BBW vs. SPLG

In the year-to-date period, BBW achieves a -24.22% return, which is significantly lower than SPLG's -5.79% return. Over the past 10 years, BBW has underperformed SPLG with an annualized return of 7.35%, while SPLG has yielded a comparatively higher 12.04% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Build-A-Bear Workshop, Inc. (BBW) and SPDR Portfolio S&P 500 ETF (SPLG). 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 0.38, which is comparable to the SPLG Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of BBW and SPLG, 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 2.36%, more than SPLG's 1.38% yield.

The maximum BBW drawdown since its inception was -97.24%, which is greater than SPLG's maximum drawdown of -54.52%. Use the drawdown chart below to compare losses from any high point for BBW and SPLG. For additional features, visit the drawdowns tool.

Build-A-Bear Workshop, Inc. (BBW) has a higher volatility of 27.22% compared to SPDR Portfolio S&P 500 ETF (SPLG) at 14.16%. This indicates that BBW's price experiences larger fluctuations and is considered to be riskier than SPLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.