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

Key characteristics


DECKSKX
YTD Return59.32%11.97%
1Y Return117.72%35.64%
3Y Return (Ann)47.12%13.73%
5Y Return (Ann)47.72%20.16%
10Y Return (Ann)30.05%16.78%
Sharpe Ratio3.341.21
Daily Std Dev38.64%30.23%
Max Drawdown-94.36%-86.73%
Current Drawdown-1.32%-0.94%

Fundamentals


DECKSKX
Market Cap$26.51B$10.42B
EPS$29.13$3.80
PE Ratio35.4617.97
PEG Ratio3.711.19
Revenue (TTM)$4.29B$8.25B
Gross Profit (TTM)$1.61B$3.52B
EBITDA (TTM)$982.05M$1.05B

Correlation

-0.50.00.51.00.4

The correlation between DECK and SKX is 0.37, 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. SKX - Performance Comparison

In the year-to-date period, DECK achieves a 59.32% return, which is significantly higher than SKX's 11.97% return. Over the past 10 years, DECK has outperformed SKX with an annualized return of 30.05%, while SKX has yielded a comparatively lower 16.78% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%20,000.00%40,000.00%60,000.00%80,000.00%December2024FebruaryMarchAprilMay
85,093.60%
1,870.80%
DECK
SKX

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Deckers Outdoor Corporation

Skechers U.S.A., Inc.

Risk-Adjusted Performance

DECK vs. SKX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Deckers Outdoor Corporation (DECK) and Skechers U.S.A., Inc. (SKX). 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 3.34, compared to the broader market-2.00-1.000.001.002.003.004.003.34
Sortino ratio
The chart of Sortino ratio for DECK, currently valued at 4.79, compared to the broader market-4.00-2.000.002.004.006.004.79
Omega ratio
The chart of Omega ratio for DECK, currently valued at 1.61, compared to the broader market0.501.001.502.001.61
Calmar ratio
The chart of Calmar ratio for DECK, currently valued at 8.05, compared to the broader market0.002.004.006.008.05
Martin ratio
The chart of Martin ratio for DECK, currently valued at 20.86, compared to the broader market0.0010.0020.0030.0020.86
SKX
Sharpe ratio
The chart of Sharpe ratio for SKX, currently valued at 1.21, compared to the broader market-2.00-1.000.001.002.003.004.001.21
Sortino ratio
The chart of Sortino ratio for SKX, currently valued at 1.86, compared to the broader market-4.00-2.000.002.004.006.001.86
Omega ratio
The chart of Omega ratio for SKX, currently valued at 1.24, compared to the broader market0.501.001.502.001.24
Calmar ratio
The chart of Calmar ratio for SKX, currently valued at 2.06, compared to the broader market0.002.004.006.002.06
Martin ratio
The chart of Martin ratio for SKX, currently valued at 4.48, compared to the broader market0.0010.0020.0030.004.48

DECK vs. SKX - Sharpe Ratio Comparison

The current DECK Sharpe Ratio is 3.34, which is higher than the SKX Sharpe Ratio of 1.21. The chart below compares the 12-month rolling Sharpe Ratio of DECK and SKX.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00December2024FebruaryMarchAprilMay
3.34
1.21
DECK
SKX

Dividends

DECK vs. SKX - Dividend Comparison

Neither DECK nor SKX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DECK vs. SKX - Drawdown Comparison

The maximum DECK drawdown since its inception was -94.36%, which is greater than SKX's maximum drawdown of -86.73%. Use the drawdown chart below to compare losses from any high point for DECK and SKX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-1.32%
-0.94%
DECK
SKX

Volatility

DECK vs. SKX - Volatility Comparison

Deckers Outdoor Corporation (DECK) has a higher volatility of 15.16% compared to Skechers U.S.A., Inc. (SKX) at 5.15%. This indicates that DECK's price experiences larger fluctuations and is considered to be riskier than SKX 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%December2024FebruaryMarchAprilMay
15.16%
5.15%
DECK
SKX

Financials

DECK vs. SKX - Financials Comparison

This section allows you to compare key financial metrics between Deckers Outdoor Corporation and Skechers U.S.A., 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