UFPI vs. BCC

In the year-to-date period, UFPI achieves a -4.94% return, which is significantly higher than BCC's -19.49% return. Over the past 10 years, UFPI has outperformed BCC with an annualized return of 20.57%, while BCC has yielded a comparatively lower 15.18% annualized return.

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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.

The current UFPI Sharpe Ratio is -0.16, which is higher than the BCC Sharpe Ratio of -0.73. 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.

UFPI's dividend yield for the trailing twelve months is around 1.26%, less than BCC's 6.10% yield.

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.

The current volatility for UFP Industries, Inc. (UFPI) is 11.87%, while Boise Cascade Company (BCC) has a volatility of 15.06%. 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.

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.