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OXM vs. COLM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


OXMCOLM
YTD Return-20.78%7.66%
1Y Return-15.43%9.70%
3Y Return (Ann)-7.07%-5.81%
5Y Return (Ann)3.58%-0.77%
10Y Return (Ann)3.71%8.66%
Sharpe Ratio-0.390.47
Sortino Ratio-0.370.81
Omega Ratio0.961.10
Calmar Ratio-0.330.35
Martin Ratio-0.821.86
Ulcer Index14.93%5.99%
Daily Std Dev31.33%23.47%
Max Drawdown-93.57%-63.21%
Current Drawdown-33.63%-21.67%

Fundamentals


OXMCOLM
Market Cap$1.25B$4.77B
EPS$1.87$3.57
PE Ratio42.0223.35
PEG Ratio1.762.66
Total Revenue (TTM)$1.55B$3.33B
Gross Profit (TTM)$968.40M$1.67B
EBITDA (TTM)$207.73M$290.57M

Correlation

-0.50.00.51.00.4

The correlation between OXM and COLM is 0.44, 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

OXM vs. COLM - Performance Comparison

In the year-to-date period, OXM achieves a -20.78% return, which is significantly lower than COLM's 7.66% return. Over the past 10 years, OXM has underperformed COLM with an annualized return of 3.71%, while COLM has yielded a comparatively higher 8.66% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-26.18%
1.67%
OXM
COLM

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Risk-Adjusted Performance

OXM vs. COLM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Oxford Industries, Inc. (OXM) 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.


OXM
Sharpe ratio
The chart of Sharpe ratio for OXM, currently valued at -0.39, compared to the broader market-4.00-2.000.002.004.00-0.39
Sortino ratio
The chart of Sortino ratio for OXM, currently valued at -0.37, compared to the broader market-4.00-2.000.002.004.006.00-0.37
Omega ratio
The chart of Omega ratio for OXM, currently valued at 0.96, compared to the broader market0.501.001.502.000.96
Calmar ratio
The chart of Calmar ratio for OXM, currently valued at -0.33, compared to the broader market0.002.004.006.00-0.33
Martin ratio
The chart of Martin ratio for OXM, currently valued at -0.82, compared to the broader market0.0010.0020.0030.00-0.82
COLM
Sharpe ratio
The chart of Sharpe ratio for COLM, currently valued at 0.47, compared to the broader market-4.00-2.000.002.004.000.47
Sortino ratio
The chart of Sortino ratio for COLM, currently valued at 0.81, compared to the broader market-4.00-2.000.002.004.006.000.81
Omega ratio
The chart of Omega ratio for COLM, currently valued at 1.10, compared to the broader market0.501.001.502.001.10
Calmar ratio
The chart of Calmar ratio for COLM, currently valued at 0.35, compared to the broader market0.002.004.006.000.35
Martin ratio
The chart of Martin ratio for COLM, currently valued at 1.86, compared to the broader market0.0010.0020.0030.001.86

OXM vs. COLM - Sharpe Ratio Comparison

The current OXM Sharpe Ratio is -0.39, which is lower than the COLM Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of OXM 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.39
0.47
OXM
COLM

Dividends

OXM vs. COLM - Dividend Comparison

OXM's dividend yield for the trailing twelve months is around 3.45%, more than COLM's 1.06% yield.


TTM20232022202120202019201820172016201520142013
OXM
Oxford Industries, Inc.
3.45%2.50%2.22%1.44%1.71%1.92%1.82%1.44%1.76%1.50%1.47%0.86%
COLM
Columbia Sportswear Company
1.06%1.51%1.37%1.07%0.30%0.96%1.07%1.02%1.18%1.27%1.28%1.16%

Drawdowns

OXM vs. COLM - Drawdown Comparison

The maximum OXM drawdown since its inception was -93.57%, which is greater than COLM's maximum drawdown of -63.21%. Use the drawdown chart below to compare losses from any high point for OXM and COLM. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%JuneJulyAugustSeptemberOctoberNovember
-33.63%
-21.67%
OXM
COLM

Volatility

OXM vs. COLM - Volatility Comparison

Oxford Industries, Inc. (OXM) and Columbia Sportswear Company (COLM) have volatilities of 9.30% and 9.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
9.30%
9.11%
OXM
COLM

Financials

OXM vs. COLM - Financials Comparison

This section allows you to compare key financial metrics between Oxford Industries, Inc. 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.


Quarterly
Annual

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



Values in USD except per share items