PVH vs. TTWO

In the year-to-date period, PVH achieves a -12.26% return, which is significantly lower than TTWO's 1.27% return. Over the past 10 years, PVH has underperformed TTWO with an annualized return of -1.73%, while TTWO has yielded a comparatively higher 20.17% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for PVH Corp. (PVH) and Take-Two Interactive Software, Inc. (TTWO). 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 PVH Sharpe Ratio is -0.54, which is lower than the TTWO Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of PVH and TTWO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PVH's dividend yield for the trailing twelve months is around 0.16%, while TTWO has not paid dividends to shareholders.

The maximum PVH drawdown since its inception was -84.98%, which is greater than TTWO's maximum drawdown of -80.84%. Use the drawdown chart below to compare losses from any high point for PVH and TTWO. For additional features, visit the drawdowns tool.

PVH Corp. (PVH) has a higher volatility of 10.61% compared to Take-Two Interactive Software, Inc. (TTWO) at 7.14%. This indicates that PVH's price experiences larger fluctuations and is considered to be riskier than TTWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between PVH Corp. and Take-Two Interactive Software, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.