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

Correlation

The correlation between SKX and VOO is 0.47, 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. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Skechers U.S.A., Inc. (SKX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-9.61%
7.93%
SKX
VOO

Key characteristics

Sharpe Ratio

SKX:

0.20

VOO:

2.04

Sortino Ratio

SKX:

0.50

VOO:

2.72

Omega Ratio

SKX:

1.07

VOO:

1.38

Calmar Ratio

SKX:

0.31

VOO:

3.02

Martin Ratio

SKX:

0.63

VOO:

13.60

Ulcer Index

SKX:

10.16%

VOO:

1.88%

Daily Std Dev

SKX:

32.68%

VOO:

12.52%

Max Drawdown

SKX:

-86.73%

VOO:

-33.99%

Current Drawdown

SKX:

-11.33%

VOO:

-3.52%

Returns By Period

In the year-to-date period, SKX achieves a 5.97% return, which is significantly lower than VOO's 24.65% return. Both investments have delivered pretty close results over the past 10 years, with SKX having a 13.40% annualized return and VOO not far behind at 13.02%.


SKX

YTD

5.97%

1M

8.70%

6M

-9.70%

1Y

3.62%

5Y*

8.39%

10Y*

13.40%

VOO

YTD

24.65%

1M

-0.29%

6M

7.63%

1Y

24.77%

5Y*

14.57%

10Y*

13.02%

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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Skechers U.S.A., Inc. (SKX) and Vanguard S&P 500 ETF (VOO). 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 0.20, compared to the broader market-4.00-2.000.002.000.202.04
The chart of Sortino ratio for SKX, currently valued at 0.50, compared to the broader market-4.00-2.000.002.004.000.502.72
The chart of Omega ratio for SKX, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.38
The chart of Calmar ratio for SKX, currently valued at 0.31, compared to the broader market0.002.004.006.000.313.02
The chart of Martin ratio for SKX, currently valued at 0.63, compared to the broader market0.0010.0020.000.6313.60
SKX
VOO

The current SKX Sharpe Ratio is 0.20, which is lower than the VOO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of SKX and VOO, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.20
2.04
SKX
VOO

Dividends

SKX vs. VOO - Dividend Comparison

SKX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.26%.


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%
VOO
Vanguard S&P 500 ETF
0.92%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

SKX vs. VOO - Drawdown Comparison

The maximum SKX drawdown since its inception was -86.73%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SKX and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.33%
-3.52%
SKX
VOO

Volatility

SKX vs. VOO - Volatility Comparison

Skechers U.S.A., Inc. (SKX) has a higher volatility of 9.47% compared to Vanguard S&P 500 ETF (VOO) at 3.58%. This indicates that SKX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
9.47%
3.58%
SKX
VOO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab