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BWEN vs. ORC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BWEN vs. ORC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Broadwind, Inc. (BWEN) and Orchid Island Capital, Inc. (ORC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BWEN achieves a 43.46% return, which is significantly higher than ORC's -1.01% return. Over the past 10 years, BWEN has outperformed ORC with an annualized return of -0.82%, while ORC has yielded a comparatively lower -3.38% annualized return.


BWEN

1D
1.00%
1M
59.84%
YTD
43.46%
6M
28.48%
1Y
130.68%
3Y*
0.50%
5Y*
-2.76%
10Y*
-0.82%

ORC

1D
-2.08%
1M
-3.37%
YTD
-1.01%
6M
-1.27%
1Y
16.26%
3Y*
3.95%
5Y*
-9.15%
10Y*
-3.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BWEN vs. ORC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BWEN
Broadwind, Inc.
43.46%50.53%-32.13%54.75%-4.79%-76.29%377.71%27.69%-52.21%-32.76%
ORC
Orchid Island Capital, Inc.
-1.01%12.66%9.87%-3.10%-41.63%0.07%4.75%6.68%-20.38%1.07%

Correlation

The correlation between BWEN and ORC is 0.08, 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

0.08

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

0.22

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

0.22

Correlation (10Y)
Calculated over the trailing 10-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Feb 15, 2013

0.17

The correlation between BWEN and ORC shifts across timeframes, from 0.08 (1 year) to 0.22 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

BWEN:

$94.75M

ORC:

$1.25B

EPS

BWEN:

$0.22

ORC:

$0.85

PE Ratio

BWEN:

18.37

ORC:

7.73

PEG Ratio

BWEN:

0.07

ORC:

0.03

PS Ratio

BWEN:

0.61

ORC:

5.52

PB Ratio

BWEN:

1.43

ORC:

0.90

Total Revenue (TTM)

BWEN:

$155.27M

ORC:

$181.13M

Gross Profit (TTM)

BWEN:

$16.34M

ORC:

$87.42M

EBITDA (TTM)

BWEN:

$13.47M

ORC:

$197.11M

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Return for Risk

BWEN vs. ORC — Risk / Return Rank

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

BWEN
BWEN Risk / Return Rank: 7878
Overall Rank
BWEN Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
BWEN Sortino Ratio Rank: 8383
Sortino Ratio Rank
BWEN Omega Ratio Rank: 8484
Omega Ratio Rank
BWEN Calmar Ratio Rank: 7979
Calmar Ratio Rank
BWEN Martin Ratio Rank: 7575
Martin Ratio Rank

ORC
ORC Risk / Return Rank: 6161
Overall Rank
ORC Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
ORC Sortino Ratio Rank: 5757
Sortino Ratio Rank
ORC Omega Ratio Rank: 5656
Omega Ratio Rank
ORC Calmar Ratio Rank: 6161
Calmar Ratio Rank
ORC Martin Ratio Rank: 6363
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.

BWEN vs. ORC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Broadwind, Inc. (BWEN) and Orchid Island Capital, Inc. (ORC). 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.


BWENORCDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+1.37

Omega ratioGain probability vs. loss probability

1.34

1.15

+0.20

Calmar ratioReturn relative to maximum drawdown

2.59

1.03

+1.56

Martin ratioReturn relative to average drawdown

4.98

2.47

+2.51

BWEN vs. ORC - Sharpe Ratio Comparison

The current BWEN Sharpe Ratio is 0.87, which is comparable to the ORC Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of BWEN and ORC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BWENORCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

0.78

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

-0.31

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.01

-0.09

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

-0.04

-0.02

Drawdowns

BWEN vs. ORC - Drawdown Comparison

The maximum BWEN drawdown since its inception was -99.58%, which is greater than ORC's maximum drawdown of -75.77%. Use the drawdown chart below to compare losses from any high point for BWEN and ORC.


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Drawdown Indicators


BWENORCDifference

Max Drawdown

Largest peak-to-trough decline

-99.58%

-75.77%

-23.81%

Max Drawdown (1Y)

Largest decline over 1 year

-50.75%

-15.79%

-34.96%

Max Drawdown (3Y)

Largest decline over 3 years

-69.28%

-43.06%

-26.22%

Max Drawdown (5Y)

Largest decline over 5 years

-76.18%

-67.00%

-9.18%

Max Drawdown (10Y)

Largest decline over 10 years

-87.79%

-75.77%

-12.02%

Current Drawdown

Current decline from peak

-98.58%

-46.63%

-51.95%

Average Drawdown

Average peak-to-trough decline

-81.16%

-28.80%

-52.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.36%

6.61%

+19.75%

Volatility

BWEN vs. ORC - Volatility Comparison

Broadwind, Inc. (BWEN) has a higher volatility of 92.63% compared to Orchid Island Capital, Inc. (ORC) at 4.14%. This indicates that BWEN's price experiences larger fluctuations and is considered to be riskier than ORC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BWENORCDifference

Volatility (1M)

Calculated over the trailing 1-month period

92.63%

4.14%

+88.49%

Volatility (6M)

Calculated over the trailing 6-month period

109.13%

17.26%

+91.87%

Volatility (1Y)

Calculated over the trailing 1-year period

150.42%

21.02%

+129.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

105.68%

29.80%

+75.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

92.26%

37.68%

+54.58%

Dividends

BWEN vs. ORC - Dividend Comparison

BWEN has not paid dividends to shareholders, while ORC's dividend yield for the trailing twelve months is around 21.21%.


PositionTTM20252024202320222021202020192018201720162015
BWEN
Broadwind, 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%
ORC
Orchid Island Capital, Inc.
21.21%20.00%18.51%21.35%29.67%17.33%15.13%16.41%16.74%18.10%15.51%19.34%

Financials

BWEN vs. ORC - Financials Comparison

This section allows you to compare key financial metrics between Broadwind, Inc. and Orchid Island Capital, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


-150.00M-100.00M-50.00M0.0050.00M100.00M20222023202420252026
34.06M
0
(BWEN) Total Revenue
(ORC) Total Revenue
Values in USD except per share items

Frequently Asked Questions


BWEN and ORC have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BWEN has higher volatility (92.63%) compared to ORC (4.14%). In terms of maximum drawdown, BWEN dropped -99.58% vs ORC's -75.77%.

BWEN currently has the higher Sharpe Ratio (0.87 vs 0.78), 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 BWEN and ORC

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