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MNSO vs. DECK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MNSO and DECK is 0.55, 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

MNSO vs. DECK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MINISO Group Holding Limited (MNSO) and Deckers Outdoor Corporation (DECK). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

MNSO:

-0.36

DECK:

-0.80

Sortino Ratio

MNSO:

-0.09

DECK:

-0.95

Omega Ratio

MNSO:

0.99

DECK:

0.86

Calmar Ratio

MNSO:

-0.42

DECK:

-0.75

Martin Ratio

MNSO:

-0.97

DECK:

-1.52

Ulcer Index

MNSO:

25.38%

DECK:

27.22%

Daily Std Dev

MNSO:

69.04%

DECK:

51.89%

Max Drawdown

MNSO:

-86.58%

DECK:

-94.36%

Current Drawdown

MNSO:

-45.65%

DECK:

-52.70%

Fundamentals

Market Cap

MNSO:

$5.49B

DECK:

$16.03B

EPS

MNSO:

$1.09

DECK:

$6.23

PE Ratio

MNSO:

15.61

DECK:

16.94

PS Ratio

MNSO:

0.31

DECK:

3.22

PB Ratio

MNSO:

3.64

DECK:

6.27

Total Revenue (TTM)

MNSO:

$13.27B

DECK:

$4.99B

Gross Profit (TTM)

MNSO:

$6.02B

DECK:

$2.89B

EBITDA (TTM)

MNSO:

$2.33B

DECK:

$1.34B

Returns By Period

In the year-to-date period, MNSO achieves a -27.29% return, which is significantly higher than DECK's -48.04% return.


MNSO

YTD

-27.29%

1M

-6.48%

6M

-13.19%

1Y

-21.39%

3Y*

50.31%

5Y*

N/A

10Y*

N/A

DECK

YTD

-48.04%

1M

-5.05%

6M

-46.15%

1Y

-42.12%

3Y*

33.09%

5Y*

28.24%

10Y*

24.60%

*Annualized

Compare stocks, funds, or ETFs

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MINISO Group Holding Limited

Deckers Outdoor Corporation

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

MNSO vs. DECK — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MNSO
The Risk-Adjusted Performance Rank of MNSO is 2929
Overall Rank
The Sharpe Ratio Rank of MNSO is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of MNSO is 3434
Sortino Ratio Rank
The Omega Ratio Rank of MNSO is 3333
Omega Ratio Rank
The Calmar Ratio Rank of MNSO is 2323
Calmar Ratio Rank
The Martin Ratio Rank of MNSO is 2727
Martin Ratio Rank

DECK
The Risk-Adjusted Performance Rank of DECK is 99
Overall Rank
The Sharpe Ratio Rank of DECK is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of DECK is 1313
Sortino Ratio Rank
The Omega Ratio Rank of DECK is 1111
Omega Ratio Rank
The Calmar Ratio Rank of DECK is 66
Calmar Ratio Rank
The Martin Ratio Rank of DECK is 55
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.

MNSO vs. DECK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MINISO Group Holding Limited (MNSO) and Deckers Outdoor Corporation (DECK). 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 MNSO Sharpe Ratio is -0.36, which is higher than the DECK Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of MNSO and DECK, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

MNSO vs. DECK - Dividend Comparison

MNSO's dividend yield for the trailing twelve months is around 3.53%, while DECK has not paid dividends to shareholders.


TTM2024202320222021
MNSO
MINISO Group Holding Limited
3.53%2.36%2.02%1.60%1.51%
DECK
Deckers Outdoor Corporation
0.00%0.00%0.00%0.00%0.00%

Drawdowns

MNSO vs. DECK - Drawdown Comparison

The maximum MNSO drawdown since its inception was -86.58%, smaller than the maximum DECK drawdown of -94.36%. Use the drawdown chart below to compare losses from any high point for MNSO and DECK.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

MNSO vs. DECK - Volatility Comparison

The current volatility for MINISO Group Holding Limited (MNSO) is 25.26%, while Deckers Outdoor Corporation (DECK) has a volatility of 26.99%. This indicates that MNSO experiences smaller price fluctuations and is considered to be less risky than DECK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

MNSO vs. DECK - Financials Comparison

This section allows you to compare key financial metrics between MINISO Group Holding Limited and Deckers Outdoor 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.001.00B2.00B3.00B4.00B5.00B20212022202320242025
4.71B
1.02B
(MNSO) Total Revenue
(DECK) Total Revenue
Values in USD except per share items