BWMX vs. GPC
BWMX (Betterware de Mexico, S.A.B. de C.V.) and GPC (Genuine Parts Company) are both stocks. Both operate in the Specialty Retail industry within the Consumer Cyclical sector. Over the past 5 years, BWMX returned -8.35%/yr vs -2.89%/yr for GPC. At a 0.17 correlation, their price movements are largely independent.
Performance
BWMX vs. GPC - Performance Comparison
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Returns By Period
In the year-to-date period, BWMX achieves a 35.30% return, which is significantly higher than GPC's -19.34% return.
BWMX
- 1D
- -1.64%
- 1M
- 13.36%
- YTD
- 35.30%
- 6M
- 31.96%
- 1Y
- 157.03%
- 3Y*
- 26.00%
- 5Y*
- -8.35%
- 10Y*
- —
GPC
- 1D
- -1.08%
- 1M
- -5.06%
- YTD
- -19.34%
- 6M
- -22.79%
- 1Y
- -20.52%
- 3Y*
- -11.36%
- 5Y*
- -2.89%
- 10Y*
- 3.10%
BWMX vs. GPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BWMX Betterware de Mexico, S.A.B. de C.V. | 35.30% | 40.14% | -12.00% | 133.93% | -66.11% | -35.74% | 298.90% |
GPC Genuine Parts Company | -19.34% | 8.70% | -13.22% | -18.12% | 26.82% | 43.39% | 45.14% |
Correlation
The correlation between BWMX and GPC is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2020 | 0.17 |
Fundamentals
BWMX:
$691.85M
GPC:
$13.57B
BWMX:
$17.99
GPC:
$0.43
BWMX:
1.03
GPC:
227.16
BWMX:
0.09
GPC:
0.55
BWMX:
8.40
GPC:
3.03
BWMX:
$7.35B
GPC:
$24.70B
BWMX:
$4.97B
GPC:
$8.93B
BWMX:
$1.58B
GPC:
$760.95M
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Return for Risk
BWMX vs. GPC — Risk / Return Rank
BWMX
GPC
BWMX vs. GPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Betterware de Mexico, S.A.B. de C.V. (BWMX) and Genuine Parts Company (GPC). 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.
| BWMX | GPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.27 | ||
| Sortino ratioReturn per unit of downside risk | +5.45 | ||
| Omega ratioGain probability vs. loss probability | 1.57 | 0.89 | +0.68 |
| Calmar ratioReturn relative to maximum drawdown | 10.70 | -0.55 | +11.25 |
| Martin ratioReturn relative to average drawdown | 25.37 | -1.25 | +26.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BWMX | GPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.55 | -0.71 | +4.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.15 | -0.11 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.11 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.37 | -0.05 |
Drawdowns
BWMX vs. GPC - Drawdown Comparison
The maximum BWMX drawdown since its inception was -85.67%, which is greater than GPC's maximum drawdown of -54.89%. Use the drawdown chart below to compare losses from any high point for BWMX and GPC.
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Drawdown Indicators
| BWMX | GPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.67% | -54.89% | -30.78% |
Max Drawdown (1Y)Largest decline over 1 year | -14.76% | -37.48% | +22.72% |
Max Drawdown (3Y)Largest decline over 3 years | -57.50% | -40.81% | -16.69% |
Max Drawdown (5Y)Largest decline over 5 years | -85.67% | -45.70% | -39.97% |
Max Drawdown (10Y)Largest decline over 10 years | — | -54.89% | — |
Current DrawdownCurrent decline from peak | -43.11% | -42.29% | -0.82% |
Average DrawdownAverage peak-to-trough decline | -51.41% | -10.28% | -41.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.22% | 16.49% | -10.27% |
Volatility
BWMX vs. GPC - Volatility Comparison
Betterware de Mexico, S.A.B. de C.V. (BWMX) has a higher volatility of 9.33% compared to Genuine Parts Company (GPC) at 8.30%. This indicates that BWMX's price experiences larger fluctuations and is considered to be riskier than GPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BWMX | GPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.33% | 8.30% | +1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 28.53% | 25.03% | +3.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.47% | 28.89% | +15.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 56.80% | 26.93% | +29.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 67.36% | 28.11% | +39.25% |
Dividends
BWMX vs. GPC - Dividend Comparison
BWMX's dividend yield for the trailing twelve months is around 6.43%, more than GPC's 4.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BWMX Betterware de Mexico, S.A.B. de C.V. | 6.43% | 8.24% | 13.05% | 7.03% | 19.37% | 8.10% | 2.77% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GPC Genuine Parts Company | 4.23% | 3.35% | 3.43% | 2.74% | 2.06% | 2.33% | 3.15% | 2.87% | 3.00% | 2.84% | 2.75% | 2.86% |
Financials
BWMX vs. GPC - Financials Comparison
This section allows you to compare key financial metrics between Betterware de Mexico, S.A.B. de C.V. and Genuine Parts Company. 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
BWMX vs. GPC - Profitability Comparison
BWMX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Betterware de Mexico, S.A.B. de C.V. reported a gross profit of 132.47M and revenue of 199.87M. Therefore, the gross margin over that period was 66.3%.
GPC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Genuine Parts Company reported a gross profit of 2.34B and revenue of 6.26B. Therefore, the gross margin over that period was 37.3%.
BWMX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Betterware de Mexico, S.A.B. de C.V. reported an operating income of 29.57M and revenue of 199.87M, resulting in an operating margin of 14.8%.
GPC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Genuine Parts Company reported an operating income of 286.27M and revenue of 6.26B, resulting in an operating margin of 4.6%.
BWMX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Betterware de Mexico, S.A.B. de C.V. reported a net income of 16.02M and revenue of 199.87M, resulting in a net margin of 8.0%.
GPC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Genuine Parts Company reported a net income of 188.54M and revenue of 6.26B, resulting in a net margin of 3.0%.
Frequently Asked Questions
BWMX and GPC have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BWMX has higher volatility (9.33%) compared to GPC (8.30%). In terms of maximum drawdown, BWMX dropped -85.67% vs GPC's -54.89%.
BWMX currently has the higher Sharpe Ratio (3.55 vs -0.71), 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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