M vs. KSS
M (Macy's, Inc.) and KSS (Kohl's Corporation) are both stocks. Both operate in the Department Stores industry within the Consumer Cyclical sector. Over the past 10 years, M returned 1.46%/yr vs -2.08%/yr for KSS. A 0.56 correlation means they provide meaningful diversification when combined.
Performance
M vs. KSS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, M achieves a 10.68% return, which is significantly higher than KSS's -12.58% return. Over the past 10 years, M has outperformed KSS with an annualized return of 1.46%, while KSS has yielded a comparatively lower -2.08% annualized return.
M
- 1D
- -2.88%
- 1M
- 16.81%
- YTD
- 10.68%
- 6M
- 8.08%
- 1Y
- 133.62%
- 3Y*
- 22.03%
- 5Y*
- 8.34%
- 10Y*
- 1.46%
KSS
- 1D
- -0.40%
- 1M
- 35.28%
- YTD
- -12.58%
- 6M
- -16.70%
- 1Y
- 123.15%
- 3Y*
- -0.10%
- 5Y*
- -15.80%
- 10Y*
- -2.08%
M vs. KSS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
M Macy's, Inc. | 10.68% | 36.55% | -12.41% | 1.64% | -18.66% | 135.80% | -31.08% | -38.20% | 23.64% | -25.29% |
KSS Kohl's Corporation | -12.58% | 51.46% | -45.83% | 23.77% | -45.98% | 23.58% | -17.18% | -19.22% | 26.65% | 15.75% |
Correlation
The correlation between M and KSS is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since May 19, 1992 | 0.56 |
The correlation between M and KSS shifts across timeframes, from 0.56 (all time) to 0.72 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
M:
$2.42
KSS:
$3.16
M:
9.89
KSS:
5.54
M:
0.04
KSS:
0.30
M:
0.29
KSS:
0.10
M:
$22.72B
KSS:
$15.46B
M:
$8.30B
KSS:
$4.94B
M:
$1.90B
KSS:
$1.31B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
M vs. KSS — Risk / Return Rank
M
KSS
M vs. KSS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Macy's, Inc. (M) and Kohl's Corporation (KSS). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| M | KSS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.54 | ||
| Sortino ratioReturn per unit of downside risk | +1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.31 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 4.70 | 2.39 | +2.31 |
| Martin ratioReturn relative to average drawdown | 11.43 | 4.70 | +6.73 |
Loading charts...
Drawdowns
M vs. KSS - Drawdown Comparison
The maximum M drawdown since its inception was -91.95%, roughly equal to the maximum KSS drawdown of -89.16%. Use the drawdown chart below to compare losses from any high point for M and KSS.
Loading charts...
Drawdown Indicators
| M | KSS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.95% | -89.16% | -2.79% |
Max Drawdown (1Y)Largest decline over 1 year | -28.61% | -51.84% | +23.23% |
Max Drawdown (3Y)Largest decline over 3 years | -51.33% | -77.01% | +25.68% |
Max Drawdown (5Y)Largest decline over 5 years | -69.65% | -87.56% | +17.91% |
Max Drawdown (10Y)Largest decline over 10 years | -87.79% | -89.16% | +1.37% |
Current DrawdownCurrent decline from peak | -47.22% | -67.60% | +20.38% |
Average DrawdownAverage peak-to-trough decline | -34.62% | -29.42% | -5.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.73% | 26.29% | -14.56% |
Volatility
M vs. KSS - Volatility Comparison
The current volatility for Macy's, Inc. (M) is 15.73%, while Kohl's Corporation (KSS) has a volatility of 25.84%. This indicates that M experiences smaller price fluctuations and is considered to be less risky than KSS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| M | KSS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.73% | 25.84% | -10.11% |
Volatility (6M)Calculated over the trailing 6-month period | 29.81% | 44.73% | -14.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.89% | 88.76% | -42.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.18% | 69.55% | -15.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.20% | 63.60% | -7.40% |
Dividends
M vs. KSS - Dividend Comparison
M's dividend yield for the trailing twelve months is around 3.12%, more than KSS's 2.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KSS Kohl's Corporation | 2.85% | 2.45% | 14.25% | 6.97% | 7.92% | 2.02% | 1.73% | 5.26% | 3.68% | 4.06% | 4.05% | 3.78% |
M Macy's, Inc. | 3.12% | 3.31% | 4.10% | 3.29% | 3.05% | 1.15% | 3.36% | 8.88% | 5.07% | 5.99% | 4.17% | 3.98% |
Financials
M vs. KSS - Financials Comparison
This section allows you to compare key financial metrics between Macy's, Inc. and Kohl's Corporation. 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
M vs. KSS - Profitability Comparison
M - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Macy's, Inc. reported a gross profit of 2.03B and revenue of 4.89B. Therefore, the gross margin over that period was 41.5%.
KSS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Kohl's Corporation reported a gross profit of 39.90M and revenue of 3.17B. Therefore, the gross margin over that period was 1.3%.
M - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Macy's, Inc. reported an operating income of 80.00M and revenue of 4.89B, resulting in an operating margin of 1.6%.
KSS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Kohl's Corporation reported an operating income of 46.00M and revenue of 3.17B, resulting in an operating margin of 1.5%.
M - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Macy's, Inc. reported a net income of 63.00M and revenue of 4.89B, resulting in a net margin of 1.3%.
KSS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Kohl's Corporation reported a net income of -14.00M and revenue of 3.17B, resulting in a net margin of -0.4%.
Frequently Asked Questions
M and KSS have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KSS has higher volatility (25.84%) compared to M (15.73%). In terms of maximum drawdown, M dropped -91.95% vs KSS's -89.16%.
M currently has the higher Sharpe Ratio (2.94 vs 1.40), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for M and KSS
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer