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GOOS vs. GSHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GOOS vs. GSHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Canada Goose Holdings Inc. (GOOS) and Goosehead Insurance, Inc (GSHD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GOOS achieves a -28.73% return, which is significantly higher than GSHD's -47.03% return.


GOOS

1D
-5.72%
1M
-5.91%
YTD
-28.73%
6M
-27.04%
1Y
-17.59%
3Y*
-16.51%
5Y*
-25.74%
10Y*

GSHD

1D
5.78%
1M
-6.41%
YTD
-47.03%
6M
-47.99%
1Y
-60.61%
3Y*
-12.35%
5Y*
-20.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOOS vs. GSHD - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GOOS
Canada Goose Holdings Inc.
-28.73%29.11%-15.36%-33.46%-51.94%24.49%-17.85%-17.11%21.14%
GSHD
Goosehead Insurance, Inc
-47.03%-27.42%41.45%120.73%-73.60%5.69%198.65%63.99%119.08%

Correlation

The correlation between GOOS and GSHD is 0.05, 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

0.05

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

0.14

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

0.30

Correlation (All Time)
Calculated using the full available price history since Apr 27, 2018

0.23

The correlation between GOOS and GSHD shifts across timeframes, from 0.05 (1 year) to 0.30 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

GOOS:

$915.79M

GSHD:

$1.43B

EPS

GOOS:

CA$0.23

GSHD:

$0.81

PE Ratio

GOOS:

56.69

GSHD:

48.33

PS Ratio

GOOS:

0.84

GSHD:

3.84

Total Revenue (TTM)

GOOS:

CA$1.53B

GSHD:

$382.80M

Gross Profit (TTM)

GOOS:

CA$1.03B

GSHD:

$234.63M

EBITDA (TTM)

GOOS:

CA$220.16M

GSHD:

$84.37M

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Return for Risk

GOOS vs. GSHD — Risk / Return Rank

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

GOOS
GOOS Risk / Return Rank: 2727
Overall Rank
GOOS Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
GOOS Sortino Ratio Rank: 2828
Sortino Ratio Rank
GOOS Omega Ratio Rank: 2727
Omega Ratio Rank
GOOS Calmar Ratio Rank: 2626
Calmar Ratio Rank
GOOS Martin Ratio Rank: 2525
Martin Ratio Rank

GSHD
GSHD Risk / Return Rank: 55
Overall Rank
GSHD Sharpe Ratio Rank: 44
Sharpe Ratio Rank
GSHD Sortino Ratio Rank: 44
Sortino Ratio Rank
GSHD Omega Ratio Rank: 55
Omega Ratio Rank
GSHD Calmar Ratio Rank: 77
Calmar Ratio Rank
GSHD Martin Ratio Rank: 77
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.

GOOS vs. GSHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Canada Goose Holdings Inc. (GOOS) and Goosehead Insurance, Inc (GSHD). 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.


GOOSGSHDDifference
Sharpe ratioReturn per unit of total volatility

+0.73

Sortino ratioReturn per unit of downside risk

+1.62

Omega ratioGain probability vs. loss probability

0.98

0.79

+0.19

Calmar ratioReturn relative to maximum drawdown

-0.45

-0.90

+0.45

Martin ratioReturn relative to average drawdown

-0.85

-1.45

+0.60

GOOS vs. GSHD - Sharpe Ratio Comparison

The current GOOS Sharpe Ratio is -0.34, which is higher than the GSHD Sharpe Ratio of -1.07. The chart below compares the historical Sharpe Ratios of GOOS and GSHD, 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

GOOS vs. GSHD - Drawdown Comparison

The maximum GOOS drawdown since its inception was -90.18%, which is greater than GSHD's maximum drawdown of -83.41%. Use the drawdown chart below to compare losses from any high point for GOOS and GSHD.


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Drawdown Indicators


GOOSGSHDDifference

Max Drawdown

Largest peak-to-trough decline

-90.18%

-83.41%

-6.77%

Max Drawdown (1Y)

Largest decline over 1 year

-39.44%

-67.42%

+27.98%

Max Drawdown (3Y)

Largest decline over 3 years

-62.28%

-72.25%

+9.97%

Max Drawdown (5Y)

Largest decline over 5 years

-87.04%

-83.41%

-3.63%

Current Drawdown

Current decline from peak

-86.82%

-76.75%

-10.07%

Average Drawdown

Average peak-to-trough decline

-55.29%

-39.18%

-16.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.77%

41.91%

-21.14%

Volatility

GOOS vs. GSHD - Volatility Comparison

The current volatility for Canada Goose Holdings Inc. (GOOS) is 11.21%, while Goosehead Insurance, Inc (GSHD) has a volatility of 21.95%. This indicates that GOOS experiences smaller price fluctuations and is considered to be less risky than GSHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOOSGSHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.21%

21.95%

-10.74%

Volatility (6M)

Calculated over the trailing 6-month period

36.13%

47.17%

-11.04%

Volatility (1Y)

Calculated over the trailing 1-year period

52.03%

56.83%

-4.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.30%

58.67%

-5.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.94%

60.61%

-5.67%

Dividends

GOOS vs. GSHD - Dividend Comparison

Neither GOOS nor GSHD has paid dividends to shareholders.


PositionTTM2025202420232022202120202019
GOOS
Canada Goose Holdings Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GSHD
Goosehead Insurance, Inc
0.00%8.02%0.00%0.00%0.00%1.25%1.26%0.97%

Financials

GOOS vs. GSHD - Financials Comparison

This section allows you to compare key financial metrics between Canada Goose Holdings Inc. and Goosehead Insurance, 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


0.00100.00M200.00M300.00M400.00M500.00M600.00M700.00M20222023202420252026
454.47M
93.08M
(GOOS) Total Revenue
(GSHD) Total Revenue
Please note, different currencies. GOOS values in CAD, GSHD values in USD

GOOS vs. GSHD - Profitability Comparison

The chart below illustrates the profitability comparison between Canada Goose Holdings Inc. and Goosehead Insurance, Inc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%90.0%100.0%20222023202420252026
61.8%
45.7%
Portfolio components
GOOS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Canada Goose Holdings Inc. reported a gross profit of 280.72M and revenue of 454.47M. Therefore, the gross margin over that period was 61.8%.

GSHD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Goosehead Insurance, Inc reported a gross profit of 42.55M and revenue of 93.08M. Therefore, the gross margin over that period was 45.7%.

GOOS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Canada Goose Holdings Inc. reported an operating income of 65.07M and revenue of 454.47M, resulting in an operating margin of 14.3%.

GSHD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Goosehead Insurance, Inc reported an operating income of 15.00M and revenue of 93.08M, resulting in an operating margin of 16.1%.

GOOS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Canada Goose Holdings Inc. reported a net income of 28.17M and revenue of 454.47M, resulting in a net margin of 6.2%.

GSHD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Goosehead Insurance, Inc reported a net income of 4.89M and revenue of 93.08M, resulting in a net margin of 5.3%.


Frequently Asked Questions


GOOS and GSHD have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GSHD has higher volatility (21.95%) compared to GOOS (11.21%). In terms of maximum drawdown, GOOS dropped -90.18% vs GSHD's -83.41%.

GOOS currently has the higher Sharpe Ratio (-0.34 vs -1.07), 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

Find the right allocation for GOOS and GSHD

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