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KOSS vs. GME
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


KOSSGME
YTD Return-4.54%-0.40%
1Y Return-17.64%-16.38%
3Y Return (Ann)-42.48%-21.98%
5Y Return (Ann)8.27%52.51%
10Y Return (Ann)-3.41%9.78%
Sharpe Ratio-0.33-0.21
Daily Std Dev55.56%75.89%
Max Drawdown-96.42%-93.43%
Current Drawdown-95.00%-79.90%

Fundamentals


KOSSGME
Market Cap$29.59M$5.35B
EPS-$0.12$0.02
PE Ratio20.29873.00
PEG Ratio0.000.86
Revenue (TTM)$12.45M$5.27B
Gross Profit (TTM)$4.46M$1.37B
EBITDA (TTM)$20.15M$24.50M

Correlation

-0.50.00.51.00.1

The correlation between KOSS and GME is 0.11, 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.

Performance

KOSS vs. GME - Performance Comparison

In the year-to-date period, KOSS achieves a -4.54% return, which is significantly lower than GME's -0.40% return. Over the past 10 years, KOSS has underperformed GME with an annualized return of -3.41%, while GME has yielded a comparatively higher 9.78% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%200.00%400.00%600.00%800.00%1,000.00%December2024FebruaryMarchAprilMay
-32.37%
932.16%
KOSS
GME

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Koss Corporation

GameStop Corp.

Risk-Adjusted Performance

KOSS vs. GME - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Koss Corporation (KOSS) and GameStop Corp. (GME). 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.


KOSS
Sharpe ratio
The chart of Sharpe ratio for KOSS, currently valued at -0.33, compared to the broader market-2.00-1.000.001.002.003.00-0.33
Sortino ratio
The chart of Sortino ratio for KOSS, currently valued at -0.19, compared to the broader market-4.00-2.000.002.004.006.00-0.19
Omega ratio
The chart of Omega ratio for KOSS, currently valued at 0.98, compared to the broader market0.501.001.502.000.98
Calmar ratio
The chart of Calmar ratio for KOSS, currently valued at -0.19, compared to the broader market0.002.004.006.00-0.19
Martin ratio
The chart of Martin ratio for KOSS, currently valued at -0.61, compared to the broader market-10.000.0010.0020.0030.00-0.61
GME
Sharpe ratio
The chart of Sharpe ratio for GME, currently valued at -0.21, compared to the broader market-2.00-1.000.001.002.003.00-0.21
Sortino ratio
The chart of Sortino ratio for GME, currently valued at 0.23, compared to the broader market-4.00-2.000.002.004.006.000.23
Omega ratio
The chart of Omega ratio for GME, currently valued at 1.03, compared to the broader market0.501.001.502.001.03
Calmar ratio
The chart of Calmar ratio for GME, currently valued at -0.18, compared to the broader market0.002.004.006.00-0.18
Martin ratio
The chart of Martin ratio for GME, currently valued at -0.40, compared to the broader market-10.000.0010.0020.0030.00-0.40

KOSS vs. GME - Sharpe Ratio Comparison

The current KOSS Sharpe Ratio is -0.33, which is lower than the GME Sharpe Ratio of -0.21. The chart below compares the 12-month rolling Sharpe Ratio of KOSS and GME.


Rolling 12-month Sharpe Ratio-1.20-1.00-0.80-0.60-0.40-0.200.00December2024FebruaryMarchAprilMay
-0.33
-0.21
KOSS
GME

Dividends

KOSS vs. GME - Dividend Comparison

Neither KOSS nor GME 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%
GME
GameStop Corp.
0.00%0.00%0.00%0.00%0.00%6.25%12.04%8.47%5.86%5.14%3.91%2.23%

Drawdowns

KOSS vs. GME - Drawdown Comparison

The maximum KOSS drawdown since its inception was -96.42%, roughly equal to the maximum GME drawdown of -93.43%. Use the drawdown chart below to compare losses from any high point for KOSS and GME. For additional features, visit the drawdowns tool.


-95.00%-90.00%-85.00%-80.00%December2024FebruaryMarchAprilMay
-95.00%
-79.90%
KOSS
GME

Volatility

KOSS vs. GME - Volatility Comparison

The current volatility for Koss Corporation (KOSS) is 31.45%, while GameStop Corp. (GME) has a volatility of 35.52%. This indicates that KOSS experiences smaller price fluctuations and is considered to be less risky than GME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%December2024FebruaryMarchAprilMay
31.45%
35.52%
KOSS
GME

Financials

KOSS vs. GME - Financials Comparison

This section allows you to compare key financial metrics between Koss Corporation and GameStop Corp.. 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