ZUMZ vs. CATO

The year-to-date returns for both investments are quite close, with ZUMZ having a -34.85% return and CATO slightly higher at -34.36%. Over the past 10 years, ZUMZ has outperformed CATO with an annualized return of -8.20%, while CATO has yielded a comparatively lower -18.68% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Zumiez Inc. (ZUMZ) and The Cato Corporation (CATO). 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.

The current ZUMZ Sharpe Ratio is -0.63, which is comparable to the CATO Sharpe Ratio of -0.77. The chart below compares the historical Sharpe Ratios of ZUMZ and CATO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ZUMZ has not paid dividends to shareholders, while CATO's dividend yield for the trailing twelve months is around 13.28%.

The maximum ZUMZ drawdown since its inception was -88.06%, smaller than the maximum CATO drawdown of -95.25%. Use the drawdown chart below to compare losses from any high point for ZUMZ and CATO.

The current volatility for Zumiez Inc. (ZUMZ) is 17.52%, while The Cato Corporation (CATO) has a volatility of 27.40%. This indicates that ZUMZ experiences smaller price fluctuations and is considered to be less risky than CATO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Zumiez Inc. and The Cato 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.