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

Performance

BCC vs. VOO - Performance Comparison

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

300.00%400.00%500.00%600.00%700.00%JuneJulyAugustSeptemberOctoberNovember
693.61%
382.12%
BCC
VOO

Returns By Period

In the year-to-date period, BCC achieves a 13.35% return, which is significantly lower than VOO's 24.51% return. Over the past 10 years, BCC has outperformed VOO with an annualized return of 19.24%, while VOO has yielded a comparatively lower 13.12% annualized return.


BCC

YTD

13.35%

1M

-1.16%

6M

7.61%

1Y

36.53%

5Y (annualized)

39.40%

10Y (annualized)

19.24%

VOO

YTD

24.51%

1M

0.61%

6M

11.38%

1Y

32.00%

5Y (annualized)

15.30%

10Y (annualized)

13.12%

Key characteristics


BCCVOO
Sharpe Ratio0.972.64
Sortino Ratio1.523.53
Omega Ratio1.191.49
Calmar Ratio1.443.81
Martin Ratio3.4917.34
Ulcer Index10.41%1.86%
Daily Std Dev37.57%12.20%
Max Drawdown-67.67%-33.99%
Current Drawdown-4.70%-2.16%

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Correlation

-0.50.00.51.00.5

The correlation between BCC and VOO 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.

Risk-Adjusted Performance

BCC vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Boise Cascade Company (BCC) and Vanguard S&P 500 ETF (VOO). 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 0.97, compared to the broader market-4.00-2.000.002.004.000.972.64
The chart of Sortino ratio for BCC, currently valued at 1.52, compared to the broader market-4.00-2.000.002.004.001.523.53
The chart of Omega ratio for BCC, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.49
The chart of Calmar ratio for BCC, currently valued at 1.44, compared to the broader market0.002.004.006.001.443.81
The chart of Martin ratio for BCC, currently valued at 3.49, compared to the broader market0.0010.0020.0030.003.4917.34
BCC
VOO

The current BCC Sharpe Ratio is 0.97, which is lower than the VOO Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of BCC and VOO, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.97
2.64
BCC
VOO

Dividends

BCC vs. VOO - Dividend Comparison

BCC's dividend yield for the trailing twelve months is around 7.72%, more than VOO's 1.26% yield.


TTM20232022202120202019201820172016201520142013
BCC
Boise Cascade Company
7.72%6.73%5.84%7.61%4.18%3.75%5.45%0.18%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.26%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

BCC vs. VOO - Drawdown Comparison

The maximum BCC drawdown since its inception was -67.67%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BCC and VOO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.70%
-2.16%
BCC
VOO

Volatility

BCC vs. VOO - Volatility Comparison

Boise Cascade Company (BCC) has a higher volatility of 9.42% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that BCC's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
9.42%
4.09%
BCC
VOO