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

Performance

VOXX vs. CELH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VOXX International Corporation (VOXX) and Celsius Holdings, Inc. (CELH). The values are adjusted to include any dividend payments, if applicable.

-100.00%0.00%100.00%200.00%300.00%400.00%JuneJulyAugustSeptemberOctoberNovember
-58.87%
21.80%
VOXX
CELH

Returns By Period

In the year-to-date period, VOXX achieves a -39.23% return, which is significantly higher than CELH's -52.93% return. Over the past 10 years, VOXX has underperformed CELH with an annualized return of -2.62%, while CELH has yielded a comparatively higher 65.06% annualized return.


VOXX

YTD

-39.23%

1M

-17.01%

6M

62.25%

1Y

-36.50%

5Y (annualized)

5.36%

10Y (annualized)

-2.62%

CELH

YTD

-52.93%

1M

-24.19%

6M

-72.41%

1Y

-48.65%

5Y (annualized)

80.91%

10Y (annualized)

65.06%

Fundamentals


VOXXCELH
Market Cap$155.74M$6.44B
EPS-$1.12$0.71
PEG Ratio-1.180.98
Total Revenue (TTM)$427.49M$1.37B
Gross Profit (TTM)$96.67M$676.03M
EBITDA (TTM)$2.39M$236.92M

Key characteristics


VOXXCELH
Sharpe Ratio-0.36-0.83
Sortino Ratio-0.04-1.21
Omega Ratio0.990.86
Calmar Ratio-0.37-0.69
Martin Ratio-0.74-1.25
Ulcer Index47.82%40.14%
Daily Std Dev98.28%60.87%
Max Drawdown-97.39%-99.79%
Current Drawdown-90.73%-73.30%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.1

The correlation between VOXX and CELH is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

VOXX vs. CELH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VOXX International Corporation (VOXX) and Celsius Holdings, Inc. (CELH). 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 VOXX, currently valued at -0.36, compared to the broader market-4.00-2.000.002.00-0.36-0.83
The chart of Sortino ratio for VOXX, currently valued at -0.04, compared to the broader market-4.00-2.000.002.004.00-0.04-1.21
The chart of Omega ratio for VOXX, currently valued at 0.99, compared to the broader market0.501.001.502.000.990.86
The chart of Calmar ratio for VOXX, currently valued at -0.39, compared to the broader market0.002.004.006.00-0.39-0.69
The chart of Martin ratio for VOXX, currently valued at -0.74, compared to the broader market0.0010.0020.0030.00-0.74-1.25
VOXX
CELH

The current VOXX Sharpe Ratio is -0.36, which is higher than the CELH Sharpe Ratio of -0.83. The chart below compares the historical Sharpe Ratios of VOXX and CELH, 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-1.000.001.002.00JuneJulyAugustSeptemberOctoberNovember
-0.36
-0.83
VOXX
CELH

Dividends

VOXX vs. CELH - Dividend Comparison

Neither VOXX nor CELH has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

VOXX vs. CELH - Drawdown Comparison

The maximum VOXX drawdown since its inception was -97.39%, roughly equal to the maximum CELH drawdown of -99.79%. Use the drawdown chart below to compare losses from any high point for VOXX and CELH. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-76.12%
-73.30%
VOXX
CELH

Volatility

VOXX vs. CELH - Volatility Comparison

The current volatility for VOXX International Corporation (VOXX) is 13.51%, while Celsius Holdings, Inc. (CELH) has a volatility of 14.30%. This indicates that VOXX experiences smaller price fluctuations and is considered to be less risky than CELH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%JuneJulyAugustSeptemberOctoberNovember
13.51%
14.30%
VOXX
CELH

Financials

VOXX vs. CELH - Financials Comparison

This section allows you to compare key financial metrics between VOXX International Corporation and Celsius Holdings, 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