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BGS vs. OLN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BGS vs. OLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in B&G Foods, Inc. (BGS) and Olin Corporation (OLN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BGS achieves a -2.65% return, which is significantly lower than OLN's 22.46% return. Over the past 10 years, BGS has underperformed OLN with an annualized return of -14.86%, while OLN has yielded a comparatively higher 3.32% annualized return.


BGS

1D
-0.25%
1M
-3.36%
YTD
-2.65%
6M
-8.58%
1Y
9.87%
3Y*
-25.46%
5Y*
-27.79%
10Y*
-14.86%

OLN

1D
3.84%
1M
-6.16%
YTD
22.46%
6M
15.01%
1Y
27.48%
3Y*
-19.68%
5Y*
-10.59%
10Y*
3.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BGS vs. OLN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BGS
B&G Foods, Inc.
-2.65%-26.81%-28.30%0.33%-60.70%17.69%67.73%-31.93%-12.20%-15.46%
OLN
Olin Corporation
22.46%-36.15%-36.29%3.46%-6.63%138.55%50.81%-10.77%-41.88%42.51%

Correlation

The correlation between BGS and OLN is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (10Y)
Calculated over the trailing 10-year period

0.18

Correlation (All Time)
Calculated using the full available price history since May 23, 2007

0.27

The correlation between BGS and OLN shifts across timeframes, from 0.18 (10 years) to 0.29 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

BGS:

$323.22M

OLN:

$2.86B

EPS

BGS:

-$0.96

OLN:

-$1.11

PS Ratio

BGS:

0.18

OLN:

0.43

PB Ratio

BGS:

0.80

OLN:

1.65

Total Revenue (TTM)

BGS:

$1.81B

OLN:

$6.72B

Gross Profit (TTM)

BGS:

$388.44M

OLN:

$352.80M

EBITDA (TTM)

BGS:

$91.70M

OLN:

$374.70M

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Return for Risk

BGS vs. OLN — Risk / Return Rank

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

BGS
BGS Risk / Return Rank: 4747
Overall Rank
BGS Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
BGS Sortino Ratio Rank: 4646
Sortino Ratio Rank
BGS Omega Ratio Rank: 4545
Omega Ratio Rank
BGS Calmar Ratio Rank: 4747
Calmar Ratio Rank
BGS Martin Ratio Rank: 4949
Martin Ratio Rank

OLN
OLN Risk / Return Rank: 5757
Overall Rank
OLN Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
OLN Sortino Ratio Rank: 5656
Sortino Ratio Rank
OLN Omega Ratio Rank: 5454
Omega Ratio Rank
OLN Calmar Ratio Rank: 6060
Calmar Ratio Rank
OLN Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BGS vs. OLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for B&G Foods, Inc. (BGS) and Olin Corporation (OLN). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BGSOLNDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.39

Omega ratioGain probability vs. loss probability

1.07

1.12

-0.05

Calmar ratioReturn relative to maximum drawdown

0.16

0.75

-0.59

Martin ratioReturn relative to average drawdown

0.47

1.73

-1.27

BGS vs. OLN - Sharpe Ratio Comparison

The current BGS Sharpe Ratio is 0.10, which is lower than the OLN Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of BGS and OLN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BGS vs. OLN - Drawdown Comparison

The maximum BGS drawdown since its inception was -86.50%, which is greater than OLN's maximum drawdown of -73.80%. Use the drawdown chart below to compare losses from any high point for BGS and OLN.


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Drawdown Indicators


BGSOLNDifference

Max Drawdown

Largest peak-to-trough decline

-86.50%

-73.80%

-12.70%

Max Drawdown (1Y)

Largest decline over 1 year

-33.11%

-31.45%

-1.66%

Max Drawdown (3Y)

Largest decline over 3 years

-67.36%

-69.26%

+1.90%

Max Drawdown (5Y)

Largest decline over 5 years

-84.68%

-71.87%

-12.81%

Max Drawdown (10Y)

Largest decline over 10 years

-86.50%

-73.80%

-12.70%

Current Drawdown

Current decline from peak

-83.99%

-58.94%

-25.05%

Average Drawdown

Average peak-to-trough decline

-32.06%

-24.97%

-7.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.32%

13.58%

-2.26%

Volatility

BGS vs. OLN - Volatility Comparison

B&G Foods, Inc. (BGS) and Olin Corporation (OLN) have volatilities of 9.65% and 9.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BGSOLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.65%

9.59%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

33.85%

38.93%

-5.08%

Volatility (1Y)

Calculated over the trailing 1-year period

51.42%

55.61%

-4.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.32%

44.90%

+4.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.31%

47.12%

-0.81%

Dividends

BGS vs. OLN - Dividend Comparison

BGS's dividend yield for the trailing twelve months is around 18.86%, more than OLN's 3.18% yield.


PositionTTM20252024202320222021202020192018201720162015
BGS
B&G Foods, Inc.
18.86%17.67%11.03%7.24%14.48%6.18%6.85%10.60%6.54%5.29%3.94%3.94%
OLN
Olin Corporation
3.18%3.84%2.37%1.48%1.51%1.39%3.26%4.64%3.98%2.25%3.12%4.63%

Financials

BGS vs. OLN - Financials Comparison

This section allows you to compare key financial metrics between B&G Foods, Inc. and Olin 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


500.00M1.00B1.50B2.00B2.50B20222023202420252026
408.94M
1.58B
(BGS) Total Revenue
(OLN) Total Revenue
Values in USD except per share items

BGS vs. OLN - Profitability Comparison

The chart below illustrates the profitability comparison between B&G Foods, Inc. and Olin Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%5.0%10.0%15.0%20.0%25.0%30.0%20222023202420252026
19.5%
0
Portfolio components
BGS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, B&G Foods, Inc. reported a gross profit of 79.89M and revenue of 408.94M. Therefore, the gross margin over that period was 19.5%.

OLN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Olin Corporation reported a gross profit of 0.00 and revenue of 1.58B. Therefore, the gross margin over that period was 0.0%.

BGS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, B&G Foods, Inc. reported an operating income of -10.96M and revenue of 408.94M, resulting in an operating margin of -2.7%.

OLN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Olin Corporation reported an operating income of -78.30M and revenue of 1.58B, resulting in an operating margin of -5.0%.

BGS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, B&G Foods, Inc. reported a net income of -32.54M and revenue of 408.94M, resulting in a net margin of -8.0%.

OLN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Olin Corporation reported a net income of -83.00M and revenue of 1.58B, resulting in a net margin of -5.2%.


Frequently Asked Questions


BGS and OLN have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BGS has higher volatility (9.65%) compared to OLN (9.59%). In terms of maximum drawdown, BGS dropped -86.50% vs OLN's -73.80%.

OLN currently has the higher Sharpe Ratio (0.42 vs 0.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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