LPX vs. BCC

Last updated Apr 1, 2026

Compare and contrast key facts about Louisiana-Pacific Corporation (LPX) and Boise Cascade Company (BCC).

Performance

LPX vs. BCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Louisiana-Pacific Corporation (LPX) and Boise Cascade Company (BCC). The values are adjusted to include any dividend payments, if applicable.

LPX vs. BCC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LPX Louisiana-Pacific Corporation	-9.59%	-21.05%	47.93%	21.55%	-23.38%	113.30%	27.96%	36.40%	-13.75%	38.72%
BCC Boise Cascade Company	3.33%	-37.47%	-4.02%	106.65%	1.53%	62.14%	37.01%	59.08%	-38.36%	77.67%

Fundamentals

Market Cap LPX : $5.09B BCC : $2.80B
EPS LPX : $1.96 BCC : $3.85
PE Ratio LPX : 37.17 BCC : 19.72
PS Ratio LPX : 1.88 BCC : 0.44
PB Ratio LPX : 2.94 BCC : 1.35
Total Revenue (TTM) LPX : $2.71B BCC : $6.40B
Gross Profit (TTM) LPX : $589.00M BCC : $780.08M
EBITDA (TTM) LPX : $318.00M BCC : $349.78M

Returns By Period

In the year-to-date period, LPX achieves a -9.59% return, which is significantly lower than BCC's 3.33% return. Over the past 10 years, LPX has underperformed BCC with an annualized return of 16.88%, while BCC has yielded a comparatively higher 18.42% annualized return.

LPX

• 1D: 3.53%
• 1M: -14.15%
• YTD: -9.59%
• 6M: -17.51%
• 1Y: -19.87%
• 3Y*: 11.76%
• 5Y*: 6.45%
• 10Y*: 16.88%

BCC

• 1D: 1.20%
• 1M: -8.33%
• YTD: 3.33%
• 6M: -1.35%
• 1Y: -21.85%
• 3Y*: 11.57%
• 5Y*: 10.44%
• 10Y*: 18.42%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

LPX vs. BCC — Risk / Return Rank

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

LPX

LPX Risk / Return Rank: 19
LPX Sharpe Ratio Rank: 20
LPX Sortino Ratio Rank: 19
LPX Omega Ratio Rank: 21
LPX Calmar Ratio Rank: 21
LPX Martin Ratio Rank: 14

BCC

BCC Risk / Return Rank: 19
BCC Sharpe Ratio Rank: 17
BCC Sortino Ratio Rank: 16
BCC Omega Ratio Rank: 19
BCC Calmar Ratio Rank: 21
BCC Martin Ratio Rank: 23

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.

LPX vs. BCC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Louisiana-Pacific Corporation (LPX) and Boise Cascade Company (BCC). 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.

	LPX	BCC	Difference
Sharpe ratio Return per unit of total volatility	-0.50	-0.56	+0.06
Sortino ratio Return per unit of downside risk	-0.53	-0.69	+0.15
Omega ratio Gain probability vs. loss probability	0.94	0.93	+0.01
Calmar ratio Return relative to maximum drawdown	-0.62	-0.63	+0.01
Martin ratio Return relative to average drawdown	-1.38	-1.08	-0.30
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LPX vs. BCC - Sharpe Ratio Comparison

The current LPX Sharpe Ratio is -0.50, which is comparable to the BCC Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of LPX and BCC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	LPX	BCC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.50	-0.56	+0.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.16	0.26	-0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.42	0.44	-0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.16	0.29	-0.13

Correlation

The correlation between LPX and BCC is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

LPX vs. BCC - Dividend Comparison

LPX's dividend yield for the trailing twelve months is around 1.57%, more than BCC's 1.15% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
LPX Louisiana-Pacific Corporation	1.57%	1.39%	1.00%	1.36%	1.49%	0.87%	1.56%	1.82%	2.34%	0.00%
BCC Boise Cascade Company	1.15%	1.17%	4.90%	6.73%	5.84%	7.61%	4.18%	3.75%	5.45%	0.18%

Drawdowns

LPX vs. BCC - Drawdown Comparison

The maximum LPX drawdown since its inception was -96.41%, which is greater than BCC's maximum drawdown of -67.67%. Use the drawdown chart below to compare losses from any high point for LPX and BCC.

Drawdown Indicators

	LPX	BCC	Difference
Max Drawdown Largest peak-to-trough decline	-96.41%	-67.67%	-28.74%
Max Drawdown (1Y) Largest decline over 1 year	-31.26%	-34.95%	+3.69%
Max Drawdown (5Y) Largest decline over 5 years	-40.94%	-56.31%	+15.37%
Max Drawdown (10Y) Largest decline over 10 years	-59.45%	-56.31%	-3.14%
Current Drawdown Current decline from peak	-38.54%	-49.57%	+11.03%
Average Drawdown Average peak-to-trough decline	-37.86%	-22.66%	-15.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.15%	20.45%	-6.30%

Volatility

LPX vs. BCC - Volatility Comparison

Louisiana-Pacific Corporation (LPX) and Boise Cascade Company (BCC) have volatilities of 10.30% and 9.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LPX	BCC	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.30%	9.81%	+0.49%
Volatility (6M) Calculated over the trailing 6-month period	28.18%	25.89%	+2.29%
Volatility (1Y) Calculated over the trailing 1-year period	40.13%	39.16%	+0.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.93%	40.97%	-1.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	40.47%	41.63%	-1.16%

Financials

LPX vs. BCC - Profitability Comparison

The chart below illustrates the profitability comparison between Louisiana-Pacific Corporation and Boise Cascade Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

LPX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Louisiana-Pacific Corporation reported a gross profit of 84.00M and revenue of 567.00M. Therefore, the gross margin over that period was 14.8%.

BCC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Boise Cascade Company reported a gross profit of 0.00 and revenue of 1.46B. Therefore, the gross margin over that period was 0.0%.

LPX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Louisiana-Pacific Corporation reported an operating income of -9.00M and revenue of 567.00M, resulting in an operating margin of -1.6%.

BCC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Boise Cascade Company reported an operating income of 15.95M and revenue of 1.46B, resulting in an operating margin of 1.1%.

LPX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Louisiana-Pacific Corporation reported a net income of -17.00M and revenue of 567.00M, resulting in a net margin of -3.0%.

BCC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Boise Cascade Company reported a net income of 19.88M and revenue of 1.46B, resulting in a net margin of 1.4%.