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VSCO vs. KOSS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

VSCO vs. KOSS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victoria's Secret & Co. (VSCO) and Koss Corporation (KOSS). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%JuneJulyAugustSeptemberOctoberNovember
77.83%
29.13%
VSCO
KOSS

Returns By Period

In the year-to-date period, VSCO achieves a 37.83% return, which is significantly lower than KOSS's 102.39% return.


VSCO

YTD

37.83%

1M

33.11%

6M

71.66%

1Y

70.38%

5Y (annualized)

N/A

10Y (annualized)

N/A

KOSS

YTD

102.39%

1M

-15.88%

6M

28.17%

1Y

140.43%

5Y (annualized)

33.27%

10Y (annualized)

15.04%

Fundamentals


VSCOKOSS
Market Cap$2.81B$67.70M
EPS$1.75-$0.12
Total Revenue (TTM)$4.86B$12.09M
Gross Profit (TTM)$1.82B$4.24M
EBITDA (TTM)$577.12M-$1.94M

Key characteristics


VSCOKOSS
Sharpe Ratio1.220.87
Sortino Ratio1.763.53
Omega Ratio1.251.46
Calmar Ratio1.011.57
Martin Ratio2.894.58
Ulcer Index27.66%33.01%
Daily Std Dev65.21%174.56%
Max Drawdown-80.87%-96.42%
Current Drawdown-51.08%-89.41%

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Correlation

-0.50.00.51.00.2

The correlation between VSCO and KOSS is 0.25, 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

VSCO vs. KOSS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Victoria's Secret & Co. (VSCO) and Koss Corporation (KOSS). 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 VSCO, currently valued at 1.22, compared to the broader market-4.00-2.000.002.004.001.220.87
The chart of Sortino ratio for VSCO, currently valued at 1.76, compared to the broader market-4.00-2.000.002.004.001.763.53
The chart of Omega ratio for VSCO, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.46
The chart of Calmar ratio for VSCO, currently valued at 1.01, compared to the broader market0.002.004.006.001.011.71
The chart of Martin ratio for VSCO, currently valued at 2.89, compared to the broader market-10.000.0010.0020.0030.002.894.58
VSCO
KOSS

The current VSCO Sharpe Ratio is 1.22, which is higher than the KOSS Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of VSCO and KOSS, 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 Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
1.22
0.87
VSCO
KOSS

Dividends

VSCO vs. KOSS - Dividend Comparison

Neither VSCO nor KOSS has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
VSCO
Victoria's Secret & Co.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KOSS
Koss Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%3.43%4.71%

Drawdowns

VSCO vs. KOSS - Drawdown Comparison

The maximum VSCO drawdown since its inception was -80.87%, smaller than the maximum KOSS drawdown of -96.42%. Use the drawdown chart below to compare losses from any high point for VSCO and KOSS. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JuneJulyAugustSeptemberOctoberNovember
-51.08%
-65.05%
VSCO
KOSS

Volatility

VSCO vs. KOSS - Volatility Comparison

The current volatility for Victoria's Secret & Co. (VSCO) is 12.21%, while Koss Corporation (KOSS) has a volatility of 17.79%. This indicates that VSCO experiences smaller price fluctuations and is considered to be less risky than KOSS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


20.00%40.00%60.00%80.00%100.00%JuneJulyAugustSeptemberOctoberNovember
12.21%
17.79%
VSCO
KOSS

Financials

VSCO vs. KOSS - Financials Comparison

This section allows you to compare key financial metrics between Victoria's Secret & Co. and Koss Corporation. 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