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

Correlation

The correlation between KOSS and VSCO is 0.38, 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.


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.

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Key characteristics

Sharpe Ratio

KOSS:

0.09

VSCO:

0.12

Sortino Ratio

KOSS:

1.31

VSCO:

0.65

Omega Ratio

KOSS:

1.16

VSCO:

1.08

Calmar Ratio

KOSS:

-0.13

VSCO:

0.08

Martin Ratio

KOSS:

-0.26

VSCO:

0.21

Ulcer Index

KOSS:

47.15%

VSCO:

32.33%

Daily Std Dev

KOSS:

166.09%

VSCO:

69.45%

Max Drawdown

KOSS:

-96.42%

VSCO:

-80.87%

Current Drawdown

KOSS:

-91.56%

VSCO:

-68.48%

Fundamentals

Market Cap

KOSS:

$50.63M

VSCO:

$1.88B

EPS

KOSS:

-$0.08

VSCO:

$2.05

PS Ratio

KOSS:

4.07

VSCO:

0.30

PB Ratio

KOSS:

1.57

VSCO:

2.94

Total Revenue (TTM)

KOSS:

$12.43M

VSCO:

$4.87B

Gross Profit (TTM)

KOSS:

$4.78M

VSCO:

$1.78B

EBITDA (TTM)

KOSS:

-$1.45M

VSCO:

$471.69M

Returns By Period

In the year-to-date period, KOSS achieves a -26.83% return, which is significantly higher than VSCO's -43.10% return.


KOSS

YTD

-26.83%

1M

17.39%

6M

-22.30%

1Y

12.73%

5Y*

36.69%

10Y*

6.59%

VSCO

YTD

-43.10%

1M

47.31%

6M

-35.74%

1Y

6.36%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

KOSS vs. VSCO — 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 5757
Overall Rank
The Sharpe Ratio Rank of KOSS is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of KOSS is 7373
Sortino Ratio Rank
The Omega Ratio Rank of KOSS is 6969
Omega Ratio Rank
The Calmar Ratio Rank of KOSS is 4242
Calmar Ratio Rank
The Martin Ratio Rank of KOSS is 4545
Martin Ratio Rank

VSCO
The Risk-Adjusted Performance Rank of VSCO is 5555
Overall Rank
The Sharpe Ratio Rank of VSCO is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VSCO is 5555
Sortino Ratio Rank
The Omega Ratio Rank of VSCO is 5454
Omega Ratio Rank
The Calmar Ratio Rank of VSCO is 5656
Calmar Ratio Rank
The Martin Ratio Rank of VSCO is 5454
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. 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.


The current KOSS Sharpe Ratio is 0.09, which is lower than the VSCO Sharpe Ratio of 0.12. 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.


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Dividends

KOSS vs. VSCO - Dividend Comparison

Neither KOSS nor VSCO has paid dividends to shareholders.


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%
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.


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Volatility

KOSS vs. VSCO - Volatility Comparison

Koss Corporation (KOSS) has a higher volatility of 20.93% compared to Victoria's Secret & Co. (VSCO) at 14.75%. 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.


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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


0.00500.00M1.00B1.50B2.00B20212022202320242025
2.78M
2.11B
(KOSS) Total Revenue
(VSCO) Total Revenue
Values in USD except per share items

KOSS vs. VSCO - Profitability Comparison

The chart below illustrates the profitability comparison between Koss Corporation and Victoria's Secret & Co. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%20212022202320242025
39.0%
38.6%
(KOSS) Gross Margin
(VSCO) Gross Margin
KOSS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Koss Corporation reported a gross profit of 1.08M and revenue of 2.78M. Therefore, the gross margin over that period was 39.0%.

VSCO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Victoria's Secret & Co. reported a gross profit of 813.43M and revenue of 2.11B. Therefore, the gross margin over that period was 38.6%.

KOSS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Koss Corporation reported an operating income of -519.01K and revenue of 2.78M, resulting in an operating margin of -18.7%.

VSCO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Victoria's Secret & Co. reported an operating income of 267.69M and revenue of 2.11B, resulting in an operating margin of 12.7%.

KOSS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Koss Corporation reported a net income of -316.74K and revenue of 2.78M, resulting in a net margin of -11.4%.

VSCO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Victoria's Secret & Co. reported a net income of 193.41M and revenue of 2.11B, resulting in a net margin of 9.2%.