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FL vs. ASO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FL and ASO is 0.51, 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

FL vs. ASO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Foot Locker, Inc. (FL) and Academy Sports and Outdoors, Inc. (ASO). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
-28.77%
337.54%
FL
ASO

Key characteristics

Sharpe Ratio

FL:

-0.50

ASO:

-0.28

Sortino Ratio

FL:

-0.38

ASO:

-0.17

Omega Ratio

FL:

0.95

ASO:

0.98

Calmar Ratio

FL:

-0.44

ASO:

-0.25

Martin Ratio

FL:

-1.08

ASO:

-0.42

Ulcer Index

FL:

27.13%

ASO:

23.81%

Daily Std Dev

FL:

58.19%

ASO:

35.39%

Max Drawdown

FL:

-88.62%

ASO:

-44.82%

Current Drawdown

FL:

-64.23%

ASO:

-25.42%

Fundamentals

Market Cap

FL:

$2.11B

ASO:

$3.89B

EPS

FL:

-$4.52

ASO:

$6.05

PEG Ratio

FL:

-71.36

ASO:

0.60

Total Revenue (TTM)

FL:

$8.12B

ASO:

$6.05B

Gross Profit (TTM)

FL:

$2.19B

ASO:

$2.01B

EBITDA (TTM)

FL:

-$319.00M

ASO:

$723.30M

Returns By Period

In the year-to-date period, FL achieves a -28.06% return, which is significantly lower than ASO's -15.07% return.


FL

YTD

-28.06%

1M

-0.13%

6M

-11.88%

1Y

-30.62%

5Y*

-8.17%

10Y*

-6.16%

ASO

YTD

-15.07%

1M

23.18%

6M

1.10%

1Y

-11.93%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

FL vs. ASO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Foot Locker, Inc. (FL) and Academy Sports and Outdoors, Inc. (ASO). 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 FL, currently valued at -0.50, compared to the broader market-4.00-2.000.002.00-0.50-0.28
The chart of Sortino ratio for FL, currently valued at -0.38, compared to the broader market-4.00-2.000.002.004.00-0.38-0.17
The chart of Omega ratio for FL, currently valued at 0.95, compared to the broader market0.501.001.502.000.950.98
The chart of Calmar ratio for FL, currently valued at -0.45, compared to the broader market0.002.004.006.00-0.45-0.25
The chart of Martin ratio for FL, currently valued at -1.08, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.08-0.42
FL
ASO

The current FL Sharpe Ratio is -0.50, which is lower than the ASO Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of FL and ASO, 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 Ratio-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.50
-0.28
FL
ASO

Dividends

FL vs. ASO - Dividend Comparison

FL has not paid dividends to shareholders, while ASO's dividend yield for the trailing twelve months is around 0.79%.


TTM20232022202120202019201820172016201520142013
FL
Foot Locker, Inc.
0.00%5.14%3.97%1.95%2.30%3.81%2.53%2.57%1.52%1.49%1.53%1.88%
ASO
Academy Sports and Outdoors, Inc.
0.79%0.55%0.57%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FL vs. ASO - Drawdown Comparison

The maximum FL drawdown since its inception was -88.62%, which is greater than ASO's maximum drawdown of -44.82%. Use the drawdown chart below to compare losses from any high point for FL and ASO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-61.85%
-25.42%
FL
ASO

Volatility

FL vs. ASO - Volatility Comparison

Foot Locker, Inc. (FL) has a higher volatility of 14.82% compared to Academy Sports and Outdoors, Inc. (ASO) at 9.70%. This indicates that FL's price experiences larger fluctuations and is considered to be riskier than ASO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
14.82%
9.70%
FL
ASO

Financials

FL vs. ASO - Financials Comparison

This section allows you to compare key financial metrics between Foot Locker, Inc. and Academy Sports and Outdoors, 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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