KOSS vs. M
KOSS (Koss Corporation) and M (Macy's, Inc.) are both stocks. KOSS operates in Consumer Electronics (Technology), while M operates in Department Stores (Consumer Cyclical). Over the past 10 years, KOSS returned 5.18%/yr vs 1.61%/yr for M. Their 0.08 correlation means their historical movements had little consistent relationship.
Performance
KOSS vs. M - Performance Comparison
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Returns By Period
In the year-to-date period, KOSS achieves a -11.11% return, which is significantly lower than M's 14.70% return. Over the past 10 years, KOSS has outperformed M with an annualized return of 5.18%, while M has yielded a comparatively lower 1.61% annualized return.
KOSS
- 1D
- 0.00%
- 1M
- -7.30%
- 6M
- -15.01%
- YTD
- -11.11%
- 1Y
- -31.73%
- 3Y*
- -4.54%
- 5Y*
- -27.32%
- 10Y*
- 5.18%
- ALL TIME*
- 7.25%
M
- 1D
- -0.44%
- 1M
- 6.75%
- 6M
- 26.33%
- YTD
- 14.70%
- 1Y
- 108.42%
- 3Y*
- 20.04%
- 5Y*
- 12.09%
- 10Y*
- 1.61%
- ALL TIME*
- 4.98%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
KOSS Koss Corporation | $56.80K | $71.65K | $88.98K |
| $119.78M | $113.95M | $138.29M |
KOSS vs. M - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KOSS Koss Corporation | -11.11% | -43.90% | 120.30% | -32.32% | -53.65% | 210.47% | 123.38% | -19.35% | -38.20% | 35.53% |
M Macy's, Inc. | 14.70% | 36.55% | -12.41% | 1.64% | -18.66% | 135.80% | -31.08% | -38.20% | 23.64% | -25.29% |
Correlation
The correlation between KOSS and M is 0.29, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.29 |
Correlation (3Y) Balances recent behavior with more history. | 0.31 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.35 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.21 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 1992 | 0.08 |
Over the past year, KOSS and M have become more correlated (0.29) than their long-term average of 0.08, meaning their price movements have been converging.
Fundamentals
KOSS:
$34.84M
M:
$6.53B
KOSS:
-$0.12
M:
$2.42
KOSS:
2.72
M:
0.30
KOSS:
1.17
M:
1.40
KOSS:
$12.84M
M:
$22.72B
KOSS:
$4.57M
M:
$8.30B
KOSS:
-$2.26M
M:
$1.90B
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Return for Risk
KOSS vs. M — Risk / Return Rank
KOSS
M
KOSS vs. M - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Koss Corporation (KOSS) and Macy's, Inc. (M). 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.
| KOSS | M | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.91 | ||
| Sortino ratioReturn per unit of downside risk | -4.04 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.38 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.66 | 3.65 | -4.31 |
| Martin ratioReturn relative to average drawdown | -0.96 | 8.83 | -9.79 |
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Drawdowns
KOSS vs. M - Drawdown Comparison
The maximum KOSS drawdown since its inception was -96.42%, roughly equal to the maximum M drawdown of -91.95%. Use the drawdown chart below to compare losses from any high point for KOSS and M.
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Drawdown Indicators
| KOSS | M | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.42% | -91.95% | -4.47% |
Max Drawdown (1Y)Largest decline over 1 year | -46.24% | -28.61% | -17.63% |
Max Drawdown (3Y)Largest decline over 3 years | -73.78% | -51.33% | -22.45% |
Max Drawdown (5Y)Largest decline over 5 years | -88.20% | -69.65% | -18.55% |
Max Drawdown (10Y)Largest decline over 10 years | -96.42% | -87.79% | -8.63% |
Current DrawdownCurrent decline from peak | -94.25% | -45.30% | -48.95% |
Average DrawdownAverage peak-to-trough decline | -52.14% | -34.66% | -17.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.68% | 11.84% | +19.84% |
Volatility
KOSS vs. M - Volatility Comparison
Koss Corporation (KOSS) and Macy's, Inc. (M) have volatilities of 10.78% and 10.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KOSS | M | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.78% | 10.36% | +0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 32.09% | 30.38% | +1.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.93% | 46.06% | +1.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 97.83% | 54.00% | +43.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 190.28% | 56.29% | +133.99% |
Dividends
KOSS vs. M - Dividend Comparison
KOSS has not paid dividends to shareholders, while M's dividend yield for the trailing twelve months is around 3.01%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KOSS Koss Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
M Macy's, Inc. | 3.01% | 3.31% | 4.10% | 3.29% | 3.05% | 1.15% | 3.36% | 8.88% | 5.07% | 5.99% | 4.17% | 3.98% |
Financials
KOSS vs. M - Financials Comparison
This section allows you to compare key financial metrics between Koss Corporation and Macy's, 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.
Total Revenue: Total amount of money received from sales and other business activities
KOSS vs. M - Profitability Comparison
KOSS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Koss Corporation reported a gross profit of 1.00M and revenue of 2.82M. Therefore, the gross margin over that period was 35.5%.
M - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Macy's, Inc. reported a gross profit of 2.03B and revenue of 4.89B. Therefore, the gross margin over that period was 41.5%.
KOSS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Koss Corporation reported an operating income of -719.13K and revenue of 2.82M, resulting in an operating margin of -25.5%.
M - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Macy's, Inc. reported an operating income of 80.00M and revenue of 4.89B, resulting in an operating margin of 1.6%.
KOSS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Koss Corporation reported a net income of -546.59K and revenue of 2.82M, resulting in a net margin of -19.4%.
M - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Macy's, Inc. reported a net income of 63.00M and revenue of 4.89B, resulting in a net margin of 1.3%.
Frequently Asked Questions
KOSS and M have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KOSS has higher volatility (10.78%) compared to M (10.36%). In terms of maximum drawdown, KOSS dropped -96.42% vs M's -91.95%.
M currently has the higher Sharpe Ratio (2.28 vs -0.63), 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.
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