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

Key characteristics


SKXDECK
YTD Return9.48%32.49%
1Y Return26.79%88.28%
3Y Return (Ann)11.56%37.48%
5Y Return (Ann)19.34%44.17%
10Y Return (Ann)17.06%27.30%
Sharpe Ratio0.912.40
Daily Std Dev30.39%36.26%
Max Drawdown-86.73%-94.36%
Current Drawdown-1.61%-7.06%

Fundamentals


SKXDECK
Market Cap$10.34B$22.13B
EPS$3.80$27.67
PE Ratio17.8431.15
PEG Ratio1.193.71
Revenue (TTM)$8.25B$4.12B
Gross Profit (TTM)$3.52B$1.61B
EBITDA (TTM)$1.05B$944.14M

Correlation

-0.50.00.51.00.4

The correlation between SKX and DECK is 0.37, 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. DECK - Performance Comparison

In the year-to-date period, SKX achieves a 9.48% return, which is significantly lower than DECK's 32.49% return. Over the past 10 years, SKX has underperformed DECK with an annualized return of 17.06%, while DECK has yielded a comparatively higher 27.30% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%20,000.00%40,000.00%60,000.00%80,000.00%December2024FebruaryMarchAprilMay
1,827.04%
70,749.60%
SKX
DECK

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Skechers U.S.A., Inc.

Deckers Outdoor Corporation

Risk-Adjusted Performance

SKX vs. DECK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Skechers U.S.A., Inc. (SKX) and Deckers Outdoor Corporation (DECK). 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 0.91, compared to the broader market-2.00-1.000.001.002.003.004.000.91
Sortino ratio
The chart of Sortino ratio for SKX, currently valued at 1.48, compared to the broader market-4.00-2.000.002.004.006.001.48
Omega ratio
The chart of Omega ratio for SKX, currently valued at 1.19, compared to the broader market0.501.001.502.001.19
Calmar ratio
The chart of Calmar ratio for SKX, currently valued at 1.55, compared to the broader market0.002.004.006.001.55
Martin ratio
The chart of Martin ratio for SKX, currently valued at 3.36, compared to the broader market-10.000.0010.0020.0030.003.36
DECK
Sharpe ratio
The chart of Sharpe ratio for DECK, currently valued at 2.40, compared to the broader market-2.00-1.000.001.002.003.004.002.40
Sortino ratio
The chart of Sortino ratio for DECK, currently valued at 3.58, compared to the broader market-4.00-2.000.002.004.006.003.58
Omega ratio
The chart of Omega ratio for DECK, currently valued at 1.45, compared to the broader market0.501.001.502.001.45
Calmar ratio
The chart of Calmar ratio for DECK, currently valued at 5.44, compared to the broader market0.002.004.006.005.44
Martin ratio
The chart of Martin ratio for DECK, currently valued at 14.13, compared to the broader market-10.000.0010.0020.0030.0014.13

SKX vs. DECK - Sharpe Ratio Comparison

The current SKX Sharpe Ratio is 0.91, which is lower than the DECK Sharpe Ratio of 2.40. The chart below compares the 12-month rolling Sharpe Ratio of SKX and DECK.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00December2024FebruaryMarchAprilMay
0.91
2.40
SKX
DECK

Dividends

SKX vs. DECK - Dividend Comparison

Neither SKX nor DECK has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SKX vs. DECK - Drawdown Comparison

The maximum SKX drawdown since its inception was -86.73%, smaller than the maximum DECK drawdown of -94.36%. Use the drawdown chart below to compare losses from any high point for SKX and DECK. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-1.61%
-7.06%
SKX
DECK

Volatility

SKX vs. DECK - Volatility Comparison

Skechers U.S.A., Inc. (SKX) has a higher volatility of 11.57% compared to Deckers Outdoor Corporation (DECK) at 10.29%. This indicates that SKX's price experiences larger fluctuations and is considered to be riskier than DECK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2024FebruaryMarchAprilMay
11.57%
10.29%
SKX
DECK

Financials

SKX vs. DECK - Financials Comparison

This section allows you to compare key financial metrics between Skechers U.S.A., Inc. and Deckers Outdoor Corporation. 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