KOSS vs. GME

In the year-to-date period, KOSS achieves a -10.30% return, which is significantly higher than GME's -12.22% return. Over the past 10 years, KOSS has underperformed GME with an annualized return of 13.12%, while GME has yielded a comparatively higher 14.79% annualized return.

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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.

The current KOSS Sharpe Ratio is 0.71, which is comparable to the GME Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of KOSS and GME, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither KOSS nor GME has paid dividends to shareholders.

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.

The current volatility for Koss Corporation (KOSS) is 17.09%, while GameStop Corp. (GME) has a volatility of 19.22%. 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.

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.