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DECK vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


DECKSPY
YTD Return33.59%11.82%
1Y Return98.97%29.80%
3Y Return (Ann)38.61%10.12%
5Y Return (Ann)42.34%15.26%
10Y Return (Ann)27.85%12.81%
Sharpe Ratio2.652.48
Daily Std Dev36.07%11.45%
Max Drawdown-94.36%-55.19%
Current Drawdown-6.30%-0.29%

Correlation

-0.50.00.51.00.3

The correlation between DECK and SPY is 0.32, 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. SPY - Performance Comparison

In the year-to-date period, DECK achieves a 33.59% return, which is significantly higher than SPY's 11.82% return. Over the past 10 years, DECK has outperformed SPY with an annualized return of 27.85%, while SPY has yielded a comparatively lower 12.81% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%December2024FebruaryMarchAprilMay
12,076.51%
1,861.59%
DECK
SPY

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Deckers Outdoor Corporation

SPDR S&P 500 ETF

Risk-Adjusted Performance

DECK vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Deckers Outdoor Corporation (DECK) and SPDR S&P 500 ETF (SPY). 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 2.65, compared to the broader market-2.00-1.000.001.002.003.002.65
Sortino ratio
The chart of Sortino ratio for DECK, currently valued at 3.88, compared to the broader market-4.00-2.000.002.004.006.003.88
Omega ratio
The chart of Omega ratio for DECK, currently valued at 1.49, compared to the broader market0.501.001.502.001.49
Calmar ratio
The chart of Calmar ratio for DECK, currently valued at 5.98, compared to the broader market0.002.004.006.005.98
Martin ratio
The chart of Martin ratio for DECK, currently valued at 15.51, compared to the broader market-10.000.0010.0020.0030.0015.51
SPY
Sharpe ratio
The chart of Sharpe ratio for SPY, currently valued at 2.48, compared to the broader market-2.00-1.000.001.002.003.002.48
Sortino ratio
The chart of Sortino ratio for SPY, currently valued at 3.49, compared to the broader market-4.00-2.000.002.004.006.003.49
Omega ratio
The chart of Omega ratio for SPY, currently valued at 1.43, compared to the broader market0.501.001.502.001.43
Calmar ratio
The chart of Calmar ratio for SPY, currently valued at 2.32, compared to the broader market0.002.004.006.002.32
Martin ratio
The chart of Martin ratio for SPY, currently valued at 9.80, compared to the broader market-10.000.0010.0020.0030.009.80

DECK vs. SPY - Sharpe Ratio Comparison

The current DECK Sharpe Ratio is 2.65, which roughly equals the SPY Sharpe Ratio of 2.48. The chart below compares the 12-month rolling Sharpe Ratio of DECK and SPY.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50December2024FebruaryMarchAprilMay
2.65
2.48
DECK
SPY

Dividends

DECK vs. SPY - Dividend Comparison

DECK has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.27%.


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%
SPY
SPDR S&P 500 ETF
1.27%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

DECK vs. SPY - Drawdown Comparison

The maximum DECK drawdown since its inception was -94.36%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for DECK and SPY. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-6.30%
-0.29%
DECK
SPY

Volatility

DECK vs. SPY - Volatility Comparison

Deckers Outdoor Corporation (DECK) has a higher volatility of 9.96% compared to SPDR S&P 500 ETF (SPY) at 2.99%. This indicates that DECK's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%December2024FebruaryMarchAprilMay
9.96%
2.99%
DECK
SPY