PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BRY vs. BGFV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BRY and BGFV is 0.25, 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.


-0.50.00.51.00.2

Performance

BRY vs. BGFV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berry Corporation (BRY) and Big 5 Sporting Goods Corporation (BGFV). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-21.60%
-36.32%
BRY
BGFV

Key characteristics

Sharpe Ratio

BRY:

-0.39

BGFV:

-0.81

Sortino Ratio

BRY:

-0.30

BGFV:

-1.13

Omega Ratio

BRY:

0.96

BGFV:

0.85

Calmar Ratio

BRY:

-0.23

BGFV:

-0.65

Martin Ratio

BRY:

-0.52

BGFV:

-1.18

Ulcer Index

BRY:

29.27%

BGFV:

52.53%

Daily Std Dev

BRY:

38.68%

BGFV:

77.23%

Max Drawdown

BRY:

-88.53%

BGFV:

-95.96%

Current Drawdown

BRY:

-55.19%

BGFV:

-95.06%

Fundamentals

Market Cap

BRY:

$377.77M

BGFV:

$38.59M

EPS

BRY:

$1.08

BGFV:

-$2.61

Total Revenue (TTM)

BRY:

$590.32M

BGFV:

$613.85M

Gross Profit (TTM)

BRY:

$209.57M

BGFV:

$183.33M

EBITDA (TTM)

BRY:

$166.84M

BGFV:

-$21.70M

Returns By Period

In the year-to-date period, BRY achieves a 18.89% return, which is significantly higher than BGFV's -5.03% return.


BRY

YTD

18.89%

1M

29.55%

6M

-21.60%

1Y

-17.20%

5Y*

-0.13%

10Y*

N/A

BGFV

YTD

-5.03%

1M

-3.95%

6M

-36.33%

1Y

-65.00%

5Y*

-8.76%

10Y*

-12.71%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

BRY vs. BGFV — Risk-Adjusted Performance Rank

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

BRY
The Risk-Adjusted Performance Rank of BRY is 2828
Overall Rank
The Sharpe Ratio Rank of BRY is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of BRY is 2424
Sortino Ratio Rank
The Omega Ratio Rank of BRY is 2424
Omega Ratio Rank
The Calmar Ratio Rank of BRY is 3232
Calmar Ratio Rank
The Martin Ratio Rank of BRY is 3535
Martin Ratio Rank

BGFV
The Risk-Adjusted Performance Rank of BGFV is 1010
Overall Rank
The Sharpe Ratio Rank of BGFV is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of BGFV is 88
Sortino Ratio Rank
The Omega Ratio Rank of BGFV is 99
Omega Ratio Rank
The Calmar Ratio Rank of BGFV is 1010
Calmar Ratio Rank
The Martin Ratio Rank of BGFV is 1515
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.

BRY vs. BGFV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Berry Corporation (BRY) and Big 5 Sporting Goods Corporation (BGFV). 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.


Sharpe ratio
The chart of Sharpe ratio for BRY, currently valued at -0.39, compared to the broader market-2.000.002.004.00-0.39-0.81
The chart of Sortino ratio for BRY, currently valued at -0.30, compared to the broader market-4.00-2.000.002.004.006.00-0.30-1.13
The chart of Omega ratio for BRY, currently valued at 0.96, compared to the broader market0.501.001.502.000.960.85
The chart of Calmar ratio for BRY, currently valued at -0.23, compared to the broader market0.002.004.006.00-0.23-0.65
The chart of Martin ratio for BRY, currently valued at -0.52, compared to the broader market0.0010.0020.0030.00-0.52-1.18
BRY
BGFV

The current BRY Sharpe Ratio is -0.39, which is higher than the BGFV Sharpe Ratio of -0.81. The chart below compares the historical Sharpe Ratios of BRY and BGFV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.20-1.00-0.80-0.60-0.40-0.200.00AugustSeptemberOctoberNovemberDecember2025
-0.39
-0.81
BRY
BGFV

Dividends

BRY vs. BGFV - Dividend Comparison

BRY's dividend yield for the trailing twelve months is around 15.27%, more than BGFV's 5.88% yield.


TTM20242023202220212020201920182017201620152014
BRY
Berry Corporation
15.27%18.16%13.80%16.75%2.38%3.26%5.09%2.40%0.00%0.00%0.00%0.00%
BGFV
Big 5 Sporting Goods Corporation
5.88%5.59%13.80%11.33%14.89%2.45%6.67%19.31%7.89%3.03%4.00%2.73%

Drawdowns

BRY vs. BGFV - Drawdown Comparison

The maximum BRY drawdown since its inception was -88.53%, smaller than the maximum BGFV drawdown of -95.96%. Use the drawdown chart below to compare losses from any high point for BRY and BGFV. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%AugustSeptemberOctoberNovemberDecember2025
-55.19%
-95.06%
BRY
BGFV

Volatility

BRY vs. BGFV - Volatility Comparison

The current volatility for Berry Corporation (BRY) is 11.44%, while Big 5 Sporting Goods Corporation (BGFV) has a volatility of 31.79%. This indicates that BRY experiences smaller price fluctuations and is considered to be less risky than BGFV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
11.44%
31.79%
BRY
BGFV

Financials

BRY vs. BGFV - Financials Comparison

This section allows you to compare key financial metrics between Berry Corporation and Big 5 Sporting Goods 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab