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

Correlation

The correlation between NGNE and DECK is 0.49, 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

NGNE vs. DECK - Performance Comparison

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

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Key characteristics

Sharpe Ratio

NGNE:

-0.38

DECK:

-0.80

Sortino Ratio

NGNE:

0.33

DECK:

-0.95

Omega Ratio

NGNE:

1.05

DECK:

0.86

Calmar Ratio

NGNE:

-0.47

DECK:

-0.75

Martin Ratio

NGNE:

-0.83

DECK:

-1.52

Ulcer Index

NGNE:

56.04%

DECK:

27.22%

Daily Std Dev

NGNE:

132.86%

DECK:

51.89%

Max Drawdown

NGNE:

-98.34%

DECK:

-94.36%

Current Drawdown

NGNE:

-96.16%

DECK:

-52.70%

Fundamentals

Market Cap

NGNE:

$242.60M

DECK:

$16.03B

EPS

NGNE:

-$4.36

DECK:

$6.23

PS Ratio

NGNE:

262.27

DECK:

3.22

PB Ratio

NGNE:

0.83

DECK:

6.27

Total Revenue (TTM)

NGNE:

$925.00K

DECK:

$4.99B

Gross Profit (TTM)

NGNE:

-$14.82M

DECK:

$2.89B

EBITDA (TTM)

NGNE:

-$81.71M

DECK:

$1.34B

Returns By Period

In the year-to-date period, NGNE achieves a -25.59% return, which is significantly higher than DECK's -48.04% return. Over the past 10 years, NGNE has underperformed DECK with an annualized return of -20.12%, while DECK has yielded a comparatively higher 24.60% annualized return.


NGNE

YTD

-25.59%

1M

10.45%

6M

-33.11%

1Y

-54.76%

3Y*

-5.25%

5Y*

-41.28%

10Y*

-20.12%

DECK

YTD

-48.04%

1M

-5.05%

6M

-46.15%

1Y

-42.12%

3Y*

33.09%

5Y*

28.24%

10Y*

24.60%

*Annualized

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Neurogene Inc

Deckers Outdoor Corporation

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

Risk-Adjusted Performance

NGNE vs. DECK — Risk-Adjusted Performance Rank

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

NGNE
The Risk-Adjusted Performance Rank of NGNE is 3434
Overall Rank
The Sharpe Ratio Rank of NGNE is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of NGNE is 4545
Sortino Ratio Rank
The Omega Ratio Rank of NGNE is 4646
Omega Ratio Rank
The Calmar Ratio Rank of NGNE is 2020
Calmar Ratio Rank
The Martin Ratio Rank of NGNE is 3232
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.

NGNE vs. DECK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Neurogene Inc (NGNE) 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 NGNE Sharpe Ratio is -0.38, which is higher than the DECK Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of NGNE 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

NGNE vs. DECK - Dividend Comparison

Neither NGNE nor DECK has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NGNE vs. DECK - Drawdown Comparison

The maximum NGNE drawdown since its inception was -98.34%, roughly equal to the maximum DECK drawdown of -94.36%. Use the drawdown chart below to compare losses from any high point for NGNE and DECK.


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

Volatility

NGNE vs. DECK - Volatility Comparison

Neurogene Inc (NGNE) has a higher volatility of 45.75% compared to Deckers Outdoor Corporation (DECK) at 26.99%. This indicates that NGNE'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.


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Financials

NGNE vs. DECK - Financials Comparison

This section allows you to compare key financial metrics between Neurogene Inc 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


0.00500.00M1.00B1.50B2.00B202120222023202420250
1.02B
(NGNE) Total Revenue
(DECK) Total Revenue
Values in USD except per share items