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KSS vs. GME
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between KSS and GME is 0.34, 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.


-0.50.00.51.00.3

Performance

KSS vs. GME - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kohl's Corporation (KSS) and GameStop Corp. (GME). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-33.94%
11.57%
KSS
GME

Key characteristics

Sharpe Ratio

KSS:

-0.87

GME:

0.40

Sortino Ratio

KSS:

-1.13

GME:

1.91

Omega Ratio

KSS:

0.85

GME:

1.28

Calmar Ratio

KSS:

-0.61

GME:

0.68

Martin Ratio

KSS:

-1.85

GME:

1.40

Ulcer Index

KSS:

25.02%

GME:

42.65%

Daily Std Dev

KSS:

53.23%

GME:

149.19%

Max Drawdown

KSS:

-84.54%

GME:

-93.43%

Current Drawdown

KSS:

-75.78%

GME:

-67.14%

Fundamentals

Market Cap

KSS:

$1.59B

GME:

$13.15B

EPS

KSS:

$2.22

GME:

$0.20

PE Ratio

KSS:

6.42

GME:

147.20

PEG Ratio

KSS:

2.20

GME:

0.86

Total Revenue (TTM)

KSS:

$16.78B

GME:

$4.33B

Gross Profit (TTM)

KSS:

$6.17B

GME:

$1.17B

EBITDA (TTM)

KSS:

$1.35B

GME:

$16.60M

Returns By Period

In the year-to-date period, KSS achieves a -46.49% return, which is significantly lower than GME's 62.86% return. Over the past 10 years, KSS has underperformed GME with an annualized return of -9.04%, while GME has yielded a comparatively higher 16.13% annualized return.


KSS

YTD

-46.49%

1M

-17.53%

6M

-31.19%

1Y

-46.75%

5Y*

-18.10%

10Y*

-9.04%

GME

YTD

62.86%

1M

7.98%

6M

15.59%

1Y

61.12%

5Y*

80.66%

10Y*

16.13%

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Risk-Adjusted Performance

KSS vs. GME - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kohl's Corporation (KSS) and GameStop Corp. (GME). 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 KSS, currently valued at -0.87, compared to the broader market-4.00-2.000.002.00-0.870.40
The chart of Sortino ratio for KSS, currently valued at -1.13, compared to the broader market-4.00-2.000.002.004.00-1.131.91
The chart of Omega ratio for KSS, currently valued at 0.85, compared to the broader market0.501.001.502.000.851.28
The chart of Calmar ratio for KSS, currently valued at -0.61, compared to the broader market0.002.004.006.00-0.610.68
The chart of Martin ratio for KSS, currently valued at -1.85, compared to the broader market0.0010.0020.00-1.851.40
KSS
GME

The current KSS Sharpe Ratio is -0.87, which is lower than the GME Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of KSS and GME, 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.87
0.40
KSS
GME

Dividends

KSS vs. GME - Dividend Comparison

KSS's dividend yield for the trailing twelve months is around 14.42%, while GME has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
KSS
Kohl's Corporation
14.42%6.97%7.92%2.02%1.73%5.26%3.68%4.06%4.05%3.78%2.56%2.47%
GME
GameStop Corp.
0.00%0.00%0.00%0.00%0.00%6.25%12.04%8.47%5.86%5.14%3.91%2.23%

Drawdowns

KSS vs. GME - Drawdown Comparison

The maximum KSS drawdown since its inception was -84.54%, smaller than the maximum GME drawdown of -93.43%. Use the drawdown chart below to compare losses from any high point for KSS and GME. For additional features, visit the drawdowns tool.


-75.00%-70.00%-65.00%-60.00%JulyAugustSeptemberOctoberNovemberDecember
-75.78%
-67.14%
KSS
GME

Volatility

KSS vs. GME - Volatility Comparison

Kohl's Corporation (KSS) has a higher volatility of 22.30% compared to GameStop Corp. (GME) at 21.13%. This indicates that KSS's price experiences larger fluctuations and is considered to be riskier than GME 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%JulyAugustSeptemberOctoberNovemberDecember
22.30%
21.13%
KSS
GME

Financials

KSS vs. GME - Financials Comparison

This section allows you to compare key financial metrics between Kohl's Corporation and GameStop Corp.. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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