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

Performance

KOSS vs. VSCO - Performance Comparison

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

0.00%50.00%100.00%150.00%JuneJulyAugustSeptemberOctoberNovember
28.15%
71.66%
KOSS
VSCO

Returns By Period

In the year-to-date period, KOSS achieves a 102.39% return, which is significantly higher than VSCO's 37.83% return.


KOSS

YTD

102.39%

1M

-15.88%

6M

28.17%

1Y

140.43%

5Y (annualized)

33.27%

10Y (annualized)

15.04%

VSCO

YTD

37.83%

1M

33.11%

6M

71.66%

1Y

70.38%

5Y (annualized)

N/A

10Y (annualized)

N/A

Fundamentals


KOSSVSCO
Market Cap$67.70M$2.81B
EPS-$0.12$1.75
Total Revenue (TTM)$12.09M$4.86B
Gross Profit (TTM)$4.24M$1.82B
EBITDA (TTM)-$1.94M$577.12M

Key characteristics


KOSSVSCO
Sharpe Ratio0.871.22
Sortino Ratio3.531.76
Omega Ratio1.461.25
Calmar Ratio1.571.01
Martin Ratio4.582.89
Ulcer Index33.01%27.66%
Daily Std Dev174.56%65.21%
Max Drawdown-96.42%-80.87%
Current Drawdown-89.41%-51.08%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.2

The correlation between KOSS and VSCO is 0.25, 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. VSCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Koss Corporation (KOSS) and Victoria's Secret & Co. (VSCO). 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-4.00-2.000.002.004.000.871.22
The chart of Sortino ratio for KOSS, currently valued at 3.53, compared to the broader market-4.00-2.000.002.004.003.531.76
The chart of Omega ratio for KOSS, currently valued at 1.46, compared to the broader market0.501.001.502.001.461.25
The chart of Calmar ratio for KOSS, currently valued at 1.71, compared to the broader market0.002.004.006.001.711.01
The chart of Martin ratio for KOSS, currently valued at 4.58, compared to the broader market-10.000.0010.0020.0030.004.582.89
KOSS
VSCO

The current KOSS Sharpe Ratio is 0.87, which is comparable to the VSCO Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of KOSS and VSCO, 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
0.87
1.22
KOSS
VSCO

Dividends

KOSS vs. VSCO - Dividend Comparison

Neither KOSS nor VSCO 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%
VSCO
Victoria's Secret & Co.
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. VSCO - Drawdown Comparison

The maximum KOSS drawdown since its inception was -96.42%, which is greater than VSCO's maximum drawdown of -80.87%. Use the drawdown chart below to compare losses from any high point for KOSS and VSCO. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JuneJulyAugustSeptemberOctoberNovember
-65.05%
-51.08%
KOSS
VSCO

Volatility

KOSS vs. VSCO - Volatility Comparison

Koss Corporation (KOSS) has a higher volatility of 17.79% compared to Victoria's Secret & Co. (VSCO) at 12.21%. This indicates that KOSS's price experiences larger fluctuations and is considered to be riskier than VSCO 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%
12.21%
KOSS
VSCO

Financials

KOSS vs. VSCO - Financials Comparison

This section allows you to compare key financial metrics between Koss Corporation and Victoria's Secret & Co.. 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