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BGI vs. GOOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BGI and GOOG is 0.11, 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

BGI vs. GOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Birks Group Inc. (BGI) and Alphabet Inc (GOOG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BGI:

-0.93

GOOG:

-0.18

Sortino Ratio

BGI:

-1.61

GOOG:

-0.05

Omega Ratio

BGI:

0.80

GOOG:

0.99

Calmar Ratio

BGI:

-0.67

GOOG:

-0.20

Martin Ratio

BGI:

-1.45

GOOG:

-0.43

Ulcer Index

BGI:

42.35%

GOOG:

13.49%

Daily Std Dev

BGI:

62.49%

GOOG:

30.81%

Max Drawdown

BGI:

-97.79%

GOOG:

-44.60%

Current Drawdown

BGI:

-90.32%

GOOG:

-22.45%

Fundamentals

Market Cap

BGI:

$18.61M

GOOG:

$1.93T

EPS

BGI:

-$0.23

GOOG:

$8.95

PEG Ratio

BGI:

0.00

GOOG:

1.21

PS Ratio

BGI:

0.10

GOOG:

5.35

PB Ratio

BGI:

47.53

GOOG:

5.61

Total Revenue (TTM)

BGI:

$177.58M

GOOG:

$359.71B

Gross Profit (TTM)

BGI:

$68.75M

GOOG:

$210.76B

EBITDA (TTM)

BGI:

$7.67M

GOOG:

$149.88B

Returns By Period

In the year-to-date period, BGI achieves a -40.47% return, which is significantly lower than GOOG's -15.42% return. Over the past 10 years, BGI has underperformed GOOG with an annualized return of -2.73%, while GOOG has yielded a comparatively higher 19.79% annualized return.


BGI

YTD

-40.47%

1M

0.15%

6M

-49.74%

1Y

-58.08%

5Y*

16.33%

10Y*

-2.73%

GOOG

YTD

-15.42%

1M

0.93%

6M

-12.04%

1Y

-5.41%

5Y*

19.06%

10Y*

19.79%

*Annualized

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Risk-Adjusted Performance

BGI vs. GOOG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BGI
The Risk-Adjusted Performance Rank of BGI is 66
Overall Rank
The Sharpe Ratio Rank of BGI is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of BGI is 44
Sortino Ratio Rank
The Omega Ratio Rank of BGI is 55
Omega Ratio Rank
The Calmar Ratio Rank of BGI is 1010
Calmar Ratio Rank
The Martin Ratio Rank of BGI is 77
Martin Ratio Rank

GOOG
The Risk-Adjusted Performance Rank of GOOG is 3838
Overall Rank
The Sharpe Ratio Rank of GOOG is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of GOOG is 3434
Sortino Ratio Rank
The Omega Ratio Rank of GOOG is 3333
Omega Ratio Rank
The Calmar Ratio Rank of GOOG is 3838
Calmar Ratio Rank
The Martin Ratio Rank of GOOG is 4141
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BGI vs. GOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Birks Group Inc. (BGI) and Alphabet Inc (GOOG). 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.


The current BGI Sharpe Ratio is -0.93, which is lower than the GOOG Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of BGI and GOOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

BGI vs. GOOG - Dividend Comparison

BGI has not paid dividends to shareholders, while GOOG's dividend yield for the trailing twelve months is around 0.50%.


TTM2024
BGI
Birks Group Inc.
0.00%0.00%
GOOG
Alphabet Inc
0.50%0.32%

Drawdowns

BGI vs. GOOG - Drawdown Comparison

The maximum BGI drawdown since its inception was -97.79%, which is greater than GOOG's maximum drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for BGI and GOOG. For additional features, visit the drawdowns tool.


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Volatility

BGI vs. GOOG - Volatility Comparison

Birks Group Inc. (BGI) has a higher volatility of 18.70% compared to Alphabet Inc (GOOG) at 11.23%. This indicates that BGI's price experiences larger fluctuations and is considered to be riskier than GOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

BGI vs. GOOG - Financials Comparison

This section allows you to compare key financial metrics between Birks Group Inc. and Alphabet Inc. 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


0.0020.00B40.00B60.00B80.00B100.00B20212022202320242025
80.12M
90.23B
(BGI) Total Revenue
(GOOG) Total Revenue
Values in USD except per share items