WEYS vs. BKE

Last updated Jun 3, 2026

WEYS (Weyco Group, Inc.) and BKE (The Buckle, Inc.) are both stocks. Both are in the Consumer Cyclical sector — WEYS in Footwear & Accessories, BKE in Apparel Retail. Over the past 10 years, WEYS returned 7.51%/yr vs 15.81%/yr for BKE. At a 0.23 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, WEYS achieves a 18.54% return, which is significantly higher than BKE's -11.45% return. Over the past 10 years, WEYS has underperformed BKE with an annualized return of 7.51%, while BKE has yielded a comparatively higher 15.81% annualized return.

WEYS

• 1D: -0.11%
• 1M: 8.86%
• YTD: 18.54%
• 6M: 20.23%
• 1Y: 23.72%
• 3Y*: 17.09%
• 5Y*: 17.66%
• 10Y*: 7.51%

BKE

• 1D: 1.08%
• 1M: -20.12%
• YTD: -11.45%
• 6M: -15.92%
• 1Y: 12.51%
• 3Y*: 20.57%
• 5Y*: 9.78%
• 10Y*: 15.81%

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

WEYS vs. BKE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WEYS Weyco Group, Inc.	18.54%	-10.53%	30.36%	53.99%	-8.27%	57.52%	-36.88%	-5.99%	0.80%	-1.96%
BKE The Buckle, Inc.	-11.45%	13.95%	17.49%	15.02%	10.91%	49.40%	25.01%	55.19%	-7.63%	15.42%

Correlation

The correlation between WEYS and BKE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.34
Correlation (3Y) Calculated over the trailing 3-year period	0.28
Correlation (5Y) Calculated over the trailing 5-year period	0.27
Correlation (10Y) Calculated over the trailing 10-year period	0.29
Correlation (All Time) Calculated using the full available price history since May 12, 1992	0.23

The correlation between WEYS and BKE shifts across timeframes, from 0.23 (all time) to 0.34 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap WEYS : $339.28M BKE : $2.25B
EPS WEYS : $2.48 BKE : $4.36
PE Ratio WEYS : 14.39 BKE : 10.13
PS Ratio WEYS : 1.23 BKE : 1.71
PB Ratio WEYS : 1.39 BKE : 4.91
Total Revenue (TTM) WEYS : $276.14M BKE : $1.31B
Gross Profit (TTM) WEYS : $88.85M BKE : $642.36M
EBITDA (TTM) WEYS : $32.84M BKE : $292.93M

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: 61
WEYS Sharpe Ratio Rank: 61
WEYS Sortino Ratio Rank: 57
WEYS Omega Ratio Rank: 54
WEYS Calmar Ratio Rank: 67
WEYS Martin Ratio Rank: 66

BKE

BKE Risk / Return Rank: 52
BKE Sharpe Ratio Rank: 55
BKE Sortino Ratio Rank: 48
BKE Omega Ratio Rank: 47
BKE Calmar Ratio Rank: 52
BKE Martin Ratio Rank: 55

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	0.63	0.43	+0.20
Sortino ratio Return per unit of downside risk	1.17	0.77	+0.40
Omega ratio Gain probability vs. loss probability	1.14	1.10	+0.04
Calmar ratio Return relative to maximum drawdown	1.46	0.53	+0.93
Martin ratio Return relative to average drawdown	3.04	1.46	+1.58
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 0.63, which is higher than the BKE Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of WEYS and BKE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	WEYS	BKE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.63	0.43	+0.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.49	0.27	+0.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.19	0.36	-0.17
Sharpe Ratio (All Time) Calculated using the full available price history	0.25	0.33	-0.08

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%	-23.50%	+6.51%
Max Drawdown (3Y) Largest decline over 3 years	-29.01%	-33.91%	+4.90%
Max Drawdown (5Y) Largest decline over 5 years	-35.46%	-48.89%	+13.43%
Max Drawdown (10Y) Largest decline over 10 years	-57.92%	-53.20%	-4.72%
Current Drawdown Current decline from peak	-1.03%	-22.68%	+21.65%
Average Drawdown Average peak-to-trough decline	-17.54%	-27.71%	+10.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.19%	8.59%	-0.40%

Volatility

WEYS vs. BKE - Volatility Comparison

The current volatility for Weyco Group, Inc. (WEYS) is 10.68%, while The Buckle, Inc. (BKE) has a volatility of 13.35%. This indicates that WEYS experiences smaller price fluctuations and is considered to be less risky 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	10.68%	13.35%	-2.67%
Volatility (6M) Calculated over the trailing 6-month period	24.80%	21.97%	+2.83%
Volatility (1Y) Calculated over the trailing 1-year period	37.80%	29.26%	+8.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.20%	36.28%	-0.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.40%	43.67%	-4.27%

Dividends

WEYS vs. BKE - Dividend Comparison

WEYS's dividend yield for the trailing twelve months is around 8.66%, less than BKE's 9.97% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BKE The Buckle, Inc.	9.97%	7.30%	7.68%	8.52%	2.32%	3.17%	14.21%	7.40%	14.22%	8.42%	8.77%	11.99%
WEYS Weyco Group, Inc.	8.66%	10.04%	8.07%	3.16%	4.54%	4.01%	6.06%	3.59%	3.12%	2.93%	2.65%	2.95%

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 Jun 2026, Weyco Group, Inc. reported a gross profit of 0.00 and revenue of 68.01M. Therefore, the gross margin over that period was 0.0%.

BKE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Buckle, Inc. reported a gross profit of 133.48M and revenue of 288.74M. Therefore, the gross margin over that period was 46.2%.

WEYS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Weyco Group, Inc. reported an operating income of 7.50M and revenue of 68.01M, resulting in an operating margin of 11.0%.

BKE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Buckle, Inc. reported an operating income of 59.45M and revenue of 288.74M, resulting in an operating margin of 20.6%.

WEYS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Weyco Group, Inc. reported a net income of 6.12M and revenue of 68.01M, resulting in a net margin of 9.0%.

BKE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Buckle, Inc. reported a net income of 46.88M and revenue of 288.74M, resulting in a net margin of 16.2%.

Frequently Asked Questions

Can I hold both WEYS and BKE in my portfolio?

WEYS and BKE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WEYS or BKE?

BKE has higher volatility (13.35%) compared to WEYS (10.68%). In terms of maximum drawdown, WEYS dropped -57.92% vs BKE's -71.08%.

Which has better risk-adjusted returns?

WEYS currently has the higher Sharpe Ratio (0.63 vs 0.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.