SKX vs. SHEL

In the year-to-date period, SKX achieves a -8.55% return, which is significantly lower than SHEL's 6.72% return. Over the past 10 years, SKX has outperformed SHEL with an annualized return of 6.42%, while SHEL has yielded a comparatively lower 5.32% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Skechers U.S.A., Inc. (SKX) and Shell plc (SHEL). 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 SKX Sharpe Ratio is -0.20, which is comparable to the SHEL Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of SKX and SHEL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SKX has not paid dividends to shareholders, while SHEL's dividend yield for the trailing twelve months is around 4.20%.

The maximum SKX drawdown since its inception was -86.73%, which is greater than SHEL's maximum drawdown of -67.46%. Use the drawdown chart below to compare losses from any high point for SKX and SHEL. For additional features, visit the drawdowns tool.

Skechers U.S.A., Inc. (SKX) has a higher volatility of 24.02% compared to Shell plc (SHEL) at 9.64%. This indicates that SKX's price experiences larger fluctuations and is considered to be riskier than SHEL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Skechers U.S.A., Inc. and Shell plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.