BBW vs. IPAR

In the year-to-date period, BBW achieves a 95.53% return, which is significantly higher than IPAR's -9.11% return. Over the past 10 years, BBW has underperformed IPAR with an annualized return of 10.32%, while IPAR has yielded a comparatively higher 18.38% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Build-A-Bear Workshop, Inc. (BBW) and Inter Parfums, Inc. (IPAR). 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.

The current BBW Sharpe Ratio is 1.97, which is higher than the IPAR Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of BBW and IPAR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BBW's dividend yield for the trailing twelve months is around 1.83%, less than IPAR's 2.35% yield.

The maximum BBW drawdown since its inception was -97.24%, which is greater than IPAR's maximum drawdown of -81.82%. Use the drawdown chart below to compare losses from any high point for BBW and IPAR. For additional features, visit the drawdowns tool.

Build-A-Bear Workshop, Inc. (BBW) has a higher volatility of 25.80% compared to Inter Parfums, Inc. (IPAR) at 7.94%. This indicates that BBW's price experiences larger fluctuations and is considered to be riskier than IPAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Build-A-Bear Workshop, Inc. and Inter Parfums, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.