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PSMT vs. BIG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PSMT and BIG is 0.40, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

PSMT vs. BIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PriceSmart, Inc. (PSMT) and Big Lots, Inc. (BIG). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%NovemberDecember2025FebruaryMarchApril
639.50%
-99.64%
PSMT
BIG

Key characteristics

Fundamentals

Market Cap

PSMT:

$3.13B

BIG:

$14.75M

EPS

PSMT:

$4.69

BIG:

-$16.42

PEG Ratio

PSMT:

1.94

BIG:

0.88

PS Ratio

PSMT:

0.62

BIG:

0.00

PB Ratio

PSMT:

2.63

BIG:

0.38

Total Revenue (TTM)

PSMT:

$5.08B

BIG:

$2.06B

Gross Profit (TTM)

PSMT:

$3.04B

BIG:

$705.31M

EBITDA (TTM)

PSMT:

$277.72M

BIG:

-$279.05M

Returns By Period


PSMT

YTD

9.23%

1M

16.36%

6M

9.79%

1Y

26.46%

5Y*

11.23%

10Y*

3.01%

BIG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

PSMT vs. BIG — Risk-Adjusted Performance Rank

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

PSMT
The Risk-Adjusted Performance Rank of PSMT is 7979
Overall Rank
The Sharpe Ratio Rank of PSMT is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of PSMT is 7676
Sortino Ratio Rank
The Omega Ratio Rank of PSMT is 7373
Omega Ratio Rank
The Calmar Ratio Rank of PSMT is 8181
Calmar Ratio Rank
The Martin Ratio Rank of PSMT is 8484
Martin Ratio Rank

BIG
The Risk-Adjusted Performance Rank of BIG is 33
Overall Rank
The Sharpe Ratio Rank of BIG is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of BIG is 11
Sortino Ratio Rank
The Omega Ratio Rank of BIG is 22
Omega Ratio Rank
The Calmar Ratio Rank of BIG is 11
Calmar Ratio Rank
The Martin Ratio Rank of BIG is 11
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PSMT vs. BIG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PriceSmart, Inc. (PSMT) and Big Lots, Inc. (BIG). 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 chart of Sharpe ratio for PSMT, currently valued at 0.87, compared to the broader market-2.00-1.000.001.002.003.00
PSMT: 0.87
BIG: -0.78
The chart of Sortino ratio for PSMT, currently valued at 1.39, compared to the broader market-6.00-4.00-2.000.002.004.00
PSMT: 1.39
BIG: -2.14
The chart of Omega ratio for PSMT, currently valued at 1.17, compared to the broader market0.501.001.502.00
PSMT: 1.17
BIG: 0.52
The chart of Calmar ratio for PSMT, currently valued at 0.81, compared to the broader market0.001.002.003.004.005.00
PSMT: 0.81
BIG: -0.97
The chart of Martin ratio for PSMT, currently valued at 4.02, compared to the broader market-5.000.005.0010.0015.0020.00
PSMT: 4.02
BIG: -1.13


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.87
-0.78
PSMT
BIG

Dividends

PSMT vs. BIG - Dividend Comparison

PSMT's dividend yield for the trailing twelve months is around 1.21%, while BIG has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
PSMT
PriceSmart, Inc.
1.21%2.34%1.21%1.41%0.96%0.77%0.99%1.18%0.81%0.84%0.84%0.77%
BIG
Big Lots, Inc.
0.00%0.00%3.85%8.16%2.66%2.80%4.18%4.15%1.78%1.67%1.97%1.27%

Drawdowns

PSMT vs. BIG - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.12%
-99.84%
PSMT
BIG

Volatility

PSMT vs. BIG - Volatility Comparison

PriceSmart, Inc. (PSMT) has a higher volatility of 11.48% compared to Big Lots, Inc. (BIG) at 0.00%. This indicates that PSMT's price experiences larger fluctuations and is considered to be riskier than BIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.48%
0
PSMT
BIG

Financials

PSMT vs. BIG - Financials Comparison

This section allows you to compare key financial metrics between PriceSmart, Inc. and Big Lots, 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


Values in USD except per share items