PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SKX vs. APO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


SKXAPO
YTD Return-1.24%78.44%
1Y Return17.16%92.15%
3Y Return (Ann)9.50%32.29%
5Y Return (Ann)8.78%34.49%
10Y Return (Ann)12.49%28.27%
Sharpe Ratio0.652.93
Sortino Ratio1.083.49
Omega Ratio1.151.51
Calmar Ratio1.024.34
Martin Ratio2.2317.42
Ulcer Index9.43%5.20%
Daily Std Dev32.07%30.97%
Max Drawdown-86.73%-56.98%
Current Drawdown-17.36%-1.46%

Fundamentals


SKXAPO
Market Cap$9.17B$92.65B
EPS$4.06$9.46
PE Ratio14.9717.31
PEG Ratio1.191.37
Total Revenue (TTM)$8.72B$31.88B
Gross Profit (TTM)$4.53B$29.78B
EBITDA (TTM)$955.65M$13.28B

Correlation

-0.50.00.51.00.3

The correlation between SKX and APO is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

SKX vs. APO - Performance Comparison

In the year-to-date period, SKX achieves a -1.24% return, which is significantly lower than APO's 78.44% return. Over the past 10 years, SKX has underperformed APO with an annualized return of 12.49%, while APO has yielded a comparatively higher 28.27% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
-10.01%
45.91%
SKX
APO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SKX vs. APO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Skechers U.S.A., Inc. (SKX) and Apollo Global Management, Inc. (APO). 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.


SKX
Sharpe ratio
The chart of Sharpe ratio for SKX, currently valued at 0.65, compared to the broader market-4.00-2.000.002.004.000.65
Sortino ratio
The chart of Sortino ratio for SKX, currently valued at 1.08, compared to the broader market-4.00-2.000.002.004.006.001.08
Omega ratio
The chart of Omega ratio for SKX, currently valued at 1.15, compared to the broader market0.501.001.502.001.15
Calmar ratio
The chart of Calmar ratio for SKX, currently valued at 1.02, compared to the broader market0.002.004.006.001.02
Martin ratio
The chart of Martin ratio for SKX, currently valued at 2.23, compared to the broader market0.0010.0020.0030.002.23
APO
Sharpe ratio
The chart of Sharpe ratio for APO, currently valued at 2.93, compared to the broader market-4.00-2.000.002.004.002.93
Sortino ratio
The chart of Sortino ratio for APO, currently valued at 3.49, compared to the broader market-4.00-2.000.002.004.006.003.49
Omega ratio
The chart of Omega ratio for APO, currently valued at 1.51, compared to the broader market0.501.001.502.001.51
Calmar ratio
The chart of Calmar ratio for APO, currently valued at 4.34, compared to the broader market0.002.004.006.004.34
Martin ratio
The chart of Martin ratio for APO, currently valued at 17.41, compared to the broader market0.0010.0020.0030.0017.42

SKX vs. APO - Sharpe Ratio Comparison

The current SKX Sharpe Ratio is 0.65, which is lower than the APO Sharpe Ratio of 2.93. The chart below compares the historical Sharpe Ratios of SKX and APO, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.65
2.93
SKX
APO

Dividends

SKX vs. APO - Dividend Comparison

SKX has not paid dividends to shareholders, while APO's dividend yield for the trailing twelve months is around 1.09%.


TTM20232022202120202019201820172016201520142013
SKX
Skechers U.S.A., Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
APO
Apollo Global Management, Inc.
0.83%1.81%2.51%2.90%4.72%4.23%7.86%5.53%6.46%12.91%13.19%12.50%

Drawdowns

SKX vs. APO - Drawdown Comparison

The maximum SKX drawdown since its inception was -86.73%, which is greater than APO's maximum drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for SKX and APO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-17.36%
-1.46%
SKX
APO

Volatility

SKX vs. APO - Volatility Comparison

The current volatility for Skechers U.S.A., Inc. (SKX) is 8.97%, while Apollo Global Management, Inc. (APO) has a volatility of 13.04%. This indicates that SKX experiences smaller price fluctuations and is considered to be less risky than APO 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%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
8.97%
13.04%
SKX
APO

Financials

SKX vs. APO - Financials Comparison

This section allows you to compare key financial metrics between Skechers U.S.A., Inc. and Apollo Global Management, 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