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

Correlation

The correlation between SKX and LRLCY is 0.48, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

SKX vs. LRLCY - Performance Comparison

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

400.00%500.00%600.00%700.00%800.00%NovemberDecember2025FebruaryMarchApril
436.97%
822.90%
SKX
LRLCY

Key characteristics

Sharpe Ratio

SKX:

-0.47

LRLCY:

-0.29

Sortino Ratio

SKX:

-0.40

LRLCY:

-0.25

Omega Ratio

SKX:

0.94

LRLCY:

0.97

Calmar Ratio

SKX:

-0.47

LRLCY:

-0.25

Martin Ratio

SKX:

-1.21

LRLCY:

-0.39

Ulcer Index

SKX:

16.38%

LRLCY:

20.30%

Daily Std Dev

SKX:

42.53%

LRLCY:

27.51%

Max Drawdown

SKX:

-86.73%

LRLCY:

-58.79%

Current Drawdown

SKX:

-38.92%

LRLCY:

-13.86%

Fundamentals

Market Cap

SKX:

$7.60B

LRLCY:

$230.45B

EPS

SKX:

$4.16

LRLCY:

$2.70

PE Ratio

SKX:

11.49

LRLCY:

31.69

PEG Ratio

SKX:

1.19

LRLCY:

3.22

PS Ratio

SKX:

0.83

LRLCY:

5.30

PB Ratio

SKX:

1.68

LRLCY:

6.09

Total Revenue (TTM)

SKX:

$6.72B

LRLCY:

$22.12B

Gross Profit (TTM)

SKX:

$3.54B

LRLCY:

$16.55B

EBITDA (TTM)

SKX:

$713.97M

LRLCY:

$5.12B

Returns By Period

In the year-to-date period, SKX achieves a -28.93% return, which is significantly lower than LRLCY's 21.50% return. Over the past 10 years, SKX has underperformed LRLCY with an annualized return of 4.67%, while LRLCY has yielded a comparatively higher 10.30% annualized return.


SKX

YTD

-28.93%

1M

-17.32%

6M

-19.29%

1Y

-26.94%

5Y*

12.56%

10Y*

4.67%

LRLCY

YTD

21.50%

1M

15.89%

6M

11.80%

1Y

-8.21%

5Y*

11.43%

10Y*

10.30%

*Annualized

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Risk-Adjusted Performance

SKX vs. LRLCY — Risk-Adjusted Performance Rank

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

SKX
The Risk-Adjusted Performance Rank of SKX is 2424
Overall Rank
The Sharpe Ratio Rank of SKX is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of SKX is 2626
Sortino Ratio Rank
The Omega Ratio Rank of SKX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of SKX is 2121
Calmar Ratio Rank
The Martin Ratio Rank of SKX is 2020
Martin Ratio Rank

LRLCY
The Risk-Adjusted Performance Rank of LRLCY is 3636
Overall Rank
The Sharpe Ratio Rank of LRLCY is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of LRLCY is 3030
Sortino Ratio Rank
The Omega Ratio Rank of LRLCY is 3131
Omega Ratio Rank
The Calmar Ratio Rank of LRLCY is 3636
Calmar Ratio Rank
The Martin Ratio Rank of LRLCY is 4444
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.

SKX vs. LRLCY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Skechers U.S.A., Inc. (SKX) and L'Oréal S.A. (LRLCY). 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 chart of Sharpe ratio for SKX, currently valued at -0.47, compared to the broader market-2.00-1.000.001.002.003.00
SKX: -0.47
LRLCY: -0.29
The chart of Sortino ratio for SKX, currently valued at -0.40, compared to the broader market-6.00-4.00-2.000.002.004.00
SKX: -0.40
LRLCY: -0.25
The chart of Omega ratio for SKX, currently valued at 0.94, compared to the broader market0.501.001.502.00
SKX: 0.94
LRLCY: 0.97
The chart of Calmar ratio for SKX, currently valued at -0.47, compared to the broader market0.001.002.003.004.005.00
SKX: -0.47
LRLCY: -0.25
The chart of Martin ratio for SKX, currently valued at -1.21, compared to the broader market-5.000.005.0010.0015.0020.00
SKX: -1.21
LRLCY: -0.39

The current SKX Sharpe Ratio is -0.47, which is lower than the LRLCY Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of SKX and LRLCY, 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-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.47
-0.29
SKX
LRLCY

Dividends

SKX vs. LRLCY - Dividend Comparison

Neither SKX nor LRLCY has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
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%
LRLCY
L'Oréal S.A.
0.00%2.02%1.29%1.53%1.00%1.13%1.48%1.91%1.58%1.95%1.82%2.09%

Drawdowns

SKX vs. LRLCY - Drawdown Comparison

The maximum SKX drawdown since its inception was -86.73%, which is greater than LRLCY's maximum drawdown of -58.79%. Use the drawdown chart below to compare losses from any high point for SKX and LRLCY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-38.92%
-13.86%
SKX
LRLCY

Volatility

SKX vs. LRLCY - Volatility Comparison

Skechers U.S.A., Inc. (SKX) has a higher volatility of 24.93% compared to L'Oréal S.A. (LRLCY) at 12.44%. This indicates that SKX's price experiences larger fluctuations and is considered to be riskier than LRLCY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
24.93%
12.44%
SKX
LRLCY

Financials

SKX vs. LRLCY - Financials Comparison

This section allows you to compare key financial metrics between Skechers U.S.A., Inc. and L'Oréal S.A.. 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