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BGFV vs. BRY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BGFV and BRY is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

BGFV vs. BRY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Big 5 Sporting Goods Corporation (BGFV) and Berry Corporation (BRY). The values are adjusted to include any dividend payments, if applicable.

-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-57.00%
-53.85%
BGFV
BRY

Key characteristics

Sharpe Ratio

BGFV:

-0.92

BRY:

-1.02

Sortino Ratio

BGFV:

-1.57

BRY:

-1.38

Omega Ratio

BGFV:

0.79

BRY:

0.83

Calmar Ratio

BGFV:

-0.75

BRY:

-0.60

Martin Ratio

BGFV:

-1.28

BRY:

-1.45

Ulcer Index

BGFV:

55.89%

BRY:

26.77%

Daily Std Dev

BGFV:

77.65%

BRY:

38.03%

Max Drawdown

BGFV:

-95.96%

BRY:

-88.53%

Current Drawdown

BGFV:

-94.86%

BRY:

-65.41%

Fundamentals

Market Cap

BGFV:

$41.77M

BRY:

$319.30M

EPS

BGFV:

-$2.61

BRY:

$1.08

Total Revenue (TTM)

BGFV:

$810.20M

BRY:

$926.73M

Gross Profit (TTM)

BGFV:

$242.57M

BRY:

$401.83M

EBITDA (TTM)

BGFV:

-$30.27M

BRY:

$305.97M

Returns By Period

In the year-to-date period, BGFV achieves a -71.32% return, which is significantly lower than BRY's -39.54% return.


BGFV

YTD

-71.32%

1M

8.59%

6M

-42.90%

1Y

-72.41%

5Y*

-3.20%

10Y*

-13.68%

BRY

YTD

-39.54%

1M

-9.55%

6M

-33.83%

1Y

-39.54%

5Y*

-8.53%

10Y*

N/A

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

BGFV vs. BRY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Big 5 Sporting Goods Corporation (BGFV) and Berry Corporation (BRY). 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 BGFV, currently valued at -0.92, compared to the broader market-4.00-2.000.002.00-0.92-1.02
The chart of Sortino ratio for BGFV, currently valued at -1.57, compared to the broader market-4.00-2.000.002.004.00-1.57-1.38
The chart of Omega ratio for BGFV, currently valued at 0.79, compared to the broader market0.501.001.502.000.790.83
The chart of Calmar ratio for BGFV, currently valued at -0.75, compared to the broader market0.002.004.006.00-0.75-0.60
The chart of Martin ratio for BGFV, currently valued at -1.28, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.28-1.45
BGFV
BRY

The current BGFV Sharpe Ratio is -0.92, which is comparable to the BRY Sharpe Ratio of -1.02. The chart below compares the historical Sharpe Ratios of BGFV and BRY, 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 Ratio-1.00-0.500.00JulyAugustSeptemberOctoberNovemberDecember
-0.92
-1.02
BGFV
BRY

Dividends

BGFV vs. BRY - Dividend Comparison

BGFV's dividend yield for the trailing twelve months is around 5.65%, less than BRY's 19.79% yield.


TTM20232022202120202019201820172016201520142013
BGFV
Big 5 Sporting Goods Corporation
5.65%13.80%11.33%14.89%2.45%6.67%19.31%7.89%3.03%4.00%2.73%2.02%
BRY
Berry Corporation
19.79%13.80%16.75%2.38%3.26%5.09%2.40%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BGFV vs. BRY - Drawdown Comparison

The maximum BGFV drawdown since its inception was -95.96%, which is greater than BRY's maximum drawdown of -88.53%. Use the drawdown chart below to compare losses from any high point for BGFV and BRY. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%JulyAugustSeptemberOctoberNovemberDecember
-94.86%
-65.41%
BGFV
BRY

Volatility

BGFV vs. BRY - Volatility Comparison

Big 5 Sporting Goods Corporation (BGFV) has a higher volatility of 43.40% compared to Berry Corporation (BRY) at 14.54%. This indicates that BGFV's price experiences larger fluctuations and is considered to be riskier than BRY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
43.40%
14.54%
BGFV
BRY

Financials

BGFV vs. BRY - Financials Comparison

This section allows you to compare key financial metrics between Big 5 Sporting Goods Corporation and Berry Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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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