BBSN.L vs. BIG.L

Last updated Apr 3, 2026

Compare and contrast key facts about Brave Bison Group plc (BBSN.L) and Big Technologies PLC (BIG.L).

Performance

BBSN.L vs. BIG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Brave Bison Group plc (BBSN.L) and Big Technologies PLC (BIG.L). The values are adjusted to include any dividend payments, if applicable.

BBSN.L vs. BIG.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
BBSN.L Brave Bison Group plc	5.04%	68.79%	-3.49%	-4.44%	57.89%	-16.18%
BIG.L Big Technologies PLC	19.05%	-45.22%	-22.03%	-34.32%	-17.08%	10.17%

Fundamentals

Market Cap BBSN.L : £51.38M BIG.L : £260.43M
EPS BBSN.L : £0.09 BIG.L : -£0.06
PS Ratio BBSN.L : 0.74 BIG.L : 2.53
PB Ratio BBSN.L : 2.17 BIG.L : 3.07
Total Revenue (TTM) BBSN.L : £69.43M BIG.L : £103.07M
Gross Profit (TTM) BBSN.L : £44.26M BIG.L : £68.04M
EBITDA (TTM) BBSN.L : £5.30M BIG.L : £6.09M

Returns By Period

In the year-to-date period, BBSN.L achieves a 5.04% return, which is significantly lower than BIG.L's 19.05% return.

BBSN.L

• 1D: -2.01%
• 1M: 0.00%
• YTD: 5.04%
• 6M: -14.12%
• 1Y: 50.16%
• 3Y*: 8.25%
• 5Y*: 20.47%
• 10Y*: 0.15%

BIG.L

• 1D: 6.89%
• 1M: -16.67%
• YTD: 19.05%
• 6M: 7.40%
• 1Y: 20.64%
• 3Y*: -30.79%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

BBSN.L vs. BIG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BBSN.L

BBSN.L Risk / Return Rank: 73
BBSN.L Sharpe Ratio Rank: 75
BBSN.L Sortino Ratio Rank: 75
BBSN.L Omega Ratio Rank: 73
BBSN.L Calmar Ratio Rank: 72
BBSN.L Martin Ratio Rank: 70

BIG.L

BIG.L Risk / Return Rank: 53
BIG.L Sharpe Ratio Rank: 53
BIG.L Sortino Ratio Rank: 55
BIG.L Omega Ratio Rank: 53
BIG.L Calmar Ratio Rank: 52
BIG.L Martin Ratio Rank: 50

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BBSN.L vs. BIG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brave Bison Group plc (BBSN.L) and Big Technologies PLC (BIG.L). 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.

	BBSN.L	BIG.L	Difference
Sharpe ratio Return per unit of total volatility	1.11	0.37	+0.74
Sortino ratio Return per unit of downside risk	1.90	1.06	+0.84
Omega ratio Gain probability vs. loss probability	1.25	1.13	+0.12
Calmar ratio Return relative to maximum drawdown	1.78	0.53	+1.25
Martin ratio Return relative to average drawdown	3.98	0.98	+3.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BBSN.L vs. BIG.L - Sharpe Ratio Comparison

The current BBSN.L Sharpe Ratio is 1.11, which is higher than the BIG.L Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of BBSN.L and BIG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BBSN.L	BIG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.11	0.37	+0.74
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.41	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.00	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.17	-0.42	+0.25

Correlation

The correlation between BBSN.L and BIG.L is 0.06, 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.

Dividends

BBSN.L vs. BIG.L - Dividend Comparison

BBSN.L's dividend yield for the trailing twelve months is around 0.55%, while BIG.L has not paid dividends to shareholders.

	TTM	2025
BBSN.L Brave Bison Group plc	0.55%	0.58%
BIG.L Big Technologies PLC	0.00%	0.00%

Drawdowns

BBSN.L vs. BIG.L - Drawdown Comparison

The maximum BBSN.L drawdown since its inception was -99.16%, which is greater than BIG.L's maximum drawdown of -83.54%. Use the drawdown chart below to compare losses from any high point for BBSN.L and BIG.L.

Drawdown Indicators

	BBSN.L	BIG.L	Difference
Max Drawdown Largest peak-to-trough decline	-99.16%	-83.54%	-15.62%
Max Drawdown (1Y) Largest decline over 1 year	-28.18%	-47.86%	+19.68%
Max Drawdown (5Y) Largest decline over 5 years	-50.81%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-86.34%	—	—
Current Drawdown Current decline from peak	-95.59%	-75.71%	-19.88%
Average Drawdown Average peak-to-trough decline	-89.86%	-48.80%	-41.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.59%	25.96%	-13.37%

Volatility

BBSN.L vs. BIG.L - Volatility Comparison

The current volatility for Brave Bison Group plc (BBSN.L) is 7.24%, while Big Technologies PLC (BIG.L) has a volatility of 13.42%. This indicates that BBSN.L experiences smaller price fluctuations and is considered to be less risky than BIG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BBSN.L	BIG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.24%	13.42%	-6.18%
Volatility (6M) Calculated over the trailing 6-month period	24.73%	30.99%	-6.26%
Volatility (1Y) Calculated over the trailing 1-year period	45.08%	55.35%	-10.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	49.59%	53.01%	-3.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	129.91%	53.01%	+76.90%

Financials