WEYS vs. BKE

Last updated Apr 2, 2026

Compare and contrast key facts about Weyco Group, Inc. (WEYS) and The Buckle, Inc. (BKE).

Performance

WEYS vs. BKE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Weyco Group, Inc. (WEYS) and The Buckle, Inc. (BKE). The values are adjusted to include any dividend payments, if applicable.

WEYS vs. BKE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WEYS Weyco Group, Inc.	6.09%	-10.53%	30.36%	53.99%	-8.27%	57.52%	-36.88%	-5.99%	0.80%	-1.96%
BKE The Buckle, Inc.	1.28%	13.95%	17.49%	15.02%	10.91%	49.40%	25.01%	55.19%	-7.63%	15.42%

Fundamentals

Market Cap WEYS : $307.90M BKE : $2.59B
EPS WEYS : $2.42 BKE : $4.14
PE Ratio WEYS : 13.33 BKE : 12.29
PS Ratio WEYS : 1.11 BKE : 1.99
PB Ratio WEYS : 1.29 BKE : 6.10
Total Revenue (TTM) WEYS : $276.17M BKE : $1.30B
Gross Profit (TTM) WEYS : $115.76M BKE : $635.86M
EBITDA (TTM) WEYS : $29.17M BKE : $282.89M

Returns By Period

In the year-to-date period, WEYS achieves a 6.09% return, which is significantly higher than BKE's 1.28% return. Over the past 10 years, WEYS has underperformed BKE with an annualized return of 6.75%, while BKE has yielded a comparatively higher 13.74% annualized return.

WEYS

• 1D: 0.44%
• 1M: 2.25%
• YTD: 6.09%
• 6M: 13.84%
• 1Y: 17.44%
• 3Y*: 16.39%
• 5Y*: 13.52%
• 10Y*: 6.75%

BKE

• 1D: 0.93%
• 1M: -2.70%
• YTD: 1.28%
• 6M: -5.59%
• 1Y: 44.21%
• 3Y*: 23.03%
• 5Y*: 13.90%
• 10Y*: 13.74%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

WEYS vs. BKE — Risk / Return Rank

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

WEYS

WEYS Risk / Return Rank: 56
WEYS Sharpe Ratio Rank: 56
WEYS Sortino Ratio Rank: 52
WEYS Omega Ratio Rank: 50
WEYS Calmar Ratio Rank: 61
WEYS Martin Ratio Rank: 59

BKE

BKE Risk / Return Rank: 79
BKE Sharpe Ratio Rank: 82
BKE Sortino Ratio Rank: 77
BKE Omega Ratio Rank: 77
BKE Calmar Ratio Rank: 81
BKE Martin Ratio Rank: 78

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WEYS vs. BKE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Weyco Group, Inc. (WEYS) and The Buckle, Inc. (BKE). 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.

	WEYS	BKE	Difference
Sharpe ratio Return per unit of total volatility	0.42	1.44	-1.02
Sortino ratio Return per unit of downside risk	0.90	2.00	-1.10
Omega ratio Gain probability vs. loss probability	1.11	1.27	-0.16
Calmar ratio Return relative to maximum drawdown	0.94	2.49	-1.55
Martin ratio Return relative to average drawdown	1.86	5.64	-3.78
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WEYS vs. BKE - Sharpe Ratio Comparison

The current WEYS Sharpe Ratio is 0.42, which is lower than the BKE Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of WEYS and BKE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WEYS	BKE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.42	1.44	-1.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.37	0.38	-0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.17	0.31	-0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.24	0.35	-0.10

Correlation

The correlation between WEYS and BKE is 0.23, 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.

Dividends

WEYS vs. BKE - Dividend Comparison

WEYS's dividend yield for the trailing twelve months is around 9.57%, more than BKE's 8.66% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
WEYS Weyco Group, Inc.	9.57%	10.04%	8.07%	3.16%	4.54%	4.01%	6.06%	3.59%	3.12%	2.93%	2.65%	2.95%
BKE The Buckle, Inc.	8.66%	7.30%	7.68%	8.52%	2.32%	3.17%	14.21%	7.40%	14.22%	8.42%	8.77%	11.99%

Drawdowns

WEYS vs. BKE - Drawdown Comparison

The maximum WEYS drawdown since its inception was -57.92%, smaller than the maximum BKE drawdown of -71.08%. Use the drawdown chart below to compare losses from any high point for WEYS and BKE.

Drawdown Indicators

	WEYS	BKE	Difference
Max Drawdown Largest peak-to-trough decline	-57.92%	-71.08%	+13.16%
Max Drawdown (1Y) Largest decline over 1 year	-16.99%	-17.92%	+0.93%
Max Drawdown (5Y) Largest decline over 5 years	-35.46%	-48.89%	+13.43%
Max Drawdown (10Y) Largest decline over 10 years	-57.92%	-55.52%	-2.40%
Current Drawdown Current decline from peak	-7.80%	-11.57%	+3.77%
Average Drawdown Average peak-to-trough decline	-17.61%	-27.80%	+10.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.55%	7.90%	+0.65%

Volatility

WEYS vs. BKE - Volatility Comparison

Weyco Group, Inc. (WEYS) has a higher volatility of 12.80% compared to The Buckle, Inc. (BKE) at 7.16%. This indicates that WEYS's price experiences larger fluctuations and is considered to be riskier than BKE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WEYS	BKE	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.80%	7.16%	+5.64%
Volatility (6M) Calculated over the trailing 6-month period	28.74%	19.10%	+9.64%
Volatility (1Y) Calculated over the trailing 1-year period	41.89%	30.90%	+10.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.31%	36.60%	-0.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.26%	43.76%	-4.50%

Financials

WEYS vs. BKE - Profitability Comparison

The chart below illustrates the profitability comparison between Weyco Group, Inc. and The Buckle, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

WEYS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Weyco Group, Inc. reported a gross profit of 30.38M and revenue of 76.80M. Therefore, the gross margin over that period was 39.6%.

BKE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, The Buckle, Inc. reported a gross profit of 209.97M and revenue of 399.14M. Therefore, the gross margin over that period was 52.6%.

WEYS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Weyco Group, Inc. reported an operating income of 10.19M and revenue of 76.80M, resulting in an operating margin of 13.3%.

BKE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, The Buckle, Inc. reported an operating income of 100.64M and revenue of 399.14M, resulting in an operating margin of 25.2%.

WEYS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Weyco Group, Inc. reported a net income of 8.69M and revenue of 76.80M, resulting in a net margin of 11.3%.

BKE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, The Buckle, Inc. reported a net income of 80.85M and revenue of 399.14M, resulting in a net margin of 20.3%.