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

Correlation

The correlation between KOSS and M is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

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%NovemberDecember2025FebruaryMarchApril
1,099.12%
173.44%
KOSS
M

Key characteristics

Sharpe Ratio

KOSS:

0.53

M:

-0.79

Sortino Ratio

KOSS:

2.88

M:

-1.04

Omega Ratio

KOSS:

1.35

M:

0.87

Calmar Ratio

KOSS:

0.97

M:

-0.49

Martin Ratio

KOSS:

2.07

M:

-1.70

Ulcer Index

KOSS:

45.15%

M:

22.65%

Daily Std Dev

KOSS:

178.10%

M:

49.09%

Max Drawdown

KOSS:

-96.42%

M:

-91.94%

Current Drawdown

KOSS:

-92.77%

M:

-76.62%

Fundamentals

Market Cap

KOSS:

$43.13M

M:

$3.07B

EPS

KOSS:

-$0.07

M:

$2.07

PEG Ratio

KOSS:

0.00

M:

0.63

PS Ratio

KOSS:

3.51

M:

0.13

PB Ratio

KOSS:

1.37

M:

0.66

Total Revenue (TTM)

KOSS:

$9.65M

M:

$23.01B

Gross Profit (TTM)

KOSS:

$3.70M

M:

$9.27B

EBITDA (TTM)

KOSS:

-$932.60K

M:

$1.73B

Returns By Period

In the year-to-date period, KOSS achieves a -37.33% return, which is significantly lower than M's -33.07% return. Over the past 10 years, KOSS has outperformed M with an annualized return of 7.26%, while M has yielded a comparatively lower -12.63% annualized return.


KOSS

YTD

-37.33%

1M

-17.70%

6M

-36.29%

1Y

90.64%

5Y*

30.20%

10Y*

7.26%

M

YTD

-33.07%

1M

-15.75%

6M

-25.58%

1Y

-36.25%

5Y*

20.75%

10Y*

-12.63%

*Annualized

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Risk-Adjusted Performance

KOSS vs. M — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

KOSS
The Risk-Adjusted Performance Rank of KOSS is 8383
Overall Rank
The Sharpe Ratio Rank of KOSS is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of KOSS is 9494
Sortino Ratio Rank
The Omega Ratio Rank of KOSS is 9191
Omega Ratio Rank
The Calmar Ratio Rank of KOSS is 8484
Calmar Ratio Rank
The Martin Ratio Rank of KOSS is 7474
Martin Ratio Rank

M
The Risk-Adjusted Performance Rank of M is 1212
Overall Rank
The Sharpe Ratio Rank of M is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of M is 1212
Sortino Ratio Rank
The Omega Ratio Rank of M is 1313
Omega Ratio Rank
The Calmar Ratio Rank of M is 2020
Calmar Ratio Rank
The Martin Ratio Rank of M is 44
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for KOSS, currently valued at 0.53, compared to the broader market-2.00-1.000.001.002.003.00
KOSS: 0.53
M: -0.79
The chart of Sortino ratio for KOSS, currently valued at 2.88, compared to the broader market-6.00-4.00-2.000.002.004.00
KOSS: 2.88
M: -1.04
The chart of Omega ratio for KOSS, currently valued at 1.35, compared to the broader market0.501.001.502.00
KOSS: 1.35
M: 0.87
The chart of Calmar ratio for KOSS, currently valued at 0.97, compared to the broader market0.001.002.003.004.005.00
KOSS: 0.97
M: -0.49
The chart of Martin ratio for KOSS, currently valued at 2.07, compared to the broader market-5.000.005.0010.0015.0020.00
KOSS: 2.07
M: -1.70

The current KOSS Sharpe Ratio is 0.53, which is higher than the M Sharpe Ratio of -0.79. 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 Ratio-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
0.53
-0.79
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 6.30%.


TTM20242023202220212020201920182017201620152014
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%3.43%
M
Macy's, Inc.
6.30%4.11%3.28%3.06%1.15%3.36%8.89%5.08%6.00%4.17%3.98%1.81%

Drawdowns

KOSS vs. M - Drawdown Comparison

The maximum KOSS drawdown since its inception was -96.42%, roughly equal to the maximum M drawdown of -91.94%. Use the drawdown chart below to compare losses from any high point for KOSS and M. For additional features, visit the drawdowns tool.


-95.00%-90.00%-85.00%-80.00%-75.00%-70.00%-65.00%-60.00%NovemberDecember2025FebruaryMarchApril
-92.77%
-76.62%
KOSS
M

Volatility

KOSS vs. M - Volatility Comparison

The current volatility for Koss Corporation (KOSS) is 24.27%, while Macy's, Inc. (M) has a volatility of 25.74%. This indicates that KOSS experiences smaller price fluctuations and is considered to be less risky than M based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
24.27%
25.74%
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