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SHOO vs. SKX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SHOO and SKX is 0.42, 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.


-0.50.00.51.00.4

Performance

SHOO vs. SKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Steven Madden, Ltd. (SHOO) and Skechers U.S.A., Inc. (SKX). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
-11.01%
-2.53%
SHOO
SKX

Key characteristics

Sharpe Ratio

SHOO:

-0.33

SKX:

0.27

Sortino Ratio

SHOO:

-0.30

SKX:

0.61

Omega Ratio

SHOO:

0.97

SKX:

1.08

Calmar Ratio

SHOO:

-0.34

SKX:

0.46

Martin Ratio

SHOO:

-0.89

SKX:

0.92

Ulcer Index

SHOO:

9.48%

SKX:

10.19%

Daily Std Dev

SHOO:

25.91%

SKX:

34.43%

Max Drawdown

SHOO:

-77.05%

SKX:

-86.73%

Current Drawdown

SHOO:

-20.54%

SKX:

-15.68%

Fundamentals

Market Cap

SHOO:

$2.84B

SKX:

$9.96B

EPS

SHOO:

$2.36

SKX:

$4.16

PE Ratio

SHOO:

16.65

SKX:

15.86

PEG Ratio

SHOO:

1.83

SKX:

1.19

Total Revenue (TTM)

SHOO:

$1.70B

SKX:

$6.76B

Gross Profit (TTM)

SHOO:

$691.92M

SKX:

$3.49B

EBITDA (TTM)

SHOO:

$208.88M

SKX:

$838.41M

Returns By Period

In the year-to-date period, SHOO achieves a -7.57% return, which is significantly lower than SKX's -1.89% return. Over the past 10 years, SHOO has underperformed SKX with an annualized return of 6.90%, while SKX has yielded a comparatively higher 11.19% annualized return.


SHOO

YTD

-7.57%

1M

-4.43%

6M

-11.01%

1Y

-8.04%

5Y*

3.41%

10Y*

6.90%

SKX

YTD

-1.89%

1M

-5.70%

6M

-2.53%

1Y

13.49%

5Y*

12.37%

10Y*

11.19%

*Annualized

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Risk-Adjusted Performance

SHOO vs. SKX — Risk-Adjusted Performance Rank

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

SHOO
The Risk-Adjusted Performance Rank of SHOO is 2626
Overall Rank
The Sharpe Ratio Rank of SHOO is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of SHOO is 2525
Sortino Ratio Rank
The Omega Ratio Rank of SHOO is 2626
Omega Ratio Rank
The Calmar Ratio Rank of SHOO is 2626
Calmar Ratio Rank
The Martin Ratio Rank of SHOO is 2626
Martin Ratio Rank

SKX
The Risk-Adjusted Performance Rank of SKX is 5555
Overall Rank
The Sharpe Ratio Rank of SKX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of SKX is 4848
Sortino Ratio Rank
The Omega Ratio Rank of SKX is 4848
Omega Ratio Rank
The Calmar Ratio Rank of SKX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of SKX is 5757
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.

SHOO vs. SKX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Steven Madden, Ltd. (SHOO) and Skechers U.S.A., Inc. (SKX). 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 SHOO, currently valued at -0.33, compared to the broader market-2.000.002.00-0.330.27
The chart of Sortino ratio for SHOO, currently valued at -0.30, compared to the broader market-4.00-2.000.002.004.006.00-0.300.61
The chart of Omega ratio for SHOO, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.08
The chart of Calmar ratio for SHOO, currently valued at -0.34, compared to the broader market0.002.004.006.00-0.340.46
The chart of Martin ratio for SHOO, currently valued at -0.89, compared to the broader market0.0010.0020.0030.00-0.890.92
SHOO
SKX

The current SHOO Sharpe Ratio is -0.33, which is lower than the SKX Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of SHOO and SKX, 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-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.33
0.27
SHOO
SKX

Dividends

SHOO vs. SKX - Dividend Comparison

SHOO's dividend yield for the trailing twelve months is around 2.14%, while SKX has not paid dividends to shareholders.


TTM2024202320222021202020192018
SHOO
Steven Madden, Ltd.
2.14%1.98%2.00%2.63%1.29%0.42%1.33%1.78%
SKX
Skechers U.S.A., Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SHOO vs. SKX - Drawdown Comparison

The maximum SHOO drawdown since its inception was -77.05%, smaller than the maximum SKX drawdown of -86.73%. Use the drawdown chart below to compare losses from any high point for SHOO and SKX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-20.54%
-15.68%
SHOO
SKX

Volatility

SHOO vs. SKX - Volatility Comparison

The current volatility for Steven Madden, Ltd. (SHOO) is 10.55%, while Skechers U.S.A., Inc. (SKX) has a volatility of 17.71%. This indicates that SHOO experiences smaller price fluctuations and is considered to be less risky than SKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
10.55%
17.71%
SHOO
SKX

Financials

SHOO vs. SKX - Financials Comparison

This section allows you to compare key financial metrics between Steven Madden, Ltd. and Skechers U.S.A., 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.


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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