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DECK vs. DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


DECKDE
YTD Return28.96%2.38%
1Y Return75.76%10.95%
3Y Return (Ann)38.67%3.41%
5Y Return (Ann)42.65%22.94%
10Y Return (Ann)26.70%18.12%
Sharpe Ratio2.040.38
Daily Std Dev36.17%23.23%
Max Drawdown-94.36%-73.27%
Current Drawdown-9.54%-7.61%

Fundamentals


DECKDE
Market Cap$21.62B$111.61B
EPS$27.63$34.32
PE Ratio30.4911.68
PEG Ratio3.712.28
Revenue (TTM)$4.12B$60.76B
Gross Profit (TTM)$1.61B$21.12B
EBITDA (TTM)$944.14M$16.32B

Correlation

-0.50.00.51.00.2

The correlation between DECK and DE is 0.22, 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.

Performance

DECK vs. DE - Performance Comparison

In the year-to-date period, DECK achieves a 28.96% return, which is significantly higher than DE's 2.38% return. Over the past 10 years, DECK has outperformed DE with an annualized return of 26.70%, while DE has yielded a comparatively lower 18.12% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


6,000.00%8,000.00%10,000.00%12,000.00%December2024FebruaryMarchAprilMay
11,654.46%
6,084.84%
DECK
DE

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Deckers Outdoor Corporation

Deere & Company

Risk-Adjusted Performance

DECK vs. DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Deckers Outdoor Corporation (DECK) and Deere & Company (DE). 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.


DECK
Sharpe ratio
The chart of Sharpe ratio for DECK, currently valued at 2.04, compared to the broader market-2.00-1.000.001.002.003.002.04
Sortino ratio
The chart of Sortino ratio for DECK, currently valued at 3.16, compared to the broader market-4.00-2.000.002.004.006.003.16
Omega ratio
The chart of Omega ratio for DECK, currently valued at 1.40, compared to the broader market0.501.001.502.001.40
Calmar ratio
The chart of Calmar ratio for DECK, currently valued at 4.61, compared to the broader market0.002.004.006.004.61
Martin ratio
The chart of Martin ratio for DECK, currently valued at 11.93, compared to the broader market-10.000.0010.0020.0030.0011.93
DE
Sharpe ratio
The chart of Sharpe ratio for DE, currently valued at 0.38, compared to the broader market-2.00-1.000.001.002.003.000.38
Sortino ratio
The chart of Sortino ratio for DE, currently valued at 0.68, compared to the broader market-4.00-2.000.002.004.006.000.68
Omega ratio
The chart of Omega ratio for DE, currently valued at 1.08, compared to the broader market0.501.001.502.001.08
Calmar ratio
The chart of Calmar ratio for DE, currently valued at 0.40, compared to the broader market0.002.004.006.000.40
Martin ratio
The chart of Martin ratio for DE, currently valued at 0.76, compared to the broader market-10.000.0010.0020.0030.000.76

DECK vs. DE - Sharpe Ratio Comparison

The current DECK Sharpe Ratio is 2.04, which is higher than the DE Sharpe Ratio of 0.38. The chart below compares the 12-month rolling Sharpe Ratio of DECK and DE.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00December2024FebruaryMarchAprilMay
2.04
0.38
DECK
DE

Dividends

DECK vs. DE - Dividend Comparison

DECK has not paid dividends to shareholders, while DE's dividend yield for the trailing twelve months is around 1.36%.


TTM20232022202120202019201820172016201520142013
DECK
Deckers Outdoor Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DE
Deere & Company
1.36%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%2.61%2.23%

Drawdowns

DECK vs. DE - Drawdown Comparison

The maximum DECK drawdown since its inception was -94.36%, which is greater than DE's maximum drawdown of -73.27%. Use the drawdown chart below to compare losses from any high point for DECK and DE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-9.54%
-7.61%
DECK
DE

Volatility

DECK vs. DE - Volatility Comparison

Deckers Outdoor Corporation (DECK) has a higher volatility of 9.08% compared to Deere & Company (DE) at 6.21%. This indicates that DECK's price experiences larger fluctuations and is considered to be riskier than DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2024FebruaryMarchAprilMay
9.08%
6.21%
DECK
DE

Financials

DECK vs. DE - Financials Comparison

This section allows you to compare key financial metrics between Deckers Outdoor Corporation and Deere & Company. 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