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

Performance

KOSS vs. M - Performance Comparison

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

0.00%500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%JuneJulyAugustSeptemberOctoberNovember
1,681.18%
264.97%
KOSS
M

Returns By Period

In the year-to-date period, KOSS achieves a 105.07% return, which is significantly higher than M's -21.71% return. Over the past 10 years, KOSS has outperformed M with an annualized return of 15.97%, while M has yielded a comparatively lower -9.55% annualized return.


KOSS

YTD

105.07%

1M

-14.76%

6M

43.42%

1Y

143.62%

5Y (annualized)

32.31%

10Y (annualized)

15.97%

M

YTD

-21.71%

1M

-5.46%

6M

-19.85%

1Y

10.02%

5Y (annualized)

4.04%

10Y (annualized)

-9.55%

Fundamentals


KOSSM
Market Cap$67.70M$4.18B
EPS-$0.12$0.65
PEG Ratio0.000.10
Total Revenue (TTM)$12.09M$18.47B
Gross Profit (TTM)$4.24M$7.51B
EBITDA (TTM)-$1.94M$1.88B

Key characteristics


KOSSM
Sharpe Ratio0.890.40
Sortino Ratio3.560.95
Omega Ratio1.461.12
Calmar Ratio1.600.27
Martin Ratio4.681.11
Ulcer Index33.01%17.29%
Daily Std Dev174.54%47.94%
Max Drawdown-96.42%-91.95%
Current Drawdown-89.27%-68.78%

Compare stocks, funds, or ETFs

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Correlation

-0.50.00.51.00.1

The correlation between KOSS and M is 0.07, 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. M - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for KOSS, currently valued at 0.89, compared to the broader market-4.00-2.000.002.004.000.890.40
The chart of Sortino ratio for KOSS, currently valued at 3.56, compared to the broader market-4.00-2.000.002.004.003.560.95
The chart of Omega ratio for KOSS, currently valued at 1.46, compared to the broader market0.501.001.502.001.461.12
The chart of Calmar ratio for KOSS, currently valued at 1.60, compared to the broader market0.002.004.006.001.600.27
The chart of Martin ratio for KOSS, currently valued at 4.68, compared to the broader market0.0010.0020.0030.004.681.11
KOSS
M

The current KOSS Sharpe Ratio is 0.89, which is higher than the M Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of KOSS and M, 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 Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.89
0.40
KOSS
M

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 4.49%.


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%
M
Macy's, Inc.
4.49%3.28%3.06%1.15%3.36%8.89%5.08%6.00%4.17%3.98%1.81%1.78%

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. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%JuneJulyAugustSeptemberOctoberNovember
-89.27%
-68.78%
KOSS
M

Volatility

KOSS vs. M - Volatility Comparison

Koss Corporation (KOSS) has a higher volatility of 17.71% compared to Macy's, Inc. (M) at 9.42%. This indicates that KOSS's price experiences larger fluctuations and is considered to be riskier than M 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
17.71%
9.42%
KOSS
M

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items