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SIG vs. BCC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


SIGBCC
YTD Return-6.80%4.70%
1Y Return39.38%102.10%
3Y Return (Ann)17.54%34.86%
5Y Return (Ann)39.27%47.55%
10Y Return (Ann)1.96%22.91%
Sharpe Ratio0.893.06
Daily Std Dev45.20%33.51%
Max Drawdown-97.45%-67.67%
Current Drawdown-21.22%-11.83%

Fundamentals


SIGBCC
Market Cap$4.31B$5.28B
EPS$15.01$12.30
PE Ratio6.4610.87
PEG Ratio1.251.09
Revenue (TTM)$7.17B$6.94B
Gross Profit (TTM)$3.07B$1.91B
EBITDA (TTM)$732.30M$771.84M

Correlation

-0.50.00.51.00.4

The correlation between SIG and BCC is 0.37, 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.

Performance

SIG vs. BCC - Performance Comparison

In the year-to-date period, SIG achieves a -6.80% return, which is significantly lower than BCC's 4.70% return. Over the past 10 years, SIG has underperformed BCC with an annualized return of 1.96%, while BCC has yielded a comparatively higher 22.91% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%200.00%400.00%600.00%800.00%December2024FebruaryMarchAprilMay
91.12%
633.00%
SIG
BCC

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Signet Jewelers Limited

Boise Cascade Company

Risk-Adjusted Performance

SIG vs. BCC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Signet Jewelers Limited (SIG) 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.


SIG
Sharpe ratio
The chart of Sharpe ratio for SIG, currently valued at 0.89, compared to the broader market-2.00-1.000.001.002.003.000.89
Sortino ratio
The chart of Sortino ratio for SIG, currently valued at 1.45, compared to the broader market-4.00-2.000.002.004.006.001.45
Omega ratio
The chart of Omega ratio for SIG, currently valued at 1.18, compared to the broader market0.501.001.502.001.18
Calmar ratio
The chart of Calmar ratio for SIG, currently valued at 0.73, compared to the broader market0.002.004.006.000.73
Martin ratio
The chart of Martin ratio for SIG, currently valued at 4.08, compared to the broader market-10.000.0010.0020.0030.004.08
BCC
Sharpe ratio
The chart of Sharpe ratio for BCC, currently valued at 3.06, compared to the broader market-2.00-1.000.001.002.003.003.06
Sortino ratio
The chart of Sortino ratio for BCC, currently valued at 3.44, compared to the broader market-4.00-2.000.002.004.006.003.44
Omega ratio
The chart of Omega ratio for BCC, currently valued at 1.47, compared to the broader market0.501.001.502.001.47
Calmar ratio
The chart of Calmar ratio for BCC, currently valued at 5.20, compared to the broader market0.002.004.006.005.20
Martin ratio
The chart of Martin ratio for BCC, currently valued at 15.04, compared to the broader market-10.000.0010.0020.0030.0015.04

SIG vs. BCC - Sharpe Ratio Comparison

The current SIG Sharpe Ratio is 0.89, which is lower than the BCC Sharpe Ratio of 3.06. The chart below compares the 12-month rolling Sharpe Ratio of SIG and BCC.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.006.00December2024FebruaryMarchAprilMay
0.89
3.06
SIG
BCC

Dividends

SIG vs. BCC - Dividend Comparison

SIG's dividend yield for the trailing twelve months is around 0.99%, less than BCC's 6.46% yield.


TTM20232022202120202019201820172016201520142013
SIG
Signet Jewelers Limited
0.99%0.83%1.15%0.41%1.36%6.81%4.47%2.10%1.06%0.68%0.52%0.72%
BCC
Boise Cascade Company
6.46%6.72%5.84%7.61%4.18%3.75%5.45%0.18%0.00%0.00%0.00%0.00%

Drawdowns

SIG vs. BCC - Drawdown Comparison

The maximum SIG drawdown since its inception was -97.45%, which is greater than BCC's maximum drawdown of -67.67%. Use the drawdown chart below to compare losses from any high point for SIG and BCC. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-21.22%
-11.83%
SIG
BCC

Volatility

SIG vs. BCC - Volatility Comparison

The current volatility for Signet Jewelers Limited (SIG) is 10.49%, while Boise Cascade Company (BCC) has a volatility of 13.01%. This indicates that SIG experiences smaller price fluctuations and is considered to be less risky than BCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%December2024FebruaryMarchAprilMay
10.49%
13.01%
SIG
BCC

Financials

SIG vs. BCC - Financials Comparison

This section allows you to compare key financial metrics between Signet Jewelers Limited and Boise Cascade Company. 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