BCC vs. UFPI

Last updated Apr 1, 2026

Compare and contrast key facts about Boise Cascade Company (BCC) and UFP Industries, Inc. (UFPI).

Performance

BCC vs. UFPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boise Cascade Company (BCC) and UFP Industries, Inc. (UFPI). The values are adjusted to include any dividend payments, if applicable.

BCC vs. UFPI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BCC Boise Cascade Company	3.33%	-37.47%	-4.02%	106.65%	1.53%	62.14%	37.01%	59.08%	-38.36%	77.67%
UFPI UFP Industries, Inc.	1.53%	-18.03%	-9.30%	60.27%	-12.85%	67.07%	17.59%	85.60%	-30.20%	11.49%

Fundamentals

Market Cap BCC : $2.80B UFPI : $5.26B
EPS BCC : $3.85 UFPI : $5.11
PE Ratio BCC : 19.72 UFPI : 18.03
PS Ratio BCC : 0.44 UFPI : 0.83
PB Ratio BCC : 1.35 UFPI : 1.70
Total Revenue (TTM) BCC : $6.40B UFPI : $6.32B
Gross Profit (TTM) BCC : $780.08M UFPI : $1.06B
EBITDA (TTM) BCC : $349.78M UFPI : $519.62M

Returns By Period

In the year-to-date period, BCC achieves a 3.33% return, which is significantly higher than UFPI's 1.53% return. Over the past 10 years, BCC has outperformed UFPI with an annualized return of 18.42%, while UFPI has yielded a comparatively lower 13.48% annualized return.

BCC

• 1D: 1.20%
• 1M: -8.33%
• YTD: 3.33%
• 6M: -1.35%
• 1Y: -21.85%
• 3Y*: 11.57%
• 5Y*: 10.44%
• 10Y*: 18.42%

UFPI

• 1D: 2.38%
• 1M: -10.17%
• YTD: 1.53%
• 6M: -0.75%
• 1Y: -12.70%
• 3Y*: 6.35%
• 5Y*: 4.77%
• 10Y*: 13.48%

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

Return for Risk

BCC vs. UFPI — Risk / Return Rank

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

BCC

BCC Risk / Return Rank: 19
BCC Sharpe Ratio Rank: 17
BCC Sortino Ratio Rank: 16
BCC Omega Ratio Rank: 19
BCC Calmar Ratio Rank: 21
BCC Martin Ratio Rank: 23

UFPI

UFPI Risk / Return Rank: 23
UFPI Sharpe Ratio Rank: 23
UFPI Sortino Ratio Rank: 21
UFPI Omega Ratio Rank: 22
UFPI Calmar Ratio Rank: 26
UFPI Martin Ratio Rank: 23

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.

BCC vs. UFPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Boise Cascade Company (BCC) and UFP Industries, Inc. (UFPI). 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.

	BCC	UFPI	Difference
Sharpe ratio Return per unit of total volatility	-0.56	-0.42	-0.14
Sortino ratio Return per unit of downside risk	-0.69	-0.46	-0.23
Omega ratio Gain probability vs. loss probability	0.93	0.95	-0.02
Calmar ratio Return relative to maximum drawdown	-0.63	-0.49	-0.14
Martin ratio Return relative to average drawdown	-1.08	-1.04	-0.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BCC vs. UFPI - Sharpe Ratio Comparison

The current BCC Sharpe Ratio is -0.56, which is lower than the UFPI Sharpe Ratio of -0.42. The chart below compares the historical Sharpe Ratios of BCC and UFPI, 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

	BCC	UFPI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.56	-0.42	-0.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.26	0.15	+0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.44	0.38	+0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	0.29	0.00

Correlation

The correlation between BCC and UFPI is 0.65, 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.

Dividends

BCC vs. UFPI - Dividend Comparison

BCC's dividend yield for the trailing twelve months is around 1.15%, less than UFPI's 1.53% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BCC Boise Cascade Company	1.15%	1.17%	4.90%	6.73%	5.84%	7.61%	4.18%	3.75%	5.45%	0.18%	0.00%	0.00%
UFPI UFP Industries, Inc.	1.53%	1.54%	1.17%	0.88%	1.20%	0.71%	0.90%	0.84%	1.39%	0.85%	0.85%	1.20%

Drawdowns

BCC vs. UFPI - Drawdown Comparison

The maximum BCC drawdown since its inception was -67.67%, smaller than the maximum UFPI drawdown of -80.64%. Use the drawdown chart below to compare losses from any high point for BCC and UFPI.

Drawdown Indicators

	BCC	UFPI	Difference
Max Drawdown Largest peak-to-trough decline	-67.67%	-80.64%	+12.97%
Max Drawdown (1Y) Largest decline over 1 year	-34.95%	-24.68%	-10.27%
Max Drawdown (5Y) Largest decline over 5 years	-56.31%	-36.32%	-19.99%
Max Drawdown (10Y) Largest decline over 10 years	-56.31%	-45.75%	-10.56%
Current Drawdown Current decline from peak	-49.57%	-32.40%	-17.17%
Average Drawdown Average peak-to-trough decline	-22.66%	-25.21%	+2.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	20.45%	11.60%	+8.85%

Volatility

BCC vs. UFPI - Volatility Comparison

Boise Cascade Company (BCC) has a higher volatility of 9.81% compared to UFP Industries, Inc. (UFPI) at 7.04%. This indicates that BCC's price experiences larger fluctuations and is considered to be riskier than UFPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BCC	UFPI	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.81%	7.04%	+2.77%
Volatility (6M) Calculated over the trailing 6-month period	25.89%	18.22%	+7.67%
Volatility (1Y) Calculated over the trailing 1-year period	39.16%	30.63%	+8.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.97%	32.65%	+8.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.63%	35.14%	+6.49%

Financials

BCC vs. UFPI - Profitability Comparison

The chart below illustrates the profitability comparison between Boise Cascade Company and UFP Industries, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

BCC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Boise Cascade Company reported a gross profit of 0.00 and revenue of 1.46B. Therefore, the gross margin over that period was 0.0%.

UFPI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, UFP Industries, Inc. reported a gross profit of 216.54M and revenue of 1.33B. Therefore, the gross margin over that period was 16.3%.

BCC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Boise Cascade Company reported an operating income of 15.95M and revenue of 1.46B, resulting in an operating margin of 1.1%.

UFPI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, UFP Industries, Inc. reported an operating income of 56.00M and revenue of 1.33B, resulting in an operating margin of 4.2%.

BCC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Boise Cascade Company reported a net income of 19.88M and revenue of 1.46B, resulting in a net margin of 1.4%.

UFPI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, UFP Industries, Inc. reported a net income of 39.96M and revenue of 1.33B, resulting in a net margin of 3.0%.