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

Correlation

The correlation between VSCO and KOSS is 0.24, 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.


-0.50.00.51.00.2

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%AugustSeptemberOctoberNovemberDecember2025
103.52%
-27.11%
VSCO
KOSS

Key characteristics

Sharpe Ratio

VSCO:

0.94

KOSS:

0.71

Sortino Ratio

VSCO:

1.51

KOSS:

3.30

Omega Ratio

VSCO:

1.21

KOSS:

1.42

Calmar Ratio

VSCO:

0.77

KOSS:

1.27

Martin Ratio

VSCO:

2.17

KOSS:

3.60

Ulcer Index

VSCO:

27.74%

KOSS:

34.10%

Daily Std Dev

VSCO:

63.95%

KOSS:

174.32%

Max Drawdown

VSCO:

-80.87%

KOSS:

-96.42%

Current Drawdown

VSCO:

-50.38%

KOSS:

-89.66%

Fundamentals

Market Cap

VSCO:

$2.92B

KOSS:

$65.27M

EPS

VSCO:

$1.96

KOSS:

-$0.12

Total Revenue (TTM)

VSCO:

$6.21B

KOSS:

$8.73M

Gross Profit (TTM)

VSCO:

$2.29B

KOSS:

$3.13M

EBITDA (TTM)

VSCO:

$530.12M

KOSS:

-$1.41M

Returns By Period

The year-to-date returns for both investments are quite close, with VSCO having a -10.43% return and KOSS slightly higher at -10.30%.


VSCO

YTD

-10.43%

1M

-17.48%

6M

103.85%

1Y

58.28%

5Y*

N/A

10Y*

N/A

KOSS

YTD

-10.30%

1M

-17.15%

6M

-28.82%

1Y

122.15%

5Y*

34.55%

10Y*

13.12%

*Annualized

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

VSCO vs. KOSS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VSCO
The Risk-Adjusted Performance Rank of VSCO is 7272
Overall Rank
The Sharpe Ratio Rank of VSCO is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of VSCO is 7171
Sortino Ratio Rank
The Omega Ratio Rank of VSCO is 7373
Omega Ratio Rank
The Calmar Ratio Rank of VSCO is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VSCO is 6868
Martin Ratio Rank

KOSS
The Risk-Adjusted Performance Rank of KOSS is 8383
Overall Rank
The Sharpe Ratio Rank of KOSS is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of KOSS is 9393
Sortino Ratio Rank
The Omega Ratio Rank of KOSS is 9292
Omega Ratio Rank
The Calmar Ratio Rank of KOSS is 8383
Calmar Ratio Rank
The Martin Ratio Rank of KOSS is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 0.94, compared to the broader market-2.000.002.004.000.940.71
The chart of Sortino ratio for VSCO, currently valued at 1.51, compared to the broader market-4.00-2.000.002.004.006.001.513.30
The chart of Omega ratio for VSCO, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.42
The chart of Calmar ratio for VSCO, currently valued at 0.77, compared to the broader market0.002.004.006.000.771.39
The chart of Martin ratio for VSCO, currently valued at 2.17, compared to the broader market-10.000.0010.0020.0030.002.173.60
VSCO
KOSS

The current VSCO Sharpe Ratio is 0.94, which is higher than the KOSS Sharpe Ratio of 0.71. 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 Ratio0.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
0.94
0.71
VSCO
KOSS

Dividends

VSCO vs. KOSS - Dividend Comparison

Neither VSCO nor KOSS has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
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%0.00%3.43%

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%AugustSeptemberOctoberNovemberDecember2025
-50.38%
-65.88%
VSCO
KOSS

Volatility

VSCO vs. KOSS - Volatility Comparison

The current volatility for Victoria's Secret & Co. (VSCO) is 13.29%, while Koss Corporation (KOSS) has a volatility of 17.09%. 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%AugustSeptemberOctoberNovemberDecember2025
13.29%
17.09%
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
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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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