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BCC vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BCC and SPY is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

BCC vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boise Cascade Company (BCC) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

300.00%400.00%500.00%600.00%700.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
596.45%
382.54%
BCC
SPY

Key characteristics

Sharpe Ratio

BCC:

0.10

SPY:

2.21

Sortino Ratio

BCC:

0.42

SPY:

2.93

Omega Ratio

BCC:

1.05

SPY:

1.41

Calmar Ratio

BCC:

0.15

SPY:

3.26

Martin Ratio

BCC:

0.36

SPY:

14.43

Ulcer Index

BCC:

10.74%

SPY:

1.90%

Daily Std Dev

BCC:

38.04%

SPY:

12.41%

Max Drawdown

BCC:

-67.67%

SPY:

-55.19%

Current Drawdown

BCC:

-19.39%

SPY:

-2.74%

Returns By Period

In the year-to-date period, BCC achieves a -0.53% return, which is significantly lower than SPY's 25.54% return. Over the past 10 years, BCC has outperformed SPY with an annualized return of 17.63%, while SPY has yielded a comparatively lower 12.97% annualized return.


BCC

YTD

-0.53%

1M

-10.54%

6M

4.80%

1Y

3.14%

5Y*

35.48%

10Y*

17.63%

SPY

YTD

25.54%

1M

-0.42%

6M

8.90%

1Y

25.98%

5Y*

14.66%

10Y*

12.97%

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Risk-Adjusted Performance

BCC vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Boise Cascade Company (BCC) and SPDR S&P 500 ETF (SPY). 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 BCC, currently valued at 0.10, compared to the broader market-4.00-2.000.002.000.102.21
The chart of Sortino ratio for BCC, currently valued at 0.42, compared to the broader market-4.00-2.000.002.004.000.422.93
The chart of Omega ratio for BCC, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.41
The chart of Calmar ratio for BCC, currently valued at 0.15, compared to the broader market0.002.004.006.000.153.26
The chart of Martin ratio for BCC, currently valued at 0.36, compared to the broader market-5.000.005.0010.0015.0020.0025.000.3614.43
BCC
SPY

The current BCC Sharpe Ratio is 0.10, which is lower than the SPY Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of BCC and SPY, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.10
2.21
BCC
SPY

Dividends

BCC vs. SPY - Dividend Comparison

BCC's dividend yield for the trailing twelve months is around 4.74%, more than SPY's 0.86% yield.


TTM20232022202120202019201820172016201520142013
BCC
Boise Cascade Company
4.74%6.73%5.84%7.61%4.18%3.75%5.45%0.18%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
0.86%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

BCC vs. SPY - Drawdown Comparison

The maximum BCC drawdown since its inception was -67.67%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for BCC and SPY. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-19.39%
-2.74%
BCC
SPY

Volatility

BCC vs. SPY - Volatility Comparison

Boise Cascade Company (BCC) has a higher volatility of 10.58% compared to SPDR S&P 500 ETF (SPY) at 3.72%. This indicates that BCC's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
10.58%
3.72%
BCC
SPY
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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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