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LEVI vs. COLM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


-0.50.00.51.00.5

Performance

LEVI vs. COLM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Levi Strauss & Co. (LEVI) and Columbia Sportswear Company (COLM). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-13.24%
-10.19%
LEVI
COLM

Key characteristics

Sharpe Ratio

LEVI:

0.44

COLM:

0.42

Sortino Ratio

LEVI:

0.82

COLM:

0.76

Omega Ratio

LEVI:

1.11

COLM:

1.09

Calmar Ratio

LEVI:

0.34

COLM:

0.32

Martin Ratio

LEVI:

0.94

COLM:

1.74

Ulcer Index

LEVI:

16.96%

COLM:

5.87%

Daily Std Dev

LEVI:

36.49%

COLM:

24.08%

Max Drawdown

LEVI:

-59.85%

COLM:

-63.18%

Current Drawdown

LEVI:

-37.49%

COLM:

-18.02%

Fundamentals

Market Cap

LEVI:

$6.72B

COLM:

$5.19B

EPS

LEVI:

$0.38

COLM:

$3.57

PE Ratio

LEVI:

44.61

COLM:

25.41

Total Revenue (TTM)

LEVI:

$4.52B

COLM:

$3.33B

Gross Profit (TTM)

LEVI:

$2.71B

COLM:

$1.66B

EBITDA (TTM)

LEVI:

$384.80M

COLM:

$334.32M

Returns By Period

In the year-to-date period, LEVI achieves a 8.06% return, which is significantly lower than COLM's 12.67% return.


LEVI

YTD

8.06%

1M

10.06%

6M

-23.31%

1Y

11.36%

5Y*

-0.63%

10Y*

N/A

COLM

YTD

12.67%

1M

10.25%

6M

6.46%

1Y

9.30%

5Y*

-1.58%

10Y*

8.13%

Compare stocks, funds, or ETFs

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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.


Sharpe ratio
The chart of Sharpe ratio for LEVI, currently valued at 0.44, compared to the broader market-4.00-2.000.002.000.440.42
The chart of Sortino ratio for LEVI, currently valued at 0.82, compared to the broader market-4.00-2.000.002.004.000.820.76
The chart of Omega ratio for LEVI, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.09
The chart of Calmar ratio for LEVI, currently valued at 0.34, compared to the broader market0.002.004.006.000.340.32
The chart of Martin ratio for LEVI, currently valued at 0.94, compared to the broader market-5.000.005.0010.0015.0020.0025.000.941.74
LEVI
COLM

The current LEVI Sharpe Ratio is 0.44, which is comparable to the COLM Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of LEVI and COLM, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.44
0.42
LEVI
COLM

Dividends

LEVI vs. COLM - Dividend Comparison

LEVI's dividend yield for the trailing twelve months is around 2.88%, more than COLM's 1.36% yield.


TTM20232022202120202019201820172016201520142013
LEVI
Levi Strauss & Co.
2.88%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
1.36%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 -63.18%. Use the drawdown chart below to compare losses from any high point for LEVI and COLM. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%JulyAugustSeptemberOctoberNovemberDecember
-37.49%
-18.02%
LEVI
COLM

Volatility

LEVI vs. COLM - Volatility Comparison

Levi Strauss & Co. (LEVI) has a higher volatility of 9.87% compared to Columbia Sportswear Company (COLM) at 8.05%. This indicates that LEVI's price experiences larger fluctuations and is considered to be riskier than COLM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.87%
8.05%
LEVI
COLM

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.


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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