ratio

CROX:

0.96

VIPS:

0.99

Calmar Ratio

CROX:

-0.45

VIPS:

-0.18

Martin Ratio

CROX:

-0.87

VIPS:

-0.70

Ulcer Index

CROX:

26.07%

VIPS:

18.52%

Daily Std Dev

CROX:

51.97%

VIPS:

47.26%

Max Drawdown

CROX:

-98.74%

VIPS:

-86.75%

Current Drawdown

CROX:

-45.90%

VIPS:

-69.09%

Fundamentals

Market Cap

CROX:

$5.53B

VIPS:

$6.73B

EPS

CROX:

$15.88

VIPS:

$1.97

PE Ratio

CROX:

6.15

VIPS:

6.72

PEG Ratio

CROX:

-31.83

VIPS:

32.44

PS Ratio

CROX:

1.35

VIPS:

0.06

PB Ratio

CROX:

2.98

VIPS:

1.23

Total Revenue (TTM)

CROX:

$3.16B

VIPS:

$114.00B

Gross Profit (TTM)

CROX:

$1.89B

VIPS:

$26.55B

EBITDA (TTM)

CROX:

$848.94M

VIPS:

$10.14B

Returns By Period

In the year-to-date period, CROX achieves a -10.82% return, which is significantly lower than VIPS's 2.02% return. Over the past 10 years, CROX has outperformed VIPS with an annualized return of 22.04%, while VIPS has yielded a comparatively lower -6.88% annualized return.


CROX

YTD

-10.82%

1M

-11.67%

6M

-26.97%

1Y

-22.11%

5Y*

33.09%

10Y*

22.04%

VIPS

YTD

2.02%

1M

-16.72%

6M

-2.47%

1Y

-12.64%

5Y*

-3.26%

10Y*

-6.88%

*Annualized

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Risk-Adjusted Performance

CROX vs. VIPS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CROX
The Risk-Adjusted Performance Rank of CROX is 2828
Overall Rank
The Sharpe Ratio Rank of CROX is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of CROX is 2727
Sortino Ratio Rank
The Omega Ratio Rank of CROX is 2828
Omega Ratio Rank
The Calmar Ratio Rank of CROX is 2424
Calmar Ratio Rank
The Martin Ratio Rank of CROX is 3232
Martin Ratio Rank

VIPS
The Risk-Adjusted Performance Rank of VIPS is 3737
Overall Rank
The Sharpe Ratio Rank of VIPS is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of VIPS is 3535
Sortino Ratio Rank
The Omega Ratio Rank of VIPS is 3636
Omega Ratio Rank
The Calmar Ratio Rank of VIPS is 4141
Calmar Ratio Rank
The Martin Ratio Rank of VIPS is 3737
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.

CROX vs. VIPS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Crocs, Inc. (CROX) and Vipshop Holdings Limited (VIPS). 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 chart of Sharpe ratio for CROX, currently valued at -0.44, compared to the broader market-2.00-1.000.001.002.003.00
CROX: -0.44
VIPS: -0.28
The chart of Sortino ratio for CROX, currently valued at -0.36, compared to the broader market-6.00-4.00-2.000.002.004.00
CROX: -0.36
VIPS: -0.08
The chart of Omega ratio for CROX, currently valued at 0.96, compared to the broader market0.501.001.502.00
CROX: 0.96
VIPS: 0.99
The chart of Calmar ratio for CROX, currently valued at -0.45, compared to the broader market0.001.002.003.004.005.00
CROX: -0.45
VIPS: -0.18
The chart of Martin ratio for CROX, currently valued at -0.87, compared to the broader market-5.000.005.0010.0015.0020.00
CROX: -0.87
VIPS: -0.70

The current CROX Sharpe Ratio is -0.44, which is lower than the VIPS Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of CROX and VIPS, 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-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.44
-0.28
CROX
VIPS

Dividends

CROX vs. VIPS - Dividend Comparison

CROX has not paid dividends to shareholders, while VIPS's dividend yield for the trailing twelve months is around 3.63%.


TTM2024
CROX
Crocs, Inc.
0.00%0.00%
VIPS
Vipshop Holdings Limited
3.63%3.19%

Drawdowns

CROX vs. VIPS - Drawdown Comparison

The maximum CROX drawdown since its inception was -98.74%, which is greater than VIPS's maximum drawdown of -86.75%. Use the drawdown chart below to compare losses from any high point for CROX and VIPS. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%NovemberDecember2025FebruaryMarchApril
-45.90%
-69.09%
CROX
VIPS

Volatility

CROX vs. VIPS - Volatility Comparison

Crocs, Inc. (CROX) has a higher volatility of 23.88% compared to Vipshop Holdings Limited (VIPS) at 12.28%. This indicates that CROX's price experiences larger fluctuations and is considered to be riskier than VIPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
23.88%
12.28%
CROX
VIPS

Financials

CROX vs. VIPS - Financials Comparison

This section allows you to compare key financial metrics between Crocs, Inc. and Vipshop Holdings Limited. 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