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

Correlation

The correlation between SHOO and SKX is 0.45, 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

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.

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Key characteristics

Sharpe Ratio

SHOO:

-1.03

SKX:

-0.20

Sortino Ratio

SHOO:

-1.44

SKX:

0.11

Omega Ratio

SHOO:

0.81

SKX:

1.02

Calmar Ratio

SHOO:

-0.70

SKX:

-0.18

Martin Ratio

SHOO:

-1.71

SKX:

-0.42

Ulcer Index

SHOO:

24.73%

SKX:

17.50%

Daily Std Dev

SHOO:

42.73%

SKX:

47.84%

Max Drawdown

SHOO:

-77.05%

SKX:

-86.73%

Current Drawdown

SHOO:

-53.20%

SKX:

-21.41%

Fundamentals

Market Cap

SHOO:

$1.67B

SKX:

$9.19B

EPS

SHOO:

$2.32

SKX:

$4.17

PE Ratio

SHOO:

9.91

SKX:

14.75

PEG Ratio

SHOO:

1.83

SKX:

1.19

PS Ratio

SHOO:

0.73

SKX:

1.01

PB Ratio

SHOO:

1.98

SKX:

2.04

Total Revenue (TTM)

SHOO:

$1.73B

SKX:

$9.13B

Gross Profit (TTM)

SHOO:

$707.18M

SKX:

$4.79B

EBITDA (TTM)

SHOO:

$193.28M

SKX:

$1.01B

Returns By Period

In the year-to-date period, SHOO achieves a -45.56% return, which is significantly lower than SKX's -8.55% return. Over the past 10 years, SHOO has underperformed SKX with an annualized return of 0.18%, while SKX has yielded a comparatively higher 6.42% annualized return.


SHOO

YTD

-45.56%

1M

8.50%

6M

-47.88%

1Y

-43.24%

5Y*

1.89%

10Y*

0.18%

SKX

YTD

-8.55%

1M

24.60%

6M

-1.28%

1Y

-9.28%

5Y*

17.44%

10Y*

6.42%

*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 66
Overall Rank
The Sharpe Ratio Rank of SHOO is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of SHOO is 77
Sortino Ratio Rank
The Omega Ratio Rank of SHOO is 77
Omega Ratio Rank
The Calmar Ratio Rank of SHOO is 99
Calmar Ratio Rank
The Martin Ratio Rank of SHOO is 33
Martin Ratio Rank

SKX
The Risk-Adjusted Performance Rank of SKX is 4141
Overall Rank
The Sharpe Ratio Rank of SKX is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of SKX is 4040
Sortino Ratio Rank
The Omega Ratio Rank of SKX is 4040
Omega Ratio Rank
The Calmar Ratio Rank of SKX is 4040
Calmar Ratio Rank
The Martin Ratio Rank of SKX is 4343
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.


The current SHOO Sharpe Ratio is -1.03, which is lower than the SKX Sharpe Ratio of -0.20. 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.


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Dividends

SHOO vs. SKX - Dividend Comparison

SHOO's dividend yield for the trailing twelve months is around 3.66%, while SKX has not paid dividends to shareholders.


TTM2024202320222021202020192018
SHOO
Steven Madden, Ltd.
3.66%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.


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Volatility

SHOO vs. SKX - Volatility Comparison

The current volatility for Steven Madden, Ltd. (SHOO) is 18.69%, while Skechers U.S.A., Inc. (SKX) has a volatility of 24.02%. 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.


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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


0.00500.00M1.00B1.50B2.00B2.50B20212022202320242025
582.32M
2.41B
(SHOO) Total Revenue
(SKX) Total Revenue
Values in USD except per share items

SHOO vs. SKX - Profitability Comparison

The chart below illustrates the profitability comparison between Steven Madden, Ltd. and Skechers U.S.A., Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%45.0%50.0%20212022202320242025
40.4%
52.0%
(SHOO) Gross Margin
(SKX) Gross Margin
SHOO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Steven Madden, Ltd. reported a gross profit of 235.44M and revenue of 582.32M. Therefore, the gross margin over that period was 40.4%.

SKX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Skechers U.S.A., Inc. reported a gross profit of 1.25B and revenue of 2.41B. Therefore, the gross margin over that period was 52.0%.

SHOO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Steven Madden, Ltd. reported an operating income of 46.75M and revenue of 582.32M, resulting in an operating margin of 8.0%.

SKX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Skechers U.S.A., Inc. reported an operating income of 265.13M and revenue of 2.41B, resulting in an operating margin of 11.0%.

SHOO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Steven Madden, Ltd. reported a net income of 34.80M and revenue of 582.32M, resulting in a net margin of 6.0%.

SKX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Skechers U.S.A., Inc. reported a net income of 202.44M and revenue of 2.41B, resulting in a net margin of 8.4%.