BIG.L vs. BBSN.L

Last updated Apr 2, 2026

Compare and contrast key facts about Big Technologies PLC (BIG.L) and Brave Bison Group plc (BBSN.L).

Performance

BIG.L vs. BBSN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Big Technologies PLC (BIG.L) and Brave Bison Group plc (BBSN.L). The values are adjusted to include any dividend payments, if applicable.

BIG.L vs. BBSN.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
BIG.L Big Technologies PLC	19.05%	-45.22%	-22.03%	-34.32%	-17.08%	10.17%
BBSN.L Brave Bison Group plc	7.19%	68.79%	-3.49%	-4.44%	57.89%	-16.18%

Fundamentals

Market Cap BIG.L : £260.43M BBSN.L : £52.44M
EPS BIG.L : -£0.06 BBSN.L : £0.09
PS Ratio BIG.L : 2.53 BBSN.L : 0.76
PB Ratio BIG.L : 3.07 BBSN.L : 2.21
Total Revenue (TTM) BIG.L : £103.07M BBSN.L : £69.43M
Gross Profit (TTM) BIG.L : £68.04M BBSN.L : £44.26M
EBITDA (TTM) BIG.L : £6.09M BBSN.L : £5.30M

Returns By Period

In the year-to-date period, BIG.L achieves a 19.05% return, which is significantly higher than BBSN.L's 7.19% return.

BIG.L

• 1D: 6.89%
• 1M: -16.67%
• YTD: 19.05%
• 6M: 7.40%
• 1Y: 20.64%
• 3Y*: -30.79%
• 5Y*: —
• 10Y*: —

BBSN.L

• 1D: 0.00%
• 1M: 2.05%
• YTD: 7.19%
• 6M: -8.59%
• 1Y: 50.18%
• 3Y*: 9.62%
• 5Y*: 20.96%
• 10Y*: 0.35%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

BIG.L vs. BBSN.L — Risk / Return Rank

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

BIG.L

BIG.L Risk / Return Rank: 53
BIG.L Sharpe Ratio Rank: 53
BIG.L Sortino Ratio Rank: 55
BIG.L Omega Ratio Rank: 53
BIG.L Calmar Ratio Rank: 52
BIG.L Martin Ratio Rank: 50

BBSN.L

BBSN.L Risk / Return Rank: 74
BBSN.L Sharpe Ratio Rank: 76
BBSN.L Sortino Ratio Rank: 75
BBSN.L Omega Ratio Rank: 74
BBSN.L Calmar Ratio Rank: 74
BBSN.L Martin Ratio Rank: 72

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.

BIG.L vs. BBSN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Big Technologies PLC (BIG.L) and Brave Bison Group plc (BBSN.L). 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.

	BIG.L	BBSN.L	Difference
Sharpe ratio Return per unit of total volatility	0.37	1.11	-0.74
Sortino ratio Return per unit of downside risk	1.06	1.90	-0.84
Omega ratio Gain probability vs. loss probability	1.13	1.25	-0.12
Calmar ratio Return relative to maximum drawdown	0.53	1.89	-1.36
Martin ratio Return relative to average drawdown	0.98	4.25	-3.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BIG.L vs. BBSN.L - Sharpe Ratio Comparison

The current BIG.L Sharpe Ratio is 0.37, which is lower than the BBSN.L Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of BIG.L and BBSN.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BIG.L	BBSN.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.37	1.11	-0.74
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.42	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.00	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.42	-0.17	-0.25

Correlation

The correlation between BIG.L and BBSN.L is 0.06, 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.

Dividends

BIG.L vs. BBSN.L - Dividend Comparison

BIG.L has not paid dividends to shareholders, while BBSN.L's dividend yield for the trailing twelve months is around 0.54%.

	TTM	2025
BIG.L Big Technologies PLC	0.00%	0.00%
BBSN.L Brave Bison Group plc	0.54%	0.58%

Drawdowns

BIG.L vs. BBSN.L - Drawdown Comparison

The maximum BIG.L drawdown since its inception was -83.54%, smaller than the maximum BBSN.L drawdown of -99.16%. Use the drawdown chart below to compare losses from any high point for BIG.L and BBSN.L.

Drawdown Indicators

	BIG.L	BBSN.L	Difference
Max Drawdown Largest peak-to-trough decline	-83.54%	-99.16%	+15.62%
Max Drawdown (1Y) Largest decline over 1 year	-47.86%	-28.18%	-19.68%
Max Drawdown (5Y) Largest decline over 5 years	—	-50.81%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-86.34%	—
Current Drawdown Current decline from peak	-75.71%	-95.50%	+19.79%
Average Drawdown Average peak-to-trough decline	-48.80%	-89.86%	+41.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	25.96%	12.54%	+13.42%

Volatility

BIG.L vs. BBSN.L - Volatility Comparison

Big Technologies PLC (BIG.L) has a higher volatility of 13.42% compared to Brave Bison Group plc (BBSN.L) at 6.96%. This indicates that BIG.L's price experiences larger fluctuations and is considered to be riskier than BBSN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BIG.L	BBSN.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.42%	6.96%	+6.46%
Volatility (6M) Calculated over the trailing 6-month period	30.99%	25.01%	+5.98%
Volatility (1Y) Calculated over the trailing 1-year period	55.35%	45.04%	+10.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	53.01%	49.60%	+3.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	53.01%	129.94%	-76.93%

Financials