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

Correlation

The correlation between PVH and COLM is 0.46, 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.


-0.50.00.51.00.5

Performance

PVH vs. COLM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PVH Corp. (PVH) and Columbia Sportswear Company (COLM). The values are adjusted to include any dividend payments, if applicable.

800.00%1,000.00%1,200.00%1,400.00%1,600.00%JulyAugustSeptemberOctoberNovemberDecember
880.87%
1,476.46%
PVH
COLM

Key characteristics

Sharpe Ratio

PVH:

-0.27

COLM:

0.42

Sortino Ratio

PVH:

-0.11

COLM:

0.76

Omega Ratio

PVH:

0.98

COLM:

1.09

Calmar Ratio

PVH:

-0.23

COLM:

0.32

Martin Ratio

PVH:

-0.46

COLM:

1.74

Ulcer Index

PVH:

22.30%

COLM:

5.87%

Daily Std Dev

PVH:

37.30%

COLM:

24.08%

Max Drawdown

PVH:

-84.98%

COLM:

-63.18%

Current Drawdown

PVH:

-35.51%

COLM:

-18.02%

Fundamentals

Market Cap

PVH:

$6.11B

COLM:

$5.19B

EPS

PVH:

$12.21

COLM:

$3.57

PE Ratio

PVH:

9.00

COLM:

25.41

PEG Ratio

PVH:

0.60

COLM:

2.66

Total Revenue (TTM)

PVH:

$8.77B

COLM:

$3.33B

Gross Profit (TTM)

PVH:

$5.27B

COLM:

$1.66B

EBITDA (TTM)

PVH:

$1.19B

COLM:

$334.32M

Returns By Period

In the year-to-date period, PVH achieves a -11.89% return, which is significantly lower than COLM's 12.67% return. Over the past 10 years, PVH has underperformed COLM with an annualized return of -1.47%, while COLM has yielded a comparatively higher 8.13% annualized return.


PVH

YTD

-11.89%

1M

11.42%

6M

-6.03%

1Y

-11.61%

5Y*

0.56%

10Y*

-1.47%

COLM

YTD

12.67%

1M

10.25%

6M

6.46%

1Y

9.30%

5Y*

-1.58%

10Y*

8.13%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

PVH vs. COLM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PVH Corp. (PVH) 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.


Sharpe ratio
The chart of Sharpe ratio for PVH, currently valued at -0.27, compared to the broader market-4.00-2.000.002.00-0.270.42
The chart of Sortino ratio for PVH, currently valued at -0.11, compared to the broader market-4.00-2.000.002.004.00-0.110.76
The chart of Omega ratio for PVH, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.09
The chart of Calmar ratio for PVH, currently valued at -0.23, compared to the broader market0.002.004.006.00-0.230.32
The chart of Martin ratio for PVH, currently valued at -0.46, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.461.74
PVH
COLM

The current PVH Sharpe Ratio is -0.27, which is lower than the COLM Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of PVH 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-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.27
0.42
PVH
COLM

Dividends

PVH vs. COLM - Dividend Comparison

PVH's dividend yield for the trailing twelve months is around 0.14%, less than COLM's 1.36% yield.


TTM20232022202120202019201820172016201520142013
PVH
PVH Corp.
0.14%0.12%0.22%0.04%0.04%0.14%0.16%0.11%0.17%0.21%0.12%0.11%
COLM
Columbia Sportswear Company
1.36%1.51%1.37%1.07%0.30%0.96%1.07%1.02%1.18%1.27%1.28%1.16%

Drawdowns

PVH vs. COLM - Drawdown Comparison

The maximum PVH drawdown since its inception was -84.98%, which is greater than COLM's maximum drawdown of -63.18%. Use the drawdown chart below to compare losses from any high point for PVH and COLM. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-35.51%
-18.02%
PVH
COLM

Volatility

PVH vs. COLM - Volatility Comparison

PVH Corp. (PVH) has a higher volatility of 10.44% compared to Columbia Sportswear Company (COLM) at 8.05%. This indicates that PVH's price experiences larger fluctuations and is considered to be riskier than COLM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
10.44%
8.05%
PVH
COLM

Financials

PVH vs. COLM - Financials Comparison

This section allows you to compare key financial metrics between PVH Corp. 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
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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.

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