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

Correlation

The correlation between BGFV and GOLF is 0.34, 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. GOLF - Performance Comparison

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

-60.00%-40.00%-20.00%0.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-42.90%
7.80%
BGFV
GOLF

Key characteristics

Sharpe Ratio

BGFV:

-0.92

GOLF:

0.49

Sortino Ratio

BGFV:

-1.57

GOLF:

0.92

Omega Ratio

BGFV:

0.79

GOLF:

1.11

Calmar Ratio

BGFV:

-0.75

GOLF:

0.85

Martin Ratio

BGFV:

-1.28

GOLF:

1.77

Ulcer Index

BGFV:

55.89%

GOLF:

8.13%

Daily Std Dev

BGFV:

77.65%

GOLF:

29.11%

Max Drawdown

BGFV:

-95.96%

GOLF:

-35.46%

Current Drawdown

BGFV:

-94.86%

GOLF:

-7.56%

Fundamentals

Market Cap

BGFV:

$41.77M

GOLF:

$4.45B

EPS

BGFV:

-$2.61

GOLF:

$3.00

PEG Ratio

BGFV:

4.45

GOLF:

3.66

Total Revenue (TTM)

BGFV:

$810.20M

GOLF:

$2.42B

Gross Profit (TTM)

BGFV:

$242.57M

GOLF:

$1.29B

EBITDA (TTM)

BGFV:

-$30.27M

GOLF:

$325.37M

Returns By Period

In the year-to-date period, BGFV achieves a -71.32% return, which is significantly lower than GOLF's 12.10% return.


BGFV

YTD

-71.32%

1M

8.59%

6M

-42.90%

1Y

-72.41%

5Y*

-3.20%

10Y*

-13.68%

GOLF

YTD

12.10%

1M

1.48%

6M

7.80%

1Y

12.07%

5Y*

18.20%

10Y*

N/A

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Risk-Adjusted Performance

BGFV vs. GOLF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Big 5 Sporting Goods Corporation (BGFV) and Acushnet Holdings Corp. (GOLF). 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-4.00-2.000.002.00-0.920.49
The chart of Sortino ratio for BGFV, currently valued at -1.57, compared to the broader market-4.00-2.000.002.004.00-1.570.92
The chart of Omega ratio for BGFV, currently valued at 0.79, compared to the broader market0.501.001.502.000.791.11
The chart of Calmar ratio for BGFV, currently valued at -0.75, compared to the broader market0.002.004.006.00-0.750.85
The chart of Martin ratio for BGFV, currently valued at -1.28, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.281.77
BGFV
GOLF

The current BGFV Sharpe Ratio is -0.92, which is lower than the GOLF Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of BGFV and GOLF, 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.92
0.49
BGFV
GOLF

Dividends

BGFV vs. GOLF - Dividend Comparison

BGFV's dividend yield for the trailing twelve months is around 5.65%, more than GOLF's 1.23% 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%
GOLF
Acushnet Holdings Corp.
1.23%1.23%1.70%1.24%1.53%1.72%2.47%2.28%0.00%0.00%0.00%0.00%

Drawdowns

BGFV vs. GOLF - Drawdown Comparison

The maximum BGFV drawdown since its inception was -95.96%, which is greater than GOLF's maximum drawdown of -35.46%. Use the drawdown chart below to compare losses from any high point for BGFV and GOLF. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-94.86%
-7.56%
BGFV
GOLF

Volatility

BGFV vs. GOLF - Volatility Comparison

Big 5 Sporting Goods Corporation (BGFV) has a higher volatility of 43.40% compared to Acushnet Holdings Corp. (GOLF) at 8.08%. This indicates that BGFV's price experiences larger fluctuations and is considered to be riskier than GOLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
43.40%
8.08%
BGFV
GOLF

Financials

BGFV vs. GOLF - Financials Comparison

This section allows you to compare key financial metrics between Big 5 Sporting Goods Corporation and Acushnet Holdings Corp.. 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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