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BBSI vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between BBSI and ^GSPC is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

BBSI vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Barrett Business Services, Inc. (BBSI) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember
33.20%
6.22%
BBSI
^GSPC

Key characteristics

Sharpe Ratio

BBSI:

2.26

^GSPC:

1.84

Sortino Ratio

BBSI:

3.20

^GSPC:

2.48

Omega Ratio

BBSI:

1.40

^GSPC:

1.34

Calmar Ratio

BBSI:

6.35

^GSPC:

2.75

Martin Ratio

BBSI:

19.05

^GSPC:

11.85

Ulcer Index

BBSI:

2.70%

^GSPC:

1.97%

Daily Std Dev

BBSI:

22.79%

^GSPC:

12.65%

Max Drawdown

BBSI:

-87.66%

^GSPC:

-56.78%

Current Drawdown

BBSI:

-2.03%

^GSPC:

-3.43%

Returns By Period

Over the past 10 years, BBSI has outperformed ^GSPC with an annualized return of 22.54%, while ^GSPC has yielded a comparatively lower 11.09% annualized return.


BBSI

YTD

0.00%

1M

1.24%

6M

33.40%

1Y

51.42%

5Y*

15.67%

10Y*

22.54%

^GSPC

YTD

0.00%

1M

-2.50%

6M

6.76%

1Y

23.31%

5Y*

12.57%

10Y*

11.09%

*Annualized

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Risk-Adjusted Performance

BBSI vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Barrett Business Services, Inc. (BBSI) and S&P 500 (^GSPC). 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.


Sharpe ratio
The chart of Sharpe ratio for BBSI, currently valued at 2.26, compared to the broader market-4.00-2.000.002.002.261.84
The chart of Sortino ratio for BBSI, currently valued at 3.20, compared to the broader market-4.00-2.000.002.004.003.202.48
The chart of Omega ratio for BBSI, currently valued at 1.40, compared to the broader market0.501.001.502.001.401.34
The chart of Calmar ratio for BBSI, currently valued at 6.35, compared to the broader market0.002.004.006.006.352.75
The chart of Martin ratio for BBSI, currently valued at 19.05, compared to the broader market0.005.0010.0015.0020.0025.0019.0511.85
BBSI
^GSPC

The current BBSI Sharpe Ratio is 2.26, which is comparable to the ^GSPC Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of BBSI and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50AugustSeptemberOctoberNovemberDecember
2.26
1.84
BBSI
^GSPC

Drawdowns

BBSI vs. ^GSPC - Drawdown Comparison

The maximum BBSI drawdown since its inception was -87.66%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for BBSI and ^GSPC. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember
-2.03%
-3.43%
BBSI
^GSPC

Volatility

BBSI vs. ^GSPC - Volatility Comparison

Barrett Business Services, Inc. (BBSI) has a higher volatility of 6.06% compared to S&P 500 (^GSPC) at 4.15%. This indicates that BBSI's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember
6.06%
4.15%
BBSI
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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