BGFV vs. KO
Compare and contrast key facts about Big 5 Sporting Goods Corporation (BGFV) and The Coca-Cola Company (KO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BGFV or KO.
Key characteristics
| BGFV | KO | |
|---|---|---|
| YTD Return | -71.32% | 8.56% |
| 1Y Return | -66.50% | 12.72% |
| 3Y Return (Ann) | -59.97% | 6.56% |
| 5Y Return (Ann) | -1.87% | 6.77% |
| 10Y Return (Ann) | -12.85% | 7.20% |
| Sharpe Ratio | -1.00 | 1.04 |
| Sortino Ratio | -1.60 | 1.53 |
| Omega Ratio | 0.80 | 1.19 |
| Calmar Ratio | -0.69 | 0.94 |
| Martin Ratio | -1.28 | 3.98 |
| Ulcer Index | 51.45% | 3.25% |
| Daily Std Dev | 66.01% | 12.44% |
| Max Drawdown | -95.96% | -40.60% |
| Current Drawdown | -94.86% | -13.74% |
Fundamentals
| BGFV | KO | |
|---|---|---|
| Market Cap | $40.86M | $272.94B |
| EPS | -$2.61 | $2.40 |
| PEG Ratio | 4.45 | 2.67 |
| Total Revenue (TTM) | $810.20M | $46.37B |
| Gross Profit (TTM) | $242.57M | $28.02B |
| EBITDA (TTM) | -$35.05M | $11.65B |
Correlation
The correlation between BGFV and KO is 0.20, 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.
Performance
BGFV vs. KO - Performance Comparison
In the year-to-date period, BGFV achieves a -71.32% return, which is significantly lower than KO's 8.56% return. Over the past 10 years, BGFV has underperformed KO with an annualized return of -12.85%, while KO has yielded a comparatively higher 7.20% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
BGFV vs. KO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Big 5 Sporting Goods Corporation (BGFV) and The Coca-Cola Company (KO). 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.
Dividends
BGFV vs. KO - Dividend Comparison
BGFV's dividend yield for the trailing twelve months is around 12.71%, more than KO's 3.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGFV Big 5 Sporting Goods Corporation | 12.71% | 13.80% | 11.33% | 14.89% | 2.45% | 6.67% | 19.31% | 7.89% | 3.03% | 4.00% | 2.73% | 2.02% |
KO The Coca-Cola Company | 3.06% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
Drawdowns
BGFV vs. KO - Drawdown Comparison
The maximum BGFV drawdown since its inception was -95.96%, which is greater than KO's maximum drawdown of -40.60%. Use the drawdown chart below to compare losses from any high point for BGFV and KO. For additional features, visit the drawdowns tool.
Volatility
BGFV vs. KO - Volatility Comparison
Big 5 Sporting Goods Corporation (BGFV) has a higher volatility of 19.86% compared to The Coca-Cola Company (KO) at 4.00%. This indicates that BGFV's price experiences larger fluctuations and is considered to be riskier than KO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
BGFV vs. KO - Financials Comparison
This section allows you to compare key financial metrics between Big 5 Sporting Goods Corporation and The Coca-Cola Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities