Deckers Brands (DECK): analysis and statistics
Return, volatility, Sharpe ratio and risk for Deckers Brands, a component of the S&P 500 in the Consumer Discretionary. Data as of 2026-10-29.
| Last close price | $80.74 |
| Sector (GICS) | Consumer Discretionary |
| Annualized return (3.0 yr) | -5.66% |
| Total return over period | -15.95% |
| Annualized volatility | 45.26% |
| Period volatility | 78.18% |
| Period T-bill | 12.40% |
| Sharpe ratio | -0.36 |
| Sortino ratio | -0.51 |
| Max drawdown | -65.26% |
| CVaR 95% (avg. loss, worst 5% of days) | -6.08% |
| Correlation with the S&P 500 | 0.43 |
| Period range | $77.51 – $223.11 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Deckers Brands (DECK) has posted an annualized return of -5.66% with annual volatility of 45.26%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -65.26%. Its correlation with the S&P 500 is 0.43, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how DECK would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Other Consumer Discretionary stocks
Is it part of the S&P 500?
Yes, Deckers Brands (DECK) is of the S&P 500.
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