UFPI vs. BCC

Last updated Apr 2, 2026

Compare and contrast key facts about UFP Industries, Inc. (UFPI) and Boise Cascade Company (BCC).

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.

UFPI vs. BCC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
UFPI UFP Industries, Inc.	0.45%	-18.03%	-9.30%	60.27%	-12.85%	67.07%	17.59%	85.60%	-30.20%	11.49%
BCC Boise Cascade Company	2.28%	-37.47%	-4.02%	106.65%	1.53%	62.14%	37.01%	59.08%	-38.36%	77.67%

Fundamentals

Market Cap UFPI : $5.20B BCC : $2.78B
EPS UFPI : $5.11 BCC : $3.85
PE Ratio UFPI : 17.84 BCC : 19.52
PS Ratio UFPI : 0.82 BCC : 0.44
PB Ratio UFPI : 1.69 BCC : 1.34
Total Revenue (TTM) UFPI : $6.32B BCC : $6.40B
Gross Profit (TTM) UFPI : $1.06B BCC : $780.08M
EBITDA (TTM) UFPI : $519.62M BCC : $349.78M

Returns By Period

In the year-to-date period, UFPI achieves a 0.45% return, which is significantly lower than BCC's 2.28% return. Over the past 10 years, UFPI has underperformed BCC with an annualized return of 13.36%, while BCC has yielded a comparatively higher 18.30% annualized return.

UFPI

• 1D: -1.06%
• 1M: -10.03%
• YTD: 0.45%
• 6M: -1.25%
• 1Y: -13.28%
• 3Y*: 5.98%
• 5Y*: 4.54%
• 10Y*: 13.36%

BCC

• 1D: -1.02%
• 1M: -6.84%
• YTD: 2.28%
• 6M: -2.43%
• 1Y: -23.29%
• 3Y*: 11.19%
• 5Y*: 10.21%
• 10Y*: 18.30%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

UFPI vs. BCC — Risk / Return Rank

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

UFPI

UFPI Risk / Return Rank: 20
UFPI Sharpe Ratio Rank: 21
UFPI Sortino Ratio Rank: 19
UFPI Omega Ratio Rank: 21
UFPI Calmar Ratio Rank: 22
UFPI Martin Ratio Rank: 19

BCC

BCC Risk / Return Rank: 17
BCC Sharpe Ratio Rank: 15
BCC Sortino Ratio Rank: 14
BCC Omega Ratio Rank: 17
BCC Calmar Ratio Rank: 19
BCC Martin Ratio Rank: 20

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

UFPI vs. BCC - Risk-Adjusted Trends 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.

	UFPI	BCC	Difference
Sharpe ratio Return per unit of total volatility	-0.44	-0.60	+0.16
Sortino ratio Return per unit of downside risk	-0.49	-0.76	+0.27
Omega ratio Gain probability vs. loss probability	0.95	0.92	+0.03
Calmar ratio Return relative to maximum drawdown	-0.55	-0.65	+0.10
Martin ratio Return relative to average drawdown	-1.17	-1.10	-0.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UFPI vs. BCC - Sharpe Ratio Comparison

The current UFPI Sharpe Ratio is -0.44, which is comparable to the BCC Sharpe Ratio of -0.60. 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.

Sharpe Ratios by Period

	UFPI	BCC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.44	-0.60	+0.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.14	0.25	-0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.38	0.44	-0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	0.29	0.00

Correlation

The correlation between UFPI and BCC is 0.65, 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.

Dividends

UFPI vs. BCC - Dividend Comparison

UFPI's dividend yield for the trailing twelve months is around 1.55%, more than BCC's 1.16% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
UFPI UFP Industries, Inc.	1.55%	1.54%	1.17%	0.88%	1.20%	0.71%	0.90%	0.84%	1.39%	0.85%	0.85%	1.20%
BCC Boise Cascade Company	1.16%	1.17%	4.90%	6.73%	5.84%	7.61%	4.18%	3.75%	5.45%	0.18%	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.

Drawdown Indicators

	UFPI	BCC	Difference
Max Drawdown Largest peak-to-trough decline	-80.64%	-67.67%	-12.97%
Max Drawdown (1Y) Largest decline over 1 year	-24.68%	-34.95%	+10.27%
Max Drawdown (5Y) Largest decline over 5 years	-36.32%	-56.31%	+19.99%
Max Drawdown (10Y) Largest decline over 10 years	-45.75%	-56.31%	+10.56%
Current Drawdown Current decline from peak	-33.12%	-50.08%	+16.96%
Average Drawdown Average peak-to-trough decline	-25.21%	-22.66%	-2.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.67%	20.51%	-8.84%

Volatility

UFPI vs. BCC - Volatility Comparison

The current volatility for UFP Industries, Inc. (UFPI) is 6.93%, while Boise Cascade Company (BCC) has a volatility of 9.61%. 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.

Volatility by Period

	UFPI	BCC	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.93%	9.61%	-2.68%
Volatility (6M) Calculated over the trailing 6-month period	18.20%	25.90%	-7.70%
Volatility (1Y) Calculated over the trailing 1-year period	30.64%	39.17%	-8.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.64%	40.95%	-8.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.13%	41.62%	-6.49%

Financials

UFPI vs. BCC - Profitability Comparison

The chart below illustrates the profitability comparison between UFP Industries, Inc. and Boise Cascade Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

UFPI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, UFP Industries, Inc. reported a gross profit of 216.54M and revenue of 1.33B. Therefore, the gross margin over that period was 16.3%.

BCC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Boise Cascade Company reported a gross profit of 0.00 and revenue of 1.46B. Therefore, the gross margin over that period was 0.0%.

UFPI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, UFP Industries, Inc. reported an operating income of 56.00M and revenue of 1.33B, resulting in an operating margin of 4.2%.

BCC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Boise Cascade Company reported an operating income of 15.95M and revenue of 1.46B, resulting in an operating margin of 1.1%.

UFPI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, UFP Industries, Inc. reported a net income of 39.96M and revenue of 1.33B, resulting in a net margin of 3.0%.

BCC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Boise Cascade Company reported a net income of 19.88M and revenue of 1.46B, resulting in a net margin of 1.4%.