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UAA vs. ASO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between UAA and ASO is 0.49, 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

UAA vs. ASO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Under Armour, Inc. (UAA) and Academy Sports and Outdoors, Inc. (ASO). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
-28.52%
337.54%
UAA
ASO

Key characteristics

Sharpe Ratio

UAA:

-0.12

ASO:

-0.28

Sortino Ratio

UAA:

0.23

ASO:

-0.17

Omega Ratio

UAA:

1.03

ASO:

0.98

Calmar Ratio

UAA:

-0.07

ASO:

-0.25

Martin Ratio

UAA:

-0.33

ASO:

-0.42

Ulcer Index

UAA:

19.58%

ASO:

23.81%

Daily Std Dev

UAA:

54.27%

ASO:

35.39%

Max Drawdown

UAA:

-88.15%

ASO:

-44.82%

Current Drawdown

UAA:

-83.97%

ASO:

-25.42%

Fundamentals

Market Cap

UAA:

$3.45B

ASO:

$3.89B

EPS

UAA:

-$0.04

ASO:

$6.05

PEG Ratio

UAA:

2.14

ASO:

0.60

Total Revenue (TTM)

UAA:

$5.40B

ASO:

$6.05B

Gross Profit (TTM)

UAA:

$2.53B

ASO:

$2.01B

EBITDA (TTM)

UAA:

$61.69M

ASO:

$723.30M

Returns By Period

In the year-to-date period, UAA achieves a -1.93% return, which is significantly higher than ASO's -15.07% return.


UAA

YTD

-1.93%

1M

-6.71%

6M

23.32%

1Y

-3.90%

5Y*

-16.78%

10Y*

-13.13%

ASO

YTD

-15.07%

1M

23.18%

6M

1.10%

1Y

-11.93%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

UAA vs. ASO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Under Armour, Inc. (UAA) and Academy Sports and Outdoors, Inc. (ASO). 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 UAA, currently valued at -0.12, compared to the broader market-4.00-2.000.002.00-0.12-0.28
The chart of Sortino ratio for UAA, currently valued at 0.23, compared to the broader market-4.00-2.000.002.004.000.23-0.17
The chart of Omega ratio for UAA, currently valued at 1.03, compared to the broader market0.501.001.502.001.030.98
The chart of Calmar ratio for UAA, currently valued at -0.08, compared to the broader market0.002.004.006.00-0.08-0.25
The chart of Martin ratio for UAA, currently valued at -0.33, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.33-0.42
UAA
ASO

The current UAA Sharpe Ratio is -0.12, which is higher than the ASO Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of UAA and ASO, 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-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.12
-0.28
UAA
ASO

Dividends

UAA vs. ASO - Dividend Comparison

UAA has not paid dividends to shareholders, while ASO's dividend yield for the trailing twelve months is around 0.79%.


TTM20232022
UAA
Under Armour, Inc.
0.00%0.00%0.00%
ASO
Academy Sports and Outdoors, Inc.
0.79%0.55%0.57%

Drawdowns

UAA vs. ASO - Drawdown Comparison

The maximum UAA drawdown since its inception was -88.15%, which is greater than ASO's maximum drawdown of -44.82%. Use the drawdown chart below to compare losses from any high point for UAA and ASO. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-68.03%
-25.42%
UAA
ASO

Volatility

UAA vs. ASO - Volatility Comparison

Under Armour, Inc. (UAA) has a higher volatility of 15.49% compared to Academy Sports and Outdoors, Inc. (ASO) at 9.70%. This indicates that UAA's price experiences larger fluctuations and is considered to be riskier than ASO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
15.49%
9.70%
UAA
ASO

Financials

UAA vs. ASO - Financials Comparison

This section allows you to compare key financial metrics between Under Armour, Inc. and Academy Sports and Outdoors, Inc.. 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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