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

Correlation

The correlation between DECK and ONON is 0.58, 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.


-0.50.00.51.00.6

Performance

DECK vs. ONON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Deckers Outdoor Corporation (DECK) and On Holding AG (ONON). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
29.15%
43.85%
DECK
ONON

Key characteristics

Sharpe Ratio

DECK:

2.05

ONON:

2.13

Sortino Ratio

DECK:

2.99

ONON:

3.04

Omega Ratio

DECK:

1.37

ONON:

1.35

Calmar Ratio

DECK:

3.49

ONON:

1.91

Martin Ratio

DECK:

7.67

ONON:

14.15

Ulcer Index

DECK:

10.51%

ONON:

6.66%

Daily Std Dev

DECK:

39.27%

ONON:

44.27%

Max Drawdown

DECK:

-94.36%

ONON:

-68.90%

Current Drawdown

DECK:

-0.07%

ONON:

-4.03%

Fundamentals

Market Cap

DECK:

$31.96B

ONON:

$18.31B

EPS

DECK:

$5.66

ONON:

$0.44

PE Ratio

DECK:

37.17

ONON:

128.73

Total Revenue (TTM)

DECK:

$4.66B

ONON:

$2.15B

Gross Profit (TTM)

DECK:

$2.64B

ONON:

$1.30B

EBITDA (TTM)

DECK:

$1.14B

ONON:

$239.80M

Returns By Period

In the year-to-date period, DECK achieves a 89.37% return, which is significantly lower than ONON's 111.87% return.


DECK

YTD

89.37%

1M

19.62%

6M

29.15%

1Y

79.77%

5Y*

49.96%

10Y*

30.05%

ONON

YTD

111.87%

1M

6.33%

6M

43.86%

1Y

96.29%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

DECK vs. ONON - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Deckers Outdoor Corporation (DECK) and On Holding AG (ONON). 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-4.00-2.000.002.002.052.13
The chart of Sortino ratio for DECK, currently valued at 2.99, compared to the broader market-4.00-2.000.002.004.002.993.04
The chart of Omega ratio for DECK, currently valued at 1.37, compared to the broader market0.501.001.502.001.371.35
The chart of Calmar ratio for DECK, currently valued at 3.49, compared to the broader market0.002.004.006.003.491.91
The chart of Martin ratio for DECK, currently valued at 7.67, compared to the broader market-5.000.005.0010.0015.0020.0025.007.6714.15
DECK
ONON

The current DECK Sharpe Ratio is 2.05, which is comparable to the ONON Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of DECK and ONON, 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
2.13
DECK
ONON

Dividends

DECK vs. ONON - Dividend Comparison

Neither DECK nor ONON has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DECK vs. ONON - Drawdown Comparison

The maximum DECK drawdown since its inception was -94.36%, which is greater than ONON's maximum drawdown of -68.90%. Use the drawdown chart below to compare losses from any high point for DECK and ONON. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.07%
-4.03%
DECK
ONON

Volatility

DECK vs. ONON - Volatility Comparison

The current volatility for Deckers Outdoor Corporation (DECK) is 9.69%, while On Holding AG (ONON) has a volatility of 11.50%. This indicates that DECK experiences smaller price fluctuations and is considered to be less risky than ONON based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
9.69%
11.50%
DECK
ONON

Financials

DECK vs. ONON - Financials Comparison

This section allows you to compare key financial metrics between Deckers Outdoor Corporation and On Holding AG. 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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