BJ vs. ENSG
BJ (BJ's Wholesale Club Holdings, Inc.) and ENSG (The Ensign Group, Inc.) are both stocks. BJ operates in Discount Stores (Consumer Defensive), while ENSG operates in Medical Care Facilities (Healthcare). Over the past 5 years, BJ returned 14.13%/yr vs 12.40%/yr for ENSG. At a 0.23 correlation, their price movements are largely independent.
Performance
BJ vs. ENSG - Performance Comparison
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Returns By Period
In the year-to-date period, BJ achieves a 0.20% return, which is significantly higher than ENSG's -13.46% return.
BJ
- 1D
- -0.91%
- 1M
- -6.38%
- YTD
- 0.20%
- 6M
- -1.35%
- 1Y
- -18.45%
- 3Y*
- 13.89%
- 5Y*
- 14.13%
- 10Y*
- —
ENSG
- 1D
- 0.90%
- 1M
- -15.17%
- YTD
- -13.46%
- 6M
- -14.84%
- 1Y
- -0.20%
- 3Y*
- 17.03%
- 5Y*
- 12.40%
- 10Y*
- 24.21%
BJ vs. ENSG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
ENSG The Ensign Group, Inc. | -13.46% | 31.33% | 18.62% | 18.89% | 12.98% | 15.43% | 61.43% | 25.53% | 6.11% |
Correlation
The correlation between BJ and ENSG is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2018 | 0.23 |
The correlation between BJ and ENSG shifts across timeframes, from 0.05 (1 year) to 0.24 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
BJ:
$11.67B
ENSG:
$8.98B
BJ:
$4.35
ENSG:
$6.15
BJ:
20.72
ENSG:
24.51
BJ:
2.29
ENSG:
1.62
BJ:
0.54
ENSG:
1.69
BJ:
4.65
ENSG:
3.79
BJ:
$21.97B
ENSG:
$5.27B
BJ:
$4.06B
ENSG:
$800.38M
BJ:
$1.05B
ENSG:
$590.49M
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Return for Risk
BJ vs. ENSG — Risk / Return Rank
BJ
ENSG
BJ vs. ENSG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BJ's Wholesale Club Holdings, Inc. (BJ) and The Ensign Group, Inc. (ENSG). 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.
| BJ | ENSG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -0.93 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.03 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | -0.01 | -0.69 |
| Martin ratioReturn relative to average drawdown | -1.10 | -0.02 | -1.08 |
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Drawdowns
BJ vs. ENSG - Drawdown Comparison
The maximum BJ drawdown since its inception was -38.76%, smaller than the maximum ENSG drawdown of -55.57%. Use the drawdown chart below to compare losses from any high point for BJ and ENSG.
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Drawdown Indicators
| BJ | ENSG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.76% | -55.57% | +16.81% |
Max Drawdown (1Y)Largest decline over 1 year | -26.66% | -31.81% | +5.15% |
Max Drawdown (3Y)Largest decline over 3 years | -29.80% | -31.81% | +2.01% |
Max Drawdown (5Y)Largest decline over 5 years | -29.80% | -31.81% | +2.01% |
Max Drawdown (10Y)Largest decline over 10 years | — | -55.57% | — |
Current DrawdownCurrent decline from peak | -24.79% | -30.15% | +5.36% |
Average DrawdownAverage peak-to-trough decline | -12.49% | -12.26% | -0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.81% | 9.38% | +7.43% |
Volatility
BJ vs. ENSG - Volatility Comparison
BJ's Wholesale Club Holdings, Inc. (BJ) has a higher volatility of 11.63% compared to The Ensign Group, Inc. (ENSG) at 11.03%. This indicates that BJ's price experiences larger fluctuations and is considered to be riskier than ENSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BJ | ENSG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.63% | 11.03% | +0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 22.58% | 22.54% | +0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.84% | 28.22% | +1.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.31% | 26.73% | +5.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.14% | 36.10% | +1.04% |
Dividends
BJ vs. ENSG - Dividend Comparison
BJ has not paid dividends to shareholders, while ENSG's dividend yield for the trailing twelve months is around 0.17%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ENSG The Ensign Group, Inc. | 0.17% | 0.14% | 0.18% | 0.21% | 0.24% | 0.25% | 0.28% | 0.40% | 0.47% | 0.78% | 0.73% | 0.67% |
Financials
BJ vs. ENSG - Financials Comparison
This section allows you to compare key financial metrics between BJ's Wholesale Club Holdings, Inc. and The Ensign Group, 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.
Total Revenue: Total amount of money received from sales and other business activities
BJ vs. ENSG - Profitability Comparison
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%.
ENSG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Ensign Group, Inc. reported a gross profit of 293.37M and revenue of 1.39B. Therefore, the gross margin over that period was 21.1%.
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%.
ENSG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Ensign Group, Inc. reported an operating income of 124.85M and revenue of 1.39B, resulting in an operating margin of 9.0%.
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%.
ENSG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Ensign Group, Inc. reported a net income of 99.67M and revenue of 1.39B, resulting in a net margin of 7.2%.
Frequently Asked Questions
BJ and ENSG have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BJ has higher volatility (11.63%) compared to ENSG (11.03%). In terms of maximum drawdown, BJ dropped -38.76% vs ENSG's -55.57%.
ENSG currently has the higher Sharpe Ratio (-0.01 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.
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