PortfoliosLab logoPortfoliosLab logo
BJ vs. APH
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BJ vs. APH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BJ's Wholesale Club Holdings, Inc. (BJ) and Amphenol Corporation (APH). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BJ achieves a 0.20% return, which is significantly lower than APH's 17.58% return.


BJ

1D
-0.91%
1M
-6.38%
YTD
0.20%
6M
-1.35%
1Y
-18.45%
3Y*
13.89%
5Y*
14.13%
10Y*

APH

1D
3.11%
1M
26.87%
YTD
17.58%
6M
22.56%
1Y
72.68%
3Y*
58.07%
5Y*
37.31%
10Y*
28.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BJ vs. APH - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BJ
BJ's Wholesale Club Holdings, Inc.
0.20%0.76%34.04%0.76%-1.21%79.64%63.94%2.62%4.28%
APH
Amphenol Corporation
17.58%96.08%41.30%31.85%-11.96%35.25%22.09%34.91%-5.61%

Correlation

The correlation between BJ and APH is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.12

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

0.01

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

0.15

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2018

0.17

The correlation between BJ and APH shifts across timeframes, from -0.12 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

BJ:

$11.67B

APH:

$204.53B

EPS

BJ:

$4.35

APH:

$4.58

PE Ratio

BJ:

20.72

APH:

34.59

PEG Ratio

BJ:

2.29

APH:

1.15

PS Ratio

BJ:

0.54

APH:

7.85

PB Ratio

BJ:

4.65

APH:

14.63

Total Revenue (TTM)

BJ:

$21.97B

APH:

$25.90B

Gross Profit (TTM)

BJ:

$4.06B

APH:

$9.67B

EBITDA (TTM)

BJ:

$1.05B

APH:

$7.45B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BJ vs. APH — Risk / Return Rank

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

BJ
BJ Risk / Return Rank: 1717
Overall Rank
BJ Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
BJ Sortino Ratio Rank: 1717
Sortino Ratio Rank
BJ Omega Ratio Rank: 1818
Omega Ratio Rank
BJ Calmar Ratio Rank: 1616
Calmar Ratio Rank
BJ Martin Ratio Rank: 1818
Martin Ratio Rank

APH
APH Risk / Return Rank: 8282
Overall Rank
APH Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
APH Sortino Ratio Rank: 7979
Sortino Ratio Rank
APH Omega Ratio Rank: 8282
Omega Ratio Rank
APH Calmar Ratio Rank: 8181
Calmar Ratio Rank
APH Martin Ratio Rank: 8181
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.

BJ vs. APH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BJ's Wholesale Club Holdings, Inc. (BJ) and Amphenol Corporation (APH). 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.


BJAPHDifference
Sharpe ratioReturn per unit of total volatility

-2.37

Sortino ratioReturn per unit of downside risk

-2.89

Omega ratioGain probability vs. loss probability

0.91

1.30

-0.39

Calmar ratioReturn relative to maximum drawdown

-0.69

2.59

-3.29

Martin ratioReturn relative to average drawdown

-1.10

6.68

-7.78

BJ vs. APH - Sharpe Ratio Comparison

The current BJ Sharpe Ratio is -0.62, which is lower than the APH Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of BJ and APH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BJ vs. APH - Drawdown Comparison

The maximum BJ drawdown since its inception was -38.76%, smaller than the maximum APH drawdown of -63.41%. Use the drawdown chart below to compare losses from any high point for BJ and APH.


Loading charts...

Drawdown Indicators


BJAPHDifference

Max Drawdown

Largest peak-to-trough decline

-38.76%

-63.41%

+24.65%

Max Drawdown (1Y)

Largest decline over 1 year

-26.66%

-28.19%

+1.53%

Max Drawdown (3Y)

Largest decline over 3 years

-29.80%

-28.19%

-1.61%

Max Drawdown (5Y)

Largest decline over 5 years

-29.80%

-28.73%

-1.07%

Max Drawdown (10Y)

Largest decline over 10 years

-37.56%

Current Drawdown

Current decline from peak

-24.79%

-4.42%

-20.37%

Average Drawdown

Average peak-to-trough decline

-12.49%

-13.56%

+1.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.81%

10.92%

+5.89%

Volatility

BJ vs. APH - Volatility Comparison

The current volatility for BJ's Wholesale Club Holdings, Inc. (BJ) is 11.63%, while Amphenol Corporation (APH) has a volatility of 15.42%. This indicates that BJ experiences smaller price fluctuations and is considered to be less risky than APH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BJAPHDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.63%

15.42%

-3.79%

Volatility (6M)

Calculated over the trailing 6-month period

22.58%

37.51%

-14.93%

Volatility (1Y)

Calculated over the trailing 1-year period

29.84%

41.76%

-11.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.31%

30.79%

+1.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.14%

27.96%

+9.18%

Dividends

BJ vs. APH - Dividend Comparison

BJ has not paid dividends to shareholders, while APH's dividend yield for the trailing twelve months is around 0.52%.


PositionTTM20252024202320222021202020192018201720162015
APH
Amphenol Corporation
0.52%0.55%0.79%1.07%1.06%0.89%0.80%0.89%1.09%0.80%0.86%1.01%
BJ
BJ's Wholesale Club Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

BJ vs. APH - Financials Comparison

This section allows you to compare key financial metrics between BJ's Wholesale Club Holdings, Inc. and Amphenol 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


3.00B4.00B5.00B6.00B7.00B8.00B20222023202420252026
5.66B
7.62B
(BJ) Total Revenue
(APH) Total Revenue
Values in USD except per share items

BJ vs. APH - Profitability Comparison

The chart below illustrates the profitability comparison between BJ's Wholesale Club Holdings, Inc. and Amphenol Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%25.0%30.0%35.0%40.0%20222023202420252026
18.2%
36.8%
Portfolio components
BJ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, BJ's Wholesale Club Holdings, Inc. reported a gross profit of 1.03B and revenue of 5.66B. Therefore, the gross margin over that period was 18.2%.

APH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Amphenol Corporation reported a gross profit of 2.80B and revenue of 7.62B. Therefore, the gross margin over that period was 36.8%.

BJ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, BJ's Wholesale Club Holdings, Inc. reported an operating income of 207.91M and revenue of 5.66B, resulting in an operating margin of 3.7%.

APH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Amphenol Corporation reported an operating income of 1.83B and revenue of 7.62B, resulting in an operating margin of 24.0%.

BJ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, BJ's Wholesale Club Holdings, Inc. reported a net income of 142.73M and revenue of 5.66B, resulting in a net margin of 2.5%.

APH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Amphenol Corporation reported a net income of 2.35B and revenue of 7.62B, resulting in a net margin of 30.8%.


Frequently Asked Questions


BJ and APH have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

APH has higher volatility (15.42%) compared to BJ (11.63%). In terms of maximum drawdown, BJ dropped -38.76% vs APH's -63.41%.

APH currently has the higher Sharpe Ratio (1.75 vs -0.62), 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.

Portfolio Optimizer

Find the right allocation for BJ and APH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer