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TPR vs. CPRI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

TPR vs. CPRI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tapestry, Inc. (TPR) and Capri Holdings Limited (CPRI). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
38.66%
-43.39%
TPR
CPRI

Returns By Period

In the year-to-date period, TPR achieves a 56.98% return, which is significantly higher than CPRI's -60.79% return. Over the past 10 years, TPR has outperformed CPRI with an annualized return of 7.52%, while CPRI has yielded a comparatively lower -12.60% annualized return.


TPR

YTD

56.98%

1M

28.41%

6M

38.67%

1Y

92.21%

5Y (annualized)

19.56%

10Y (annualized)

7.52%

CPRI

YTD

-60.79%

1M

-53.16%

6M

-43.39%

1Y

-59.72%

5Y (annualized)

-11.33%

10Y (annualized)

-12.60%

Fundamentals


TPRCPRI
Market Cap$12.89B$2.36B
EPS$3.45-$3.05
PEG Ratio1.750.83
Total Revenue (TTM)$6.67B$4.80B
Gross Profit (TTM)$4.78B$2.98B
EBITDA (TTM)$1.45B$331.00M

Key characteristics


TPRCPRI
Sharpe Ratio2.67-1.06
Sortino Ratio3.91-1.30
Omega Ratio1.430.67
Calmar Ratio2.01-0.74
Martin Ratio9.05-2.11
Ulcer Index10.20%28.30%
Daily Std Dev34.63%56.54%
Max Drawdown-82.39%-92.47%
Current Drawdown-2.44%-80.27%

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Correlation

-0.50.00.51.00.6

The correlation between TPR and CPRI is 0.61, 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.

Risk-Adjusted Performance

TPR vs. CPRI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tapestry, Inc. (TPR) and Capri Holdings Limited (CPRI). 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 TPR, currently valued at 2.67, compared to the broader market-4.00-2.000.002.004.002.67-1.06
The chart of Sortino ratio for TPR, currently valued at 3.91, compared to the broader market-4.00-2.000.002.004.003.91-1.30
The chart of Omega ratio for TPR, currently valued at 1.43, compared to the broader market0.501.001.502.001.430.67
The chart of Calmar ratio for TPR, currently valued at 2.01, compared to the broader market0.002.004.006.002.01-0.74
The chart of Martin ratio for TPR, currently valued at 9.05, compared to the broader market0.0010.0020.0030.009.05-2.11
TPR
CPRI

The current TPR Sharpe Ratio is 2.67, which is higher than the CPRI Sharpe Ratio of -1.06. The chart below compares the historical Sharpe Ratios of TPR and CPRI, 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-2.00-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
2.67
-1.06
TPR
CPRI

Dividends

TPR vs. CPRI - Dividend Comparison

TPR's dividend yield for the trailing twelve months is around 2.48%, while CPRI has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
TPR
Tapestry, Inc.
2.48%3.53%2.89%1.23%1.09%5.01%4.00%3.05%3.85%4.12%3.59%2.34%
CPRI
Capri Holdings Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TPR vs. CPRI - Drawdown Comparison

The maximum TPR drawdown since its inception was -82.39%, smaller than the maximum CPRI drawdown of -92.47%. Use the drawdown chart below to compare losses from any high point for TPR and CPRI. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.44%
-80.27%
TPR
CPRI

Volatility

TPR vs. CPRI - Volatility Comparison

The current volatility for Tapestry, Inc. (TPR) is 18.74%, while Capri Holdings Limited (CPRI) has a volatility of 68.30%. This indicates that TPR experiences smaller price fluctuations and is considered to be less risky than CPRI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%70.00%JuneJulyAugustSeptemberOctoberNovember
18.74%
68.30%
TPR
CPRI

Financials

TPR vs. CPRI - Financials Comparison

This section allows you to compare key financial metrics between Tapestry, Inc. and Capri Holdings Limited. 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