MODG vs. COLM

In the year-to-date period, MODG achieves a -6.62% return, which is significantly higher than COLM's -20.99% return. Over the past 10 years, MODG has underperformed COLM with an annualized return of -2.27%, while COLM has yielded a comparatively higher 2.67% annualized return.

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

This table presents a comparison of risk-adjusted performance metrics for Callaway Golf Company (MODG) 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.

The current MODG Sharpe Ratio is -1.00, which is lower than the COLM Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of MODG 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.

MODG has not paid dividends to shareholders, while COLM's dividend yield for the trailing twelve months is around 1.82%.

The maximum MODG drawdown since its inception was -85.06%, which is greater than COLM's maximum drawdown of -63.18%. Use the drawdown chart below to compare losses from any high point for MODG and COLM. For additional features, visit the drawdowns tool.

This section allows you to compare key financial metrics between Callaway Golf Company 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.