PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MNSO vs. DECK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MNSO and DECK is 0.22, 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.


-0.50.00.51.00.2

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.

0.00%100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
22.78%
361.23%
MNSO
DECK

Key characteristics

Sharpe Ratio

MNSO:

0.44

DECK:

1.81

Sortino Ratio

MNSO:

1.06

DECK:

2.73

Omega Ratio

MNSO:

1.13

DECK:

1.34

Calmar Ratio

MNSO:

0.46

DECK:

3.08

Martin Ratio

MNSO:

1.15

DECK:

6.74

Ulcer Index

MNSO:

23.37%

DECK:

10.54%

Daily Std Dev

MNSO:

61.73%

DECK:

39.23%

Max Drawdown

MNSO:

-86.59%

DECK:

-94.36%

Current Drawdown

MNSO:

-26.27%

DECK:

-4.57%

Fundamentals

Market Cap

MNSO:

$7.56B

DECK:

$31.96B

EPS

MNSO:

$0.99

DECK:

$5.66

PE Ratio

MNSO:

24.42

DECK:

37.17

Total Revenue (TTM)

MNSO:

$11.60B

DECK:

$4.66B

Gross Profit (TTM)

MNSO:

$5.05B

DECK:

$2.64B

EBITDA (TTM)

MNSO:

$2.39B

DECK:

$1.14B

Returns By Period

In the year-to-date period, MNSO achieves a 19.40% return, which is significantly lower than DECK's 80.85% return.


MNSO

YTD

19.40%

1M

33.28%

6M

17.40%

1Y

22.71%

5Y*

N/A

10Y*

N/A

DECK

YTD

80.85%

1M

14.19%

6M

19.88%

1Y

69.09%

5Y*

48.68%

10Y*

29.26%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for MNSO, currently valued at 0.44, compared to the broader market-4.00-2.000.002.000.441.81
The chart of Sortino ratio for MNSO, currently valued at 1.06, compared to the broader market-4.00-2.000.002.004.001.062.73
The chart of Omega ratio for MNSO, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.34
The chart of Calmar ratio for MNSO, currently valued at 0.46, compared to the broader market0.002.004.006.000.463.08
The chart of Martin ratio for MNSO, currently valued at 1.15, compared to the broader market0.0010.0020.001.156.74
MNSO
DECK

The current MNSO Sharpe Ratio is 0.44, which is lower than the DECK Sharpe Ratio of 1.81. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.44
1.81
MNSO
DECK

Dividends

MNSO vs. DECK - Dividend Comparison

MNSO's dividend yield for the trailing twelve months is around 2.39%, while DECK has not paid dividends to shareholders.


TTM202320222021
MNSO
MINISO Group Holding Limited
2.39%2.02%1.60%1.51%
DECK
Deckers Outdoor Corporation
0.00%0.00%0.00%0.00%

Drawdowns

MNSO vs. DECK - Drawdown Comparison

The maximum MNSO drawdown since its inception was -86.59%, 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. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-26.27%
-4.57%
MNSO
DECK

Volatility

MNSO vs. DECK - Volatility Comparison

MINISO Group Holding Limited (MNSO) has a higher volatility of 22.77% compared to Deckers Outdoor Corporation (DECK) at 9.46%. This indicates that MNSO's price experiences larger fluctuations and is considered to be riskier than DECK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
22.77%
9.46%
MNSO
DECK

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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab