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BGFV vs. WELL.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


BGFVWELL.TO
YTD Return-45.71%-5.19%
1Y Return-49.81%-36.85%
3Y Return (Ann)-37.22%-20.43%
5Y Return (Ann)16.46%41.05%
10Y Return (Ann)-5.98%53.92%
Sharpe Ratio-0.95-0.77
Daily Std Dev54.35%44.56%
Max Drawdown-95.96%-98.33%
Current Drawdown-90.26%-60.46%

Fundamentals


BGFVWELL.TO
Market Cap$77.75MCA$881.80M
EPS-$0.33CA$0.00
PE Ratio30.130.00
Revenue (TTM)$884.75MCA$776.05M
Gross Profit (TTM)$341.22MCA$303.29M
EBITDA (TTM)$6.98MCA$91.33M

Correlation

-0.50.00.51.00.2

The correlation between BGFV and WELL.TO is 0.16, 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. WELL.TO - Performance Comparison

In the year-to-date period, BGFV achieves a -45.71% return, which is significantly lower than WELL.TO's -5.19% return. Over the past 10 years, BGFV has underperformed WELL.TO with an annualized return of -5.98%, while WELL.TO has yielded a comparatively higher 53.92% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%500.00%1,000.00%1,500.00%2,000.00%December2024FebruaryMarchAprilMay
-48.15%
1,765.40%
BGFV
WELL.TO

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Big 5 Sporting Goods Corporation

WELL Health Technologies Corp.

Risk-Adjusted Performance

BGFV vs. WELL.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Big 5 Sporting Goods Corporation (BGFV) and WELL Health Technologies Corp. (WELL.TO). 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.


BGFV
Sharpe ratio
The chart of Sharpe ratio for BGFV, currently valued at -0.93, compared to the broader market-2.00-1.000.001.002.003.004.00-0.93
Sortino ratio
The chart of Sortino ratio for BGFV, currently valued at -1.24, compared to the broader market-4.00-2.000.002.004.006.00-1.24
Omega ratio
The chart of Omega ratio for BGFV, currently valued at 0.84, compared to the broader market0.501.001.500.84
Calmar ratio
The chart of Calmar ratio for BGFV, currently valued at -0.55, compared to the broader market0.002.004.006.00-0.55
Martin ratio
The chart of Martin ratio for BGFV, currently valued at -1.38, compared to the broader market-10.000.0010.0020.0030.00-1.38
WELL.TO
Sharpe ratio
The chart of Sharpe ratio for WELL.TO, currently valued at -0.80, compared to the broader market-2.00-1.000.001.002.003.004.00-0.80
Sortino ratio
The chart of Sortino ratio for WELL.TO, currently valued at -1.02, compared to the broader market-4.00-2.000.002.004.006.00-1.02
Omega ratio
The chart of Omega ratio for WELL.TO, currently valued at 0.87, compared to the broader market0.501.001.500.87
Calmar ratio
The chart of Calmar ratio for WELL.TO, currently valued at -0.56, compared to the broader market0.002.004.006.00-0.56
Martin ratio
The chart of Martin ratio for WELL.TO, currently valued at -1.41, compared to the broader market-10.000.0010.0020.0030.00-1.41

BGFV vs. WELL.TO - Sharpe Ratio Comparison

The current BGFV Sharpe Ratio is -0.95, which roughly equals the WELL.TO Sharpe Ratio of -0.77. The chart below compares the 12-month rolling Sharpe Ratio of BGFV and WELL.TO.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00December2024FebruaryMarchAprilMay
-0.93
-0.80
BGFV
WELL.TO

Dividends

BGFV vs. WELL.TO - Dividend Comparison

BGFV's dividend yield for the trailing twelve months is around 19.85%, while WELL.TO has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
BGFV
Big 5 Sporting Goods Corporation
19.85%13.80%11.33%14.77%2.29%6.24%18.08%7.39%2.83%3.75%2.56%1.89%
WELL.TO
WELL Health Technologies Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BGFV vs. WELL.TO - Drawdown Comparison

The maximum BGFV drawdown since its inception was -95.96%, roughly equal to the maximum WELL.TO drawdown of -98.33%. Use the drawdown chart below to compare losses from any high point for BGFV and WELL.TO. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%December2024FebruaryMarchAprilMay
-90.26%
-64.09%
BGFV
WELL.TO

Volatility

BGFV vs. WELL.TO - Volatility Comparison

Big 5 Sporting Goods Corporation (BGFV) has a higher volatility of 13.25% compared to WELL Health Technologies Corp. (WELL.TO) at 6.51%. This indicates that BGFV's price experiences larger fluctuations and is considered to be riskier than WELL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%December2024FebruaryMarchAprilMay
13.25%
6.51%
BGFV
WELL.TO

Financials

BGFV vs. WELL.TO - Financials Comparison

This section allows you to compare key financial metrics between Big 5 Sporting Goods Corporation and WELL Health Technologies 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



Please note, different currencies. BGFV values in USD, WELL.TO values in CAD