PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ROKU vs. BBW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

ROKU vs. BBW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roku, Inc. (ROKU) and Build-A-Bear Workshop, Inc. (BBW). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
24.90%
26.95%
ROKU
BBW

Returns By Period

In the year-to-date period, ROKU achieves a -19.23% return, which is significantly lower than BBW's 64.78% return.


ROKU

YTD

-19.23%

1M

-7.54%

6M

24.90%

1Y

-20.37%

5Y (annualized)

-14.21%

10Y (annualized)

N/A

BBW

YTD

64.78%

1M

-4.04%

6M

26.94%

1Y

43.87%

5Y (annualized)

73.39%

10Y (annualized)

9.13%

Fundamentals


ROKUBBW
Market Cap$11.13B$501.37M
EPS-$1.19$3.54
Total Revenue (TTM)$3.90B$375.81M
Gross Profit (TTM)$1.71B$206.95M
EBITDA (TTM)-$122.19M$63.12M

Key characteristics


ROKUBBW
Sharpe Ratio-0.321.16
Sortino Ratio-0.081.90
Omega Ratio0.991.24
Calmar Ratio-0.191.44
Martin Ratio-0.483.95
Ulcer Index35.76%12.29%
Daily Std Dev54.64%41.70%
Max Drawdown-91.91%-97.24%
Current Drawdown-84.56%-4.92%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.2

The correlation between ROKU and BBW is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

ROKU vs. BBW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Roku, Inc. (ROKU) 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.


Sharpe ratio
The chart of Sharpe ratio for ROKU, currently valued at -0.32, compared to the broader market-4.00-2.000.002.004.00-0.321.16
The chart of Sortino ratio for ROKU, currently valued at -0.08, compared to the broader market-4.00-2.000.002.004.00-0.081.90
The chart of Omega ratio for ROKU, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.24
The chart of Calmar ratio for ROKU, currently valued at -0.19, compared to the broader market0.002.004.006.00-0.191.82
The chart of Martin ratio for ROKU, currently valued at -0.48, compared to the broader market-10.000.0010.0020.0030.00-0.483.95
ROKU
BBW

The current ROKU Sharpe Ratio is -0.32, which is lower than the BBW Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of ROKU 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.

Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
-0.32
1.16
ROKU
BBW

Dividends

ROKU vs. BBW - Dividend Comparison

ROKU has not paid dividends to shareholders, while BBW's dividend yield for the trailing twelve months is around 1.62%.


TTM202320222021
ROKU
Roku, Inc.
0.00%0.00%0.00%0.00%
BBW
Build-A-Bear Workshop, Inc.
1.62%6.52%0.00%6.40%

Drawdowns

ROKU vs. BBW - Drawdown Comparison

The maximum ROKU drawdown since its inception was -91.91%, smaller than the maximum BBW drawdown of -97.24%. Use the drawdown chart below to compare losses from any high point for ROKU and BBW. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-84.56%
-4.92%
ROKU
BBW

Volatility

ROKU vs. BBW - Volatility Comparison

Roku, Inc. (ROKU) has a higher volatility of 24.65% compared to Build-A-Bear Workshop, Inc. (BBW) at 11.74%. This indicates that ROKU's price experiences larger fluctuations and is considered to be riskier than BBW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
24.65%
11.74%
ROKU
BBW

Financials

ROKU vs. BBW - Financials Comparison

This section allows you to compare key financial metrics between Roku, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items