LEVI vs. COLM
Compare and contrast key facts about Levi Strauss & Co. (LEVI) and Columbia Sportswear Company (COLM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LEVI or COLM.
Key characteristics
| LEVI | COLM | |
|---|---|---|
| YTD Return | 4.15% | 7.66% |
| 1Y Return | 13.18% | 9.70% |
| 3Y Return (Ann) | -12.53% | -5.81% |
| 5Y Return (Ann) | 1.60% | -0.77% |
| Sharpe Ratio | 0.42 | 0.47 |
| Sortino Ratio | 0.78 | 0.81 |
| Omega Ratio | 1.11 | 1.10 |
| Calmar Ratio | 0.32 | 0.35 |
| Martin Ratio | 1.04 | 1.86 |
| Ulcer Index | 14.45% | 5.99% |
| Daily Std Dev | 36.01% | 23.47% |
| Max Drawdown | -59.85% | -63.21% |
| Current Drawdown | -39.76% | -21.67% |
Fundamentals
| LEVI | COLM | |
|---|---|---|
| Market Cap | $6.69B | $4.77B |
| EPS | $0.38 | $3.57 |
| PE Ratio | 44.37 | 23.35 |
| Total Revenue (TTM) | $6.16B | $3.33B |
| Gross Profit (TTM) | $3.66B | $1.67B |
| EBITDA (TTM) | $695.10M | $290.57M |
Correlation
The correlation between LEVI and COLM is 0.53, 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.
Performance
LEVI vs. COLM - Performance Comparison
In the year-to-date period, LEVI achieves a 4.15% return, which is significantly lower than COLM's 7.66% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
LEVI vs. COLM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Levi Strauss & Co. (LEVI) and Columbia Sportswear Company (COLM). 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.
Dividends
LEVI vs. COLM - Dividend Comparison
LEVI's dividend yield for the trailing twelve months is around 2.98%, more than COLM's 1.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LEVI Levi Strauss & Co. | 2.98% | 2.90% | 2.84% | 1.04% | 0.80% | 0.78% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COLM Columbia Sportswear Company | 1.06% | 1.51% | 1.37% | 1.07% | 0.30% | 0.96% | 1.07% | 1.02% | 1.18% | 1.27% | 1.28% | 1.16% |
Drawdowns
LEVI vs. COLM - Drawdown Comparison
The maximum LEVI drawdown since its inception was -59.85%, smaller than the maximum COLM drawdown of -63.21%. Use the drawdown chart below to compare losses from any high point for LEVI and COLM. For additional features, visit the drawdowns tool.
Volatility
LEVI vs. COLM - Volatility Comparison
The current volatility for Levi Strauss & Co. (LEVI) is 4.93%, while Columbia Sportswear Company (COLM) has a volatility of 9.11%. This indicates that LEVI experiences smaller price fluctuations and is considered to be less risky than COLM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
LEVI vs. COLM - Financials Comparison
This section allows you to compare key financial metrics between Levi Strauss & Co. and Columbia Sportswear Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities