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

Performance

KOSS vs. SPCE - Performance Comparison

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

-50.00%0.00%50.00%100.00%150.00%JuneJulyAugustSeptemberOctoberNovember
28.17%
-65.01%
KOSS
SPCE

Returns By Period

In the year-to-date period, KOSS achieves a 102.39% return, which is significantly higher than SPCE's -85.80% return.


KOSS

YTD

102.39%

1M

-15.88%

6M

28.17%

1Y

140.43%

5Y (annualized)

33.27%

10Y (annualized)

15.04%

SPCE

YTD

-85.80%

1M

-9.73%

6M

-64.97%

1Y

-84.11%

5Y (annualized)

-48.05%

10Y (annualized)

N/A

Fundamentals


KOSSSPCE
Market Cap$67.70M$203.86M
EPS-$0.12-$16.26
Total Revenue (TTM)$12.09M$9.42M
Gross Profit (TTM)$4.24M-$71.76M
EBITDA (TTM)-$1.94M-$376.20M

Key characteristics


KOSSSPCE
Sharpe Ratio0.87-0.85
Sortino Ratio3.53-1.90
Omega Ratio1.460.80
Calmar Ratio1.57-0.84
Martin Ratio4.58-1.25
Ulcer Index33.01%66.52%
Daily Std Dev174.56%98.34%
Max Drawdown-96.42%-99.56%
Current Drawdown-89.41%-99.41%

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Correlation

-0.50.00.51.00.4

The correlation between KOSS and SPCE is 0.36, 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. SPCE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Koss Corporation (KOSS) and Virgin Galactic Holdings, Inc. (SPCE). 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 0.87, compared to the broader market-4.00-2.000.002.004.000.87-0.85
The chart of Sortino ratio for KOSS, currently valued at 3.53, compared to the broader market-4.00-2.000.002.004.003.53-1.90
The chart of Omega ratio for KOSS, currently valued at 1.46, compared to the broader market0.501.001.502.001.460.80
The chart of Calmar ratio for KOSS, currently valued at 1.57, compared to the broader market0.002.004.006.001.57-0.84
The chart of Martin ratio for KOSS, currently valued at 4.58, compared to the broader market-10.000.0010.0020.0030.004.58-1.25
KOSS
SPCE

The current KOSS Sharpe Ratio is 0.87, which is higher than the SPCE Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of KOSS and SPCE, 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-1.00-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.87
-0.85
KOSS
SPCE

Dividends

KOSS vs. SPCE - Dividend Comparison

Neither KOSS nor SPCE 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%
SPCE
Virgin Galactic Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

KOSS vs. SPCE - Drawdown Comparison

The maximum KOSS drawdown since its inception was -96.42%, roughly equal to the maximum SPCE drawdown of -99.56%. Use the drawdown chart below to compare losses from any high point for KOSS and SPCE. For additional features, visit the drawdowns tool.


-100.00%-95.00%-90.00%-85.00%-80.00%JuneJulyAugustSeptemberOctoberNovember
-89.41%
-99.41%
KOSS
SPCE

Volatility

KOSS vs. SPCE - Volatility Comparison

The current volatility for Koss Corporation (KOSS) is 17.79%, while Virgin Galactic Holdings, Inc. (SPCE) has a volatility of 31.58%. This indicates that KOSS experiences smaller price fluctuations and is considered to be less risky than SPCE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


20.00%40.00%60.00%80.00%100.00%JuneJulyAugustSeptemberOctoberNovember
17.79%
31.58%
KOSS
SPCE

Financials

KOSS vs. SPCE - Financials Comparison

This section allows you to compare key financial metrics between Koss Corporation and Virgin Galactic Holdings, 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