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BYRN vs. SII
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BYRN vs. SII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Byrna Technologies Inc. (BYRN) and Sprott Inc (SII). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BYRN achieves a -76.98% return, which is significantly lower than SII's 10.87% return.


BYRN

1D
-1.90%
1M
-40.08%
6M
-77.79%
YTD
-76.98%
1Y
-83.17%
3Y*
-1.63%
5Y*
-28.95%
10Y*
4.88%

SII

1D
-1.62%
1M
-6.74%
6M
2.82%
YTD
10.87%
1Y
54.52%
3Y*
51.96%
5Y*
26.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BYRN vs. SII - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BYRN
Byrna Technologies Inc.
-76.98%-41.72%350.86%-18.49%-41.27%-7.93%2.84%
SII
Sprott Inc
10.87%137.17%27.39%5.00%-24.09%59.43%-19.45%

Correlation

The correlation between BYRN and SII is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.18

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

0.18

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2020

0.15

Fundamentals

Market Cap

BYRN:

$87.68M

SII:

$2.78B

EPS

BYRN:

-$0.16

SII:

$3.62

PS Ratio

BYRN:

0.84

SII:

6.68

PB Ratio

BYRN:

1.54

SII:

5.25

Total Revenue (TTM)

BYRN:

$108.86M

SII:

$377.77M

Gross Profit (TTM)

BYRN:

$57.17M

SII:

$278.09M

EBITDA (TTM)

BYRN:

-$3.55M

SII:

$120.39M

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Return for Risk

BYRN vs. SII — Risk / Return Rank

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

BYRN
BYRN Risk / Return Rank: 33
Overall Rank
BYRN Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BYRN Sortino Ratio Rank: 22
Sortino Ratio Rank
BYRN Omega Ratio Rank: 22
Omega Ratio Rank
BYRN Calmar Ratio Rank: 22
Calmar Ratio Rank
BYRN Martin Ratio Rank: 44
Martin Ratio Rank

SII
SII Risk / Return Rank: 7676
Overall Rank
SII Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
SII Sortino Ratio Rank: 7676
Sortino Ratio Rank
SII Omega Ratio Rank: 7575
Omega Ratio Rank
SII Calmar Ratio Rank: 7474
Calmar Ratio Rank
SII Martin Ratio Rank: 7575
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.

BYRN vs. SII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Byrna Technologies Inc. (BYRN) and Sprott Inc (SII). 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.


BYRNSIIDifference
Sharpe ratioReturn per unit of total volatility

-2.22

Sortino ratioReturn per unit of downside risk

-4.15

Omega ratioGain probability vs. loss probability

0.69

1.22

-0.54

Calmar ratioReturn relative to maximum drawdown

-0.99

1.54

-2.52

Martin ratioReturn relative to average drawdown

-1.65

3.96

-5.61

BYRN vs. SII - Sharpe Ratio Comparison

The current BYRN Sharpe Ratio is -1.07, which is lower than the SII Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of BYRN and SII, 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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Drawdowns

BYRN vs. SII - Drawdown Comparison

The maximum BYRN drawdown since its inception was -92.51%, which is greater than SII's maximum drawdown of -47.81%. Use the drawdown chart below to compare losses from any high point for BYRN and SII.


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Drawdown Indicators


BYRNSIIDifference

Max Drawdown

Largest peak-to-trough decline

-92.51%

-47.81%

-44.70%

Max Drawdown (1Y)

Largest decline over 1 year

-86.01%

-36.66%

-49.35%

Max Drawdown (3Y)

Largest decline over 3 years

-88.70%

-36.66%

-52.04%

Max Drawdown (5Y)

Largest decline over 5 years

-92.51%

-47.81%

-44.70%

Max Drawdown (10Y)

Largest decline over 10 years

-92.51%

Current Drawdown

Current decline from peak

-88.70%

-34.92%

-53.78%

Average Drawdown

Average peak-to-trough decline

-52.50%

-21.20%

-31.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

51.63%

14.18%

+37.45%

Volatility

BYRN vs. SII - Volatility Comparison

Byrna Technologies Inc. (BYRN) has a higher volatility of 46.46% compared to Sprott Inc (SII) at 17.05%. This indicates that BYRN's price experiences larger fluctuations and is considered to be riskier than SII based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BYRNSIIDifference

Volatility (1M)

Calculated over the trailing 1-month period

46.46%

17.05%

+29.41%

Volatility (6M)

Calculated over the trailing 6-month period

74.13%

42.14%

+31.99%

Volatility (1Y)

Calculated over the trailing 1-year period

82.31%

48.86%

+33.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

75.22%

38.19%

+37.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

96.16%

38.00%

+58.16%

Dividends

BYRN vs. SII - Dividend Comparison

BYRN has not paid dividends to shareholders, while SII's dividend yield for the trailing twelve months is around 1.39%.


PositionTTM202520242023202220212020
BYRN
Byrna Technologies Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SII
Sprott Inc
1.39%1.33%2.49%2.95%3.00%2.22%1.66%

Financials

BYRN vs. SII - Financials Comparison

This section allows you to compare key financial metrics between Byrna Technologies Inc. and Sprott 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


0.0050.00M100.00M150.00M20222023202420252026
16.39M
143.35M
(BYRN) Total Revenue
(SII) Total Revenue
Values in USD except per share items

BYRN vs. SII - Profitability Comparison

The chart below illustrates the profitability comparison between Byrna Technologies Inc. and Sprott Inc 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%40.0%60.0%80.0%100.0%20222023202420252026
10.9%
91.6%
Portfolio components
BYRN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Byrna Technologies Inc. reported a gross profit of 1.78M and revenue of 16.39M. Therefore, the gross margin over that period was 10.9%.

SII - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Sprott Inc reported a gross profit of 131.24M and revenue of 143.35M. Therefore, the gross margin over that period was 91.6%.

BYRN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Byrna Technologies Inc. reported an operating income of -12.85M and revenue of 16.39M, resulting in an operating margin of -78.4%.

SII - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Sprott Inc reported an operating income of 41.26M and revenue of 143.35M, resulting in an operating margin of 28.8%.

BYRN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Byrna Technologies Inc. reported a net income of -10.09M and revenue of 16.39M, resulting in a net margin of -61.6%.

SII - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Sprott Inc reported a net income of 28.81M and revenue of 143.35M, resulting in a net margin of 20.1%.


Frequently Asked Questions


BYRN and SII have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BYRN has higher volatility (46.46%) compared to SII (17.05%). In terms of maximum drawdown, BYRN dropped -92.51% vs SII's -47.81%.

SII currently has the higher Sharpe Ratio (1.15 vs -1.07), 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

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