Big 5 Sporting Goods Corporation (BGFV)

The chart shows the growth of $10,000 invested in Big 5 Sporting Goods Corporation on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,096 for a total return of roughly 20.96%. All prices are adjusted for splits and dividends.

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Big 5 Sporting Goods Corporation Sharpe ratio is -0.66. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.

Big 5 Sporting Goods Corporation granted a 16.86% dividend yield in the last twelve months. The annual payout for that period amounted to $1.99 per share.

The Drawdowns chart displays portfolio losses from any high point along the way.

The table below shows the maximum drawdowns of the Big 5 Sporting Goods Corporation. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Big 5 Sporting Goods Corporation is 95.96%, recorded on Apr 3, 2020. It took 241 trading sessions for the portfolio to recover.

Current Big 5 Sporting Goods Corporation volatility is 53.53%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.