PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
KOSS vs. AMC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

KOSS vs. AMC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Koss Corporation (KOSS) and AMC Entertainment Holdings, Inc. (AMC). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%JuneJulyAugustSeptemberOctoberNovember
28.16%
-9.75%
KOSS
AMC

Returns By Period

In the year-to-date period, KOSS achieves a 102.39% return, which is significantly higher than AMC's -28.76% return. Over the past 10 years, KOSS has outperformed AMC with an annualized return of 15.04%, while AMC has yielded a comparatively lower -24.89% annualized return.


KOSS

YTD

102.39%

1M

-15.88%

6M

28.17%

1Y

140.43%

5Y (annualized)

33.27%

10Y (annualized)

15.04%

AMC

YTD

-28.76%

1M

0.00%

6M

-9.73%

1Y

-41.32%

5Y (annualized)

-36.42%

10Y (annualized)

-24.89%

Fundamentals


KOSSAMC
Market Cap$67.70M$1.68B
EPS-$0.12-$1.36
PEG Ratio0.001.42
Total Revenue (TTM)$12.09M$4.44B
Gross Profit (TTM)$4.24M-$65.10M
EBITDA (TTM)-$1.94M$351.90M

Key characteristics


KOSSAMC
Sharpe Ratio0.87-0.36
Sortino Ratio3.530.01
Omega Ratio1.461.00
Calmar Ratio1.57-0.41
Martin Ratio4.58-1.05
Ulcer Index33.01%39.16%
Daily Std Dev174.56%113.31%
Max Drawdown-96.42%-99.27%
Current Drawdown-89.41%-98.71%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.2

The correlation between KOSS and AMC is 0.23, 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.

Risk-Adjusted Performance

KOSS vs. AMC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Koss Corporation (KOSS) and AMC Entertainment Holdings, Inc. (AMC). 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 KOSS, currently valued at 0.87, compared to the broader market-4.00-2.000.002.004.000.87-0.36
The chart of Sortino ratio for KOSS, currently valued at 3.53, compared to the broader market-4.00-2.000.002.004.003.530.01
The chart of Omega ratio for KOSS, currently valued at 1.46, compared to the broader market0.501.001.502.001.461.00
The chart of Calmar ratio for KOSS, currently valued at 1.57, compared to the broader market0.002.004.006.001.57-0.41
The chart of Martin ratio for KOSS, currently valued at 4.58, compared to the broader market-10.000.0010.0020.0030.004.58-1.05
KOSS
AMC

The current KOSS Sharpe Ratio is 0.87, which is higher than the AMC Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of KOSS and AMC, 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-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.87
-0.36
KOSS
AMC

Dividends

KOSS vs. AMC - Dividend Comparison

Neither KOSS nor AMC has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
KOSS
Koss Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%3.43%4.71%
AMC
AMC Entertainment Holdings, Inc.
0.00%0.00%0.03%0.00%2.61%20.39%35.30%9.77%4.39%6.15%4.23%0.00%

Drawdowns

KOSS vs. AMC - Drawdown Comparison

The maximum KOSS drawdown since its inception was -96.42%, roughly equal to the maximum AMC drawdown of -99.27%. Use the drawdown chart below to compare losses from any high point for KOSS and AMC. For additional features, visit the drawdowns tool.


-100.00%-95.00%-90.00%-85.00%-80.00%JuneJulyAugustSeptemberOctoberNovember
-89.41%
-98.71%
KOSS
AMC

Volatility

KOSS vs. AMC - Volatility Comparison

Koss Corporation (KOSS) has a higher volatility of 17.79% compared to AMC Entertainment Holdings, Inc. (AMC) at 13.18%. This indicates that KOSS's price experiences larger fluctuations and is considered to be riskier than AMC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%100.00%JuneJulyAugustSeptemberOctoberNovember
17.79%
13.18%
KOSS
AMC

Financials

KOSS vs. AMC - Financials Comparison

This section allows you to compare key financial metrics between Koss Corporation and AMC Entertainment Holdings, 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