ENSG vs. BJ
ENSG (The Ensign Group, Inc.) and BJ (BJ's Wholesale Club Holdings, Inc.) are both stocks. ENSG operates in Medical Care Facilities (Healthcare), while BJ operates in Discount Stores (Consumer Defensive). Over the past 5 years, ENSG returned 12.40%/yr vs 14.13%/yr for BJ. At a 0.23 correlation, their price movements are largely independent.
Performance
ENSG vs. BJ - Performance Comparison
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Returns By Period
In the year-to-date period, ENSG achieves a -13.46% return, which is significantly lower than BJ's 0.20% return.
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
- 1D
- -0.91%
- 1M
- -6.38%
- YTD
- 0.20%
- 6M
- -1.35%
- 1Y
- -18.45%
- 3Y*
- 13.89%
- 5Y*
- 14.13%
- 10Y*
- —
ENSG vs. BJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ENSG The Ensign Group, Inc. | -13.46% | 31.33% | 18.62% | 18.89% | 12.98% | 15.43% | 61.43% | 25.53% | 6.11% |
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% |
Correlation
The correlation between ENSG and BJ 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 ENSG and BJ shifts across timeframes, from 0.05 (1 year) to 0.24 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
ENSG:
$8.98B
BJ:
$11.67B
ENSG:
$6.15
BJ:
$4.35
ENSG:
24.51
BJ:
20.72
ENSG:
1.62
BJ:
2.29
ENSG:
1.69
BJ:
0.54
ENSG:
3.79
BJ:
4.65
ENSG:
$5.27B
BJ:
$21.97B
ENSG:
$800.38M
BJ:
$4.06B
ENSG:
$590.49M
BJ:
$1.05B
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Return for Risk
ENSG vs. BJ — Risk / Return Rank
ENSG
BJ
ENSG vs. BJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Ensign Group, Inc. (ENSG) and BJ's Wholesale Club Holdings, Inc. (BJ). 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.
| ENSG | BJ | 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 | 1.03 | 0.91 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.01 | -0.69 | +0.69 |
| Martin ratioReturn relative to average drawdown | -0.02 | -1.10 | +1.08 |
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Drawdowns
ENSG vs. BJ - Drawdown Comparison
The maximum ENSG drawdown since its inception was -55.57%, which is greater than BJ's maximum drawdown of -38.76%. Use the drawdown chart below to compare losses from any high point for ENSG and BJ.
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Drawdown Indicators
| ENSG | BJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.57% | -38.76% | -16.81% |
Max Drawdown (1Y)Largest decline over 1 year | -31.81% | -26.66% | -5.15% |
Max Drawdown (3Y)Largest decline over 3 years | -31.81% | -29.80% | -2.01% |
Max Drawdown (5Y)Largest decline over 5 years | -31.81% | -29.80% | -2.01% |
Max Drawdown (10Y)Largest decline over 10 years | -55.57% | — | — |
Current DrawdownCurrent decline from peak | -30.15% | -24.79% | -5.36% |
Average DrawdownAverage peak-to-trough decline | -12.26% | -12.49% | +0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.38% | 16.81% | -7.43% |
Volatility
ENSG vs. BJ - Volatility Comparison
The current volatility for The Ensign Group, Inc. (ENSG) is 11.03%, while BJ's Wholesale Club Holdings, Inc. (BJ) has a volatility of 11.63%. This indicates that ENSG experiences smaller price fluctuations and is considered to be less risky than BJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ENSG | BJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.03% | 11.63% | -0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 22.54% | 22.58% | -0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.22% | 29.84% | -1.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.73% | 32.31% | -5.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.10% | 37.14% | -1.04% |
Dividends
ENSG vs. BJ - Dividend Comparison
ENSG's dividend yield for the trailing twelve months is around 0.17%, while BJ has not paid dividends to shareholders.
| 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
ENSG vs. BJ - Financials Comparison
This section allows you to compare key financial metrics between The Ensign Group, Inc. and BJ's Wholesale Club Holdings, 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
ENSG vs. BJ - Profitability Comparison
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 - 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 - 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 - 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 - 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%.
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%.
Frequently Asked Questions
ENSG and BJ 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, ENSG dropped -55.57% vs BJ's -38.76%.
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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