PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Big 5 Sporting Goods Corporation (BGFV)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS08915P1012
CUSIP08915P101
SectorConsumer Cyclical
IndustrySpecialty Retail

Highlights

Market Cap$78.98M
EPS-$0.33
PE Ratio30.13
PEG Ratio4.45
Revenue (TTM)$884.75M
Gross Profit (TTM)$341.22M
EBITDA (TTM)$6.98M
Year Range$3.46 - $9.38
Target Price$4.50
Short %16.73%
Short Ratio7.81

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Big 5 Sporting Goods Corporation

Popular comparisons: BGFV vs. WELL.TO, BGFV vs. GOLF, BGFV vs. BRY, BGFV vs. JEPI, BGFV vs. FDVV, BGFV vs. HDV, BGFV vs. TSLY, BGFV vs. VGT, BGFV vs. KO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Big 5 Sporting Goods Corporation, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-60.00%-40.00%-20.00%0.00%20.00%NovemberDecember2024FebruaryMarchApril
-59.01%
17.40%
BGFV (Big 5 Sporting Goods Corporation)
Benchmark (^GSPC)

S&P 500

Returns By Period

Big 5 Sporting Goods Corporation had a return of -51.61% year-to-date (YTD) and -57.71% in the last 12 months. Over the past 10 years, Big 5 Sporting Goods Corporation had an annualized return of -9.28%, while the S&P 500 had an annualized return of 10.43%, indicating that Big 5 Sporting Goods Corporation did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-51.61%5.29%
1 month-15.83%-2.47%
6 months-57.34%16.40%
1 year-57.71%20.88%
5 years (annualized)11.56%11.60%
10 years (annualized)-9.28%10.43%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-20.66%-4.57%-25.75%
2023-11.60%0.71%-14.26%6.91%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BGFV is 7, indicating that it is in the bottom 7% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of BGFV is 77
Big 5 Sporting Goods Corporation(BGFV)
The Sharpe Ratio Rank of BGFV is 44Sharpe Ratio Rank
The Sortino Ratio Rank of BGFV is 77Sortino Ratio Rank
The Omega Ratio Rank of BGFV is 77Omega Ratio Rank
The Calmar Ratio Rank of BGFV is 1515Calmar Ratio Rank
The Martin Ratio Rank of BGFV is 33Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Big 5 Sporting Goods Corporation (BGFV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BGFV
Sharpe ratio
The chart of Sharpe ratio for BGFV, currently valued at -1.06, compared to the broader market-2.00-1.000.001.002.003.00-1.06
Sortino ratio
The chart of Sortino ratio for BGFV, currently valued at -1.59, compared to the broader market-4.00-2.000.002.004.00-1.59
Omega ratio
The chart of Omega ratio for BGFV, currently valued at 0.79, compared to the broader market0.501.001.500.79
Calmar ratio
The chart of Calmar ratio for BGFV, currently valued at -0.63, compared to the broader market0.001.002.003.004.005.00-0.63
Martin ratio
The chart of Martin ratio for BGFV, currently valued at -1.69, compared to the broader market0.0010.0020.0030.00-1.69
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.79, compared to the broader market-2.00-1.000.001.002.003.001.79
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.61, compared to the broader market-4.00-2.000.002.004.002.61
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.501.001.501.31
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.001.002.003.004.005.001.36
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.007.21

Sharpe Ratio

The current Big 5 Sporting Goods Corporation Sharpe ratio is -1.06. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-1.06
1.79
BGFV (Big 5 Sporting Goods Corporation)
Benchmark (^GSPC)

Dividends

Dividend History

Big 5 Sporting Goods Corporation granted a 22.28% dividend yield in the last twelve months. The annual payout for that period amounted to $0.68 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.68$0.88$1.00$2.81$0.23$0.19$0.47$0.56$0.49$0.37$0.37$0.37

Dividend yield

22.28%13.80%11.33%14.77%2.29%6.24%18.08%7.39%2.83%3.75%2.56%1.89%

Monthly Dividends

The table displays the monthly dividend distributions for Big 5 Sporting Goods Corporation. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.05
2023$0.00$0.00$0.25$0.00$0.25$0.00$0.00$0.25$0.00$0.00$0.13$0.00
2022$0.00$0.00$0.25$0.00$0.25$0.00$0.00$0.25$0.00$0.00$0.25$0.00
2021$0.00$0.00$0.14$0.00$1.17$0.00$0.00$0.24$0.00$0.00$1.25$0.00
2020$0.00$0.00$0.05$0.00$0.00$0.00$0.00$0.09$0.00$0.00$0.09$0.00
2019$0.00$0.00$0.05$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.05$0.00
2018$0.00$0.00$0.14$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.05$0.00
2017$0.00$0.00$0.14$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.14$0.00
2016$0.00$0.00$0.12$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.14$0.00
2015$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.09$0.00
2014$0.00$0.00$0.09$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.09$0.00
2013$0.09$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.09$0.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%20.0%22.3%
Big 5 Sporting Goods Corporation has a dividend yield of 22.28%, which means its dividend payment is significantly above the market average.
Payout Ratio
200.0%400.0%600.0%800.0%625.0%
Big 5 Sporting Goods Corporation has a payout ratio of 625.00%, which is above the market average. This might signify the company's strong earnings or financial health. However, it could also hint at a more mature business phase with potentially slower growth.

Drawdowns

Drawdowns Chart

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


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-91.32%
-4.42%
BGFV (Big 5 Sporting Goods Corporation)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Big 5 Sporting Goods Corporation. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Big 5 Sporting Goods Corporation was 95.96%, occurring on Apr 3, 2020. Recovery took 241 trading sessions.

The current Big 5 Sporting Goods Corporation drawdown is 91.32%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-95.96%Jul 26, 20131685Apr 3, 2020241Mar 19, 20211926
-91.32%Nov 12, 2021609Apr 17, 2024
-88%Dec 31, 2004981Nov 20, 20081167Jul 15, 20132148
-41.63%Jul 1, 2002159Feb 14, 200384Jun 17, 2003243
-40.52%Jun 3, 202132Jul 19, 202179Nov 8, 2021111

Volatility

Volatility Chart

The current Big 5 Sporting Goods Corporation volatility is 18.08%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2024FebruaryMarchApril
18.08%
3.35%
BGFV (Big 5 Sporting Goods Corporation)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Big 5 Sporting Goods Corporation over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items