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BIG vs. XLG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BIG and XLG is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

BIG vs. XLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Big Lots, Inc. (BIG) and Invesco S&P 500® Top 50 ETF (XLG). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%NovemberDecember2025FebruaryMarchApril
-98.80%
625.12%
BIG
XLG

Key characteristics

Returns By Period


BIG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

XLG

YTD

-8.37%

1M

-2.64%

6M

-5.03%

1Y

11.80%

5Y*

17.20%

10Y*

13.90%

*Annualized

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Risk-Adjusted Performance

BIG vs. XLG — Risk-Adjusted Performance Rank

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

BIG
The Risk-Adjusted Performance Rank of BIG is 33
Overall Rank
The Sharpe Ratio Rank of BIG is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of BIG is 11
Sortino Ratio Rank
The Omega Ratio Rank of BIG is 22
Omega Ratio Rank
The Calmar Ratio Rank of BIG is 11
Calmar Ratio Rank
The Martin Ratio Rank of BIG is 11
Martin Ratio Rank

XLG
The Risk-Adjusted Performance Rank of XLG is 6666
Overall Rank
The Sharpe Ratio Rank of XLG is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of XLG is 6565
Sortino Ratio Rank
The Omega Ratio Rank of XLG is 6666
Omega Ratio Rank
The Calmar Ratio Rank of XLG is 7171
Calmar Ratio Rank
The Martin Ratio Rank of XLG is 6666
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.

BIG vs. XLG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Big Lots, Inc. (BIG) and Invesco S&P 500® Top 50 ETF (XLG). 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 chart of Sharpe ratio for BIG, currently valued at -0.78, compared to the broader market-2.00-1.000.001.002.003.00
BIG: -0.78
XLG: 0.58
The chart of Sortino ratio for BIG, currently valued at -2.14, compared to the broader market-6.00-4.00-2.000.002.004.00
BIG: -2.14
XLG: 0.95
The chart of Omega ratio for BIG, currently valued at 0.52, compared to the broader market0.501.001.502.00
BIG: 0.52
XLG: 1.13
The chart of Calmar ratio for BIG, currently valued at -0.97, compared to the broader market0.001.002.003.004.005.00
BIG: -0.97
XLG: 0.62
The chart of Martin ratio for BIG, currently valued at -1.13, compared to the broader market-5.000.005.0010.0015.0020.00
BIG: -1.13
XLG: 2.29


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.78
0.58
BIG
XLG

Dividends

BIG vs. XLG - Dividend Comparison

BIG has not paid dividends to shareholders, while XLG's dividend yield for the trailing twelve months is around 0.79%.


TTM20242023202220212020201920182017201620152014
BIG
Big Lots, Inc.
0.00%0.00%3.85%8.16%2.66%2.80%4.18%4.15%1.78%1.67%1.97%1.27%
XLG
Invesco S&P 500® Top 50 ETF
0.79%0.72%0.97%1.34%0.94%1.25%1.58%2.00%1.85%2.00%2.09%1.97%

Drawdowns

BIG vs. XLG - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-99.84%
-11.50%
BIG
XLG

Volatility

BIG vs. XLG - Volatility Comparison

The current volatility for Big Lots, Inc. (BIG) is 0.00%, while Invesco S&P 500® Top 50 ETF (XLG) has a volatility of 15.08%. This indicates that BIG experiences smaller price fluctuations and is considered to be less risky than XLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril0
15.08%
BIG
XLG