IPAR vs. BBW

In the year-to-date period, IPAR achieves a -9.11% return, which is significantly lower than BBW's 95.53% return. Over the past 10 years, IPAR has outperformed BBW with an annualized return of 18.38%, while BBW has yielded a comparatively lower 10.32% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Inter Parfums, Inc. (IPAR) and Build-A-Bear Workshop, Inc. (BBW). 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.

The current IPAR Sharpe Ratio is -0.18, which is lower than the BBW Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of IPAR and BBW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

IPAR's dividend yield for the trailing twelve months is around 2.35%, more than BBW's 1.83% yield.

The maximum IPAR drawdown since its inception was -81.82%, smaller than the maximum BBW drawdown of -97.24%. Use the drawdown chart below to compare losses from any high point for IPAR and BBW. For additional features, visit the drawdowns tool.

The current volatility for Inter Parfums, Inc. (IPAR) is 7.94%, while Build-A-Bear Workshop, Inc. (BBW) has a volatility of 25.80%. This indicates that IPAR experiences smaller price fluctuations and is considered to be less risky than BBW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Inter Parfums, Inc. and Build-A-Bear Workshop, 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.