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

Correlation

The correlation between UFPI and BCC is 0.63, 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.


-0.50.00.51.00.6

Performance

UFPI vs. BCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UFP Industries, Inc. (UFPI) and Boise Cascade Company (BCC). The values are adjusted to include any dividend payments, if applicable.

500.00%600.00%700.00%800.00%900.00%1,000.00%1,100.00%JulyAugustSeptemberOctoberNovemberDecember
856.61%
596.45%
UFPI
BCC

Key characteristics

Sharpe Ratio

UFPI:

-0.21

BCC:

0.10

Sortino Ratio

UFPI:

-0.08

BCC:

0.42

Omega Ratio

UFPI:

0.99

BCC:

1.05

Calmar Ratio

UFPI:

-0.38

BCC:

0.15

Martin Ratio

UFPI:

-0.79

BCC:

0.36

Ulcer Index

UFPI:

8.74%

BCC:

10.74%

Daily Std Dev

UFPI:

32.93%

BCC:

38.04%

Max Drawdown

UFPI:

-80.64%

BCC:

-67.67%

Current Drawdown

UFPI:

-18.15%

BCC:

-19.39%

Fundamentals

Market Cap

UFPI:

$7.41B

BCC:

$5.11B

EPS

UFPI:

$7.27

BCC:

$10.21

PE Ratio

UFPI:

16.79

BCC:

13.04

PEG Ratio

UFPI:

1.88

BCC:

1.09

Total Revenue (TTM)

UFPI:

$6.71B

BCC:

$6.80B

Gross Profit (TTM)

UFPI:

$1.28B

BCC:

$1.30B

EBITDA (TTM)

UFPI:

$699.80M

BCC:

$686.62M

Returns By Period

In the year-to-date period, UFPI achieves a -8.60% return, which is significantly lower than BCC's -0.53% return. Over the past 10 years, UFPI has outperformed BCC with an annualized return of 21.87%, while BCC has yielded a comparatively lower 17.63% annualized return.


UFPI

YTD

-8.60%

1M

-12.82%

6M

-1.71%

1Y

-8.94%

5Y*

19.70%

10Y*

21.87%

BCC

YTD

-0.53%

1M

-10.54%

6M

4.80%

1Y

3.14%

5Y*

35.48%

10Y*

17.63%

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Risk-Adjusted Performance

UFPI vs. BCC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for UFP Industries, Inc. (UFPI) 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.


Sharpe ratio
The chart of Sharpe ratio for UFPI, currently valued at -0.21, compared to the broader market-4.00-2.000.002.00-0.210.10
The chart of Sortino ratio for UFPI, currently valued at -0.08, compared to the broader market-4.00-2.000.002.004.00-0.080.42
The chart of Omega ratio for UFPI, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.05
The chart of Calmar ratio for UFPI, currently valued at -0.38, compared to the broader market0.002.004.006.00-0.380.15
The chart of Martin ratio for UFPI, currently valued at -0.79, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.790.36
UFPI
BCC

The current UFPI Sharpe Ratio is -0.21, which is lower than the BCC Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of UFPI 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.21
0.10
UFPI
BCC

Dividends

UFPI vs. BCC - Dividend Comparison

UFPI's dividend yield for the trailing twelve months is around 1.16%, less than BCC's 4.74% yield.


TTM20232022202120202019201820172016201520142013
UFPI
UFP Industries, Inc.
1.16%0.88%1.20%0.71%0.90%0.84%1.39%0.85%0.85%1.20%1.15%0.79%
BCC
Boise Cascade Company
4.74%6.73%5.84%7.61%4.18%3.75%5.45%0.18%0.00%0.00%0.00%0.00%

Drawdowns

UFPI vs. BCC - Drawdown Comparison

The maximum UFPI drawdown since its inception was -80.64%, which is greater than BCC's maximum drawdown of -67.67%. Use the drawdown chart below to compare losses from any high point for UFPI and BCC. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-18.15%
-19.39%
UFPI
BCC

Volatility

UFPI vs. BCC - Volatility Comparison

The current volatility for UFP Industries, Inc. (UFPI) is 9.42%, while Boise Cascade Company (BCC) has a volatility of 10.58%. This indicates that UFPI 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.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
9.42%
10.58%
UFPI
BCC

Financials

UFPI vs. BCC - Financials Comparison

This section allows you to compare key financial metrics between UFP Industries, Inc. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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