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

Correlation

The correlation between DECK and VOO is 0.48, 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.


-0.50.00.51.00.5

Performance

DECK vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Deckers Outdoor Corporation (DECK) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%2,500.00%JulyAugustSeptemberOctoberNovemberDecember
2,536.59%
595.32%
DECK
VOO

Key characteristics

Sharpe Ratio

DECK:

1.81

VOO:

2.04

Sortino Ratio

DECK:

2.73

VOO:

2.72

Omega Ratio

DECK:

1.34

VOO:

1.38

Calmar Ratio

DECK:

3.08

VOO:

3.02

Martin Ratio

DECK:

6.74

VOO:

13.60

Ulcer Index

DECK:

10.54%

VOO:

1.88%

Daily Std Dev

DECK:

39.23%

VOO:

12.52%

Max Drawdown

DECK:

-94.36%

VOO:

-33.99%

Current Drawdown

DECK:

-4.57%

VOO:

-3.52%

Returns By Period

In the year-to-date period, DECK achieves a 80.85% return, which is significantly higher than VOO's 24.65% return. Over the past 10 years, DECK has outperformed VOO with an annualized return of 29.26%, while VOO has yielded a comparatively lower 13.02% annualized return.


DECK

YTD

80.85%

1M

14.19%

6M

19.88%

1Y

69.09%

5Y*

48.68%

10Y*

29.26%

VOO

YTD

24.65%

1M

-0.29%

6M

7.63%

1Y

24.77%

5Y*

14.57%

10Y*

13.02%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

DECK vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Deckers Outdoor Corporation (DECK) and Vanguard S&P 500 ETF (VOO). 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 1.81, compared to the broader market-4.00-2.000.002.001.812.04
The chart of Sortino ratio for DECK, currently valued at 2.73, compared to the broader market-4.00-2.000.002.004.002.732.72
The chart of Omega ratio for DECK, currently valued at 1.34, compared to the broader market0.501.001.502.001.341.38
The chart of Calmar ratio for DECK, currently valued at 3.08, compared to the broader market0.002.004.006.003.083.02
The chart of Martin ratio for DECK, currently valued at 6.74, compared to the broader market0.0010.0020.006.7413.60
DECK
VOO

The current DECK Sharpe Ratio is 1.81, which is comparable to the VOO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of DECK and VOO, 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.81
2.04
DECK
VOO

Dividends

DECK vs. VOO - Dividend Comparison

DECK has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.26%.


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%
VOO
Vanguard S&P 500 ETF
0.92%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

DECK vs. VOO - Drawdown Comparison

The maximum DECK drawdown since its inception was -94.36%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DECK and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.57%
-3.52%
DECK
VOO

Volatility

DECK vs. VOO - Volatility Comparison

Deckers Outdoor Corporation (DECK) has a higher volatility of 9.46% compared to Vanguard S&P 500 ETF (VOO) at 3.58%. This indicates that DECK's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
9.46%
3.58%
DECK
VOO
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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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