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GOODN vs. CROX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GOODN vs. CROX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gladstone Commercial Corporation (GOODN) and Crocs, Inc. (CROX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GOODN achieves a 1.15% return, which is significantly lower than CROX's 39.01% return.


GOODN

1D
-0.24%
1M
0.60%
YTD
1.15%
6M
1.02%
1Y
4.82%
3Y*
15.33%
5Y*
4.14%
10Y*

CROX

1D
-2.08%
1M
2.46%
YTD
39.01%
6M
31.20%
1Y
20.52%
3Y*
4.29%
5Y*
0.77%
10Y*
27.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOODN vs. CROX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GOODN
Gladstone Commercial Corporation
1.15%9.52%17.88%-1.72%-6.87%10.15%3.40%5.93%
CROX
Crocs, Inc.
39.01%-21.92%17.26%-13.85%-15.43%104.63%49.58%49.66%

Correlation

The correlation between GOODN and CROX is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2019

0.12

Fundamentals

EPS

GOODN:

$0.60

CROX:

-$1.94

PS Ratio

GOODN:

4.76

CROX:

1.58

Total Revenue (TTM)

GOODN:

$165.74M

CROX:

$4.02B

Gross Profit (TTM)

GOODN:

-$19.45M

CROX:

$2.34B

EBITDA (TTM)

GOODN:

$45.52M

CROX:

$297.04M

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Return for Risk

GOODN vs. CROX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GOODN
GOODN Risk / Return Rank: 5353
Overall Rank
GOODN Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
GOODN Sortino Ratio Rank: 4747
Sortino Ratio Rank
GOODN Omega Ratio Rank: 4848
Omega Ratio Rank
GOODN Calmar Ratio Rank: 5757
Calmar Ratio Rank
GOODN Martin Ratio Rank: 5757
Martin Ratio Rank

CROX
CROX Risk / Return Rank: 5656
Overall Rank
CROX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
CROX Sortino Ratio Rank: 5454
Sortino Ratio Rank
CROX Omega Ratio Rank: 5757
Omega Ratio Rank
CROX Calmar Ratio Rank: 5858
Calmar Ratio Rank
CROX Martin Ratio Rank: 5555
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GOODN vs. CROX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gladstone Commercial Corporation (GOODN) and Crocs, Inc. (CROX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GOODNCROXDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.08

1.13

-0.05

Calmar ratioReturn relative to maximum drawdown

0.58

0.63

-0.05

Martin ratioReturn relative to average drawdown

1.24

1.07

+0.16

GOODN vs. CROX - Sharpe Ratio Comparison

The current GOODN Sharpe Ratio is 0.38, which is comparable to the CROX Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of GOODN and CROX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GOODN vs. CROX - Drawdown Comparison

The maximum GOODN drawdown since its inception was -56.43%, smaller than the maximum CROX drawdown of -98.74%. Use the drawdown chart below to compare losses from any high point for GOODN and CROX.


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Drawdown Indicators


GOODNCROXDifference

Max Drawdown

Largest peak-to-trough decline

-56.43%

-98.74%

+42.31%

Max Drawdown (1Y)

Largest decline over 1 year

-8.33%

-32.54%

+24.21%

Max Drawdown (3Y)

Largest decline over 3 years

-12.63%

-54.04%

+41.41%

Max Drawdown (5Y)

Largest decline over 5 years

-32.74%

-73.86%

+41.12%

Max Drawdown (10Y)

Largest decline over 10 years

-75.18%

Current Drawdown

Current decline from peak

-1.62%

-34.16%

+32.54%

Average Drawdown

Average peak-to-trough decline

-7.64%

-61.24%

+53.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.90%

19.15%

-15.25%

Volatility

GOODN vs. CROX - Volatility Comparison

The current volatility for Gladstone Commercial Corporation (GOODN) is 3.37%, while Crocs, Inc. (CROX) has a volatility of 10.40%. This indicates that GOODN experiences smaller price fluctuations and is considered to be less risky than CROX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOODNCROXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.37%

10.40%

-7.03%

Volatility (6M)

Calculated over the trailing 6-month period

7.70%

32.58%

-24.88%

Volatility (1Y)

Calculated over the trailing 1-year period

12.73%

52.46%

-39.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.36%

55.17%

-36.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.83%

55.99%

-25.16%

Dividends

GOODN vs. CROX - Dividend Comparison

GOODN's dividend yield for the trailing twelve months is around 7.39%, while CROX has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
CROX
Crocs, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GOODN
Gladstone Commercial Corporation
7.39%7.20%7.33%8.04%7.27%6.32%6.54%1.53%

Financials

GOODN vs. CROX - Financials Comparison

This section allows you to compare key financial metrics between Gladstone Commercial Corporation and Crocs, 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


0.00200.00M400.00M600.00M800.00M1.00B1.20B20222023202420252026
41.91M
921.46M
(GOODN) Total Revenue
(CROX) Total Revenue
Values in USD except per share items

GOODN vs. CROX - Profitability Comparison

The chart below illustrates the profitability comparison between Gladstone Commercial Corporation and Crocs, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%202220232024202520260
56.8%
Portfolio components
GOODN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Gladstone Commercial Corporation reported a gross profit of 0.00 and revenue of 41.91M. Therefore, the gross margin over that period was 0.0%.

CROX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Crocs, Inc. reported a gross profit of 522.95M and revenue of 921.46M. Therefore, the gross margin over that period was 56.8%.

GOODN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Gladstone Commercial Corporation reported an operating income of 0.00 and revenue of 41.91M, resulting in an operating margin of 0.0%.

CROX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Crocs, Inc. reported an operating income of 200.84M and revenue of 921.46M, resulting in an operating margin of 21.8%.

GOODN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Gladstone Commercial Corporation reported a net income of 6.97M and revenue of 41.91M, resulting in a net margin of 16.6%.

CROX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Crocs, Inc. reported a net income of 137.56M and revenue of 921.46M, resulting in a net margin of 14.9%.


Frequently Asked Questions


GOODN and CROX have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CROX has higher volatility (10.40%) compared to GOODN (3.37%). In terms of maximum drawdown, GOODN dropped -56.43% vs CROX's -98.74%.

CROX currently has the higher Sharpe Ratio (0.39 vs 0.38), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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