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

Correlation

The correlation between SKX and ONON is 0.53, 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.


-0.50.00.51.00.5

Performance

SKX vs. ONON - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
48.98%
63.26%
SKX
ONON

Key characteristics

Sharpe Ratio

SKX:

0.22

ONON:

2.13

Sortino Ratio

SKX:

0.54

ONON:

3.04

Omega Ratio

SKX:

1.07

ONON:

1.35

Calmar Ratio

SKX:

0.35

ONON:

1.91

Martin Ratio

SKX:

0.71

ONON:

14.15

Ulcer Index

SKX:

10.20%

ONON:

6.66%

Daily Std Dev

SKX:

32.61%

ONON:

44.27%

Max Drawdown

SKX:

-86.73%

ONON:

-68.90%

Current Drawdown

SKX:

-9.19%

ONON:

-4.03%

Fundamentals

Market Cap

SKX:

$10.31B

ONON:

$18.31B

EPS

SKX:

$4.06

ONON:

$0.44

PE Ratio

SKX:

16.82

ONON:

128.73

Total Revenue (TTM)

SKX:

$8.72B

ONON:

$2.15B

Gross Profit (TTM)

SKX:

$4.53B

ONON:

$1.30B

EBITDA (TTM)

SKX:

$1.02B

ONON:

$239.80M

Returns By Period

In the year-to-date period, SKX achieves a 8.52% return, which is significantly lower than ONON's 111.87% return.


SKX

YTD

8.52%

1M

10.88%

6M

-6.84%

1Y

8.81%

5Y*

9.03%

10Y*

13.88%

ONON

YTD

111.87%

1M

6.33%

6M

43.86%

1Y

96.29%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

SKX vs. ONON - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Skechers U.S.A., Inc. (SKX) and On Holding AG (ONON). 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 SKX, currently valued at 0.22, compared to the broader market-4.00-2.000.002.000.222.13
The chart of Sortino ratio for SKX, currently valued at 0.54, compared to the broader market-4.00-2.000.002.004.000.543.04
The chart of Omega ratio for SKX, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.35
The chart of Calmar ratio for SKX, currently valued at 0.35, compared to the broader market0.002.004.006.000.351.91
The chart of Martin ratio for SKX, currently valued at 0.71, compared to the broader market-5.000.005.0010.0015.0020.0025.000.7114.15
SKX
ONON

The current SKX Sharpe Ratio is 0.22, which is lower than the ONON Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of SKX and ONON, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.22
2.13
SKX
ONON

Dividends

SKX vs. ONON - Dividend Comparison

Neither SKX nor ONON has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SKX vs. ONON - Drawdown Comparison

The maximum SKX drawdown since its inception was -86.73%, which is greater than ONON's maximum drawdown of -68.90%. Use the drawdown chart below to compare losses from any high point for SKX and ONON. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.19%
-4.03%
SKX
ONON

Volatility

SKX vs. ONON - Volatility Comparison

The current volatility for Skechers U.S.A., Inc. (SKX) is 9.37%, while On Holding AG (ONON) has a volatility of 11.50%. This indicates that SKX experiences smaller price fluctuations and is considered to be less risky than ONON based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
9.37%
11.50%
SKX
ONON

Financials

SKX vs. ONON - Financials Comparison

This section allows you to compare key financial metrics between Skechers U.S.A., Inc. and On Holding AG. 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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