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

Correlation

The correlation between DECK and ODFL is 0.23, 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.


-0.50.00.51.00.2

Performance

DECK vs. ODFL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Deckers Outdoor Corporation (DECK) and Old Dominion Freight Line, Inc. (ODFL). The values are adjusted to include any dividend payments, if applicable.

10,000.00%15,000.00%20,000.00%25,000.00%30,000.00%JulyAugustSeptemberOctoberNovemberDecember
17,161.50%
23,679.99%
DECK
ODFL

Key characteristics

Sharpe Ratio

DECK:

2.05

ODFL:

-0.28

Sortino Ratio

DECK:

2.99

ODFL:

-0.17

Omega Ratio

DECK:

1.37

ODFL:

0.98

Calmar Ratio

DECK:

3.49

ODFL:

-0.37

Martin Ratio

DECK:

7.67

ODFL:

-0.74

Ulcer Index

DECK:

10.51%

ODFL:

12.63%

Daily Std Dev

DECK:

39.27%

ODFL:

33.43%

Max Drawdown

DECK:

-94.36%

ODFL:

-66.30%

Current Drawdown

DECK:

-0.07%

ODFL:

-21.68%

Fundamentals

Market Cap

DECK:

$31.96B

ODFL:

$42.48B

EPS

DECK:

$5.66

ODFL:

$5.73

PE Ratio

DECK:

37.17

ODFL:

34.73

PEG Ratio

DECK:

2.49

ODFL:

2.97

Total Revenue (TTM)

DECK:

$4.66B

ODFL:

$5.92B

Gross Profit (TTM)

DECK:

$2.64B

ODFL:

$2.09B

EBITDA (TTM)

DECK:

$1.14B

ODFL:

$1.98B

Returns By Period

In the year-to-date period, DECK achieves a 89.37% return, which is significantly higher than ODFL's -10.04% return. Over the past 10 years, DECK has outperformed ODFL with an annualized return of 30.05%, while ODFL has yielded a comparatively lower 21.81% annualized return.


DECK

YTD

89.37%

1M

19.62%

6M

29.15%

1Y

79.77%

5Y*

49.96%

10Y*

30.05%

ODFL

YTD

-10.04%

1M

-15.28%

6M

3.97%

1Y

-10.89%

5Y*

24.20%

10Y*

21.81%

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Risk-Adjusted Performance

DECK vs. ODFL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Deckers Outdoor Corporation (DECK) and Old Dominion Freight Line, Inc. (ODFL). 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 DECK, currently valued at 2.05, compared to the broader market-4.00-2.000.002.002.05-0.28
The chart of Sortino ratio for DECK, currently valued at 2.99, compared to the broader market-4.00-2.000.002.004.002.99-0.17
The chart of Omega ratio for DECK, currently valued at 1.37, compared to the broader market0.501.001.502.001.370.98
The chart of Calmar ratio for DECK, currently valued at 3.49, compared to the broader market0.002.004.006.003.49-0.37
The chart of Martin ratio for DECK, currently valued at 7.67, compared to the broader market-5.000.005.0010.0015.0020.0025.007.67-0.74
DECK
ODFL

The current DECK Sharpe Ratio is 2.05, which is higher than the ODFL Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of DECK and ODFL, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
2.05
-0.28
DECK
ODFL

Dividends

DECK vs. ODFL - Dividend Comparison

DECK has not paid dividends to shareholders, while ODFL's dividend yield for the trailing twelve months is around 0.57%.


TTM2023202220212020201920182017
DECK
Deckers Outdoor Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ODFL
Old Dominion Freight Line, Inc.
0.57%0.39%0.42%0.22%0.31%0.36%0.74%0.30%

Drawdowns

DECK vs. ODFL - Drawdown Comparison

The maximum DECK drawdown since its inception was -94.36%, which is greater than ODFL's maximum drawdown of -66.30%. Use the drawdown chart below to compare losses from any high point for DECK and ODFL. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.07%
-21.68%
DECK
ODFL

Volatility

DECK vs. ODFL - Volatility Comparison

Deckers Outdoor Corporation (DECK) has a higher volatility of 9.69% compared to Old Dominion Freight Line, Inc. (ODFL) at 8.27%. This indicates that DECK's price experiences larger fluctuations and is considered to be riskier than ODFL 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%JulyAugustSeptemberOctoberNovemberDecember
9.69%
8.27%
DECK
ODFL

Financials

DECK vs. ODFL - Financials Comparison

This section allows you to compare key financial metrics between Deckers Outdoor Corporation and Old Dominion Freight Line, 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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