UFPI vs. BCC

Last updated Jun 3, 2026

UFPI (UFP Industries, Inc.) and BCC (Boise Cascade Company) are both stocks. Both operate in the Lumber & Wood Production industry within the Basic Materials sector. Over the past 10 years, UFPI returned 12.34%/yr vs 16.64%/yr for BCC. A 0.65 correlation means they provide meaningful diversification when combined.

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.

Returns By Period

In the year-to-date period, UFPI achieves a -9.97% return, which is significantly lower than BCC's -5.40% return. Over the past 10 years, UFPI has underperformed BCC with an annualized return of 12.34%, while BCC has yielded a comparatively higher 16.64% annualized return.

UFPI

• 1D: 2.34%
• 1M: -4.11%
• YTD: -9.97%
• 6M: -11.25%
• 1Y: -13.79%
• 3Y*: 0.20%
• 5Y*: 2.57%
• 10Y*: 12.34%

BCC

• 1D: 1.30%
• 1M: -11.12%
• YTD: -5.40%
• 6M: -7.40%
• 1Y: -17.76%
• 3Y*: 0.71%
• 5Y*: 7.15%
• 10Y*: 16.64%

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

UFPI vs. BCC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
UFPI UFP Industries, Inc.	-9.97%	-18.03%	-9.30%	60.27%	-12.85%	67.07%	17.59%	85.60%	-30.20%	11.49%
BCC Boise Cascade Company	-5.40%	-37.47%	-4.02%	106.65%	1.53%	62.14%	37.01%	59.08%	-38.36%	77.67%

Correlation

The correlation between UFPI and BCC is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.78
Correlation (3Y) Calculated over the trailing 3-year period	0.79
Correlation (5Y) Calculated over the trailing 5-year period	0.79
Correlation (10Y) Calculated over the trailing 10-year period	0.72
Correlation (All Time) Calculated using the full available price history since Feb 7, 2013	0.65

The correlation between UFPI and BCC shifts across timeframes, from 0.65 (all time) to 0.79 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap UFPI : $4.64B BCC : $2.49B
EPS UFPI : $4.62 BCC : $2.98
PE Ratio UFPI : 17.60 BCC : 23.26
PS Ratio UFPI : 0.75 BCC : 0.40
PB Ratio UFPI : 1.50 BCC : 1.24
Total Revenue (TTM) UFPI : $6.19B BCC : $6.37B
Gross Profit (TTM) UFPI : $1.03B BCC : $709.89M
EBITDA (TTM) UFPI : $524.99M BCC : $308.65M

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: 20
UFPI Sortino Ratio Rank: 18
UFPI Omega Ratio Rank: 20
UFPI Calmar Ratio Rank: 24
UFPI Martin Ratio Rank: 19

BCC

BCC Risk / Return Rank: 18
BCC Sharpe Ratio Rank: 20
BCC Sortino Ratio Rank: 19
BCC Omega Ratio Rank: 21
BCC Calmar Ratio Rank: 17
BCC Martin Ratio Rank: 15

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	-0.47	-0.47	0.00
Sortino ratio Return per unit of downside risk	-0.54	-0.52	-0.02
Omega ratio Gain probability vs. loss probability	0.94	0.95	0.00
Calmar ratio Return relative to maximum drawdown	-0.48	-0.65	+0.17
Martin ratio Return relative to average drawdown	-1.02	-1.15	+0.13
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 -0.47, which is comparable to the BCC Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of UFPI and BCC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	UFPI	BCC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.47	-0.47	0.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.08	0.18	-0.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.35	0.40	-0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	0.27	+0.01

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	-31.29%	-29.60%	-1.69%
Max Drawdown (3Y) Largest decline over 3 years	-41.90%	-56.47%	+14.57%
Max Drawdown (5Y) Largest decline over 5 years	-41.90%	-56.47%	+14.57%
Max Drawdown (10Y) Largest decline over 10 years	-45.75%	-56.47%	+10.72%
Current Drawdown Current decline from peak	-40.06%	-53.83%	+13.77%
Average Drawdown Average peak-to-trough decline	-25.26%	-23.01%	-2.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.76%	16.72%	-1.96%

Volatility

UFPI vs. BCC - Volatility Comparison

The current volatility for UFP Industries, Inc. (UFPI) is 10.14%, while Boise Cascade Company (BCC) has a volatility of 11.99%. 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	10.14%	11.99%	-1.85%
Volatility (6M) Calculated over the trailing 6-month period	21.64%	27.31%	-5.67%
Volatility (1Y) Calculated over the trailing 1-year period	29.63%	37.96%	-8.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.67%	40.81%	-8.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.02%	41.70%	-6.68%

Dividends

UFPI vs. BCC - Dividend Comparison

UFPI's dividend yield for the trailing twelve months is around 1.75%, more than BCC's 1.27% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BCC Boise Cascade Company	1.27%	1.17%	4.90%	6.73%	5.84%	7.61%	4.18%	3.75%	5.45%	0.18%	0.00%	0.00%
UFPI UFP Industries, Inc.	1.75%	1.54%	1.17%	0.88%	1.20%	0.71%	0.90%	0.84%	1.39%	0.85%	0.85%	1.20%

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 Jun 2026, UFP Industries, Inc. reported a gross profit of 235.89M and revenue of 1.46B. Therefore, the gross margin over that period was 16.1%.

BCC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Boise Cascade Company reported a gross profit of 0.00 and revenue of 1.50B. 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 Jun 2026, UFP Industries, Inc. reported an operating income of 62.43M and revenue of 1.46B, resulting in an operating margin of 4.3%.

BCC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Boise Cascade Company reported an operating income of 27.79M and revenue of 1.50B, resulting in an operating margin of 1.9%.

UFPI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, UFP Industries, Inc. reported a net income of 50.77M and revenue of 1.46B, resulting in a net margin of 3.5%.

BCC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Boise Cascade Company reported a net income of 17.84M and revenue of 1.50B, resulting in a net margin of 1.2%.

Frequently Asked Questions

Can I hold both UFPI and BCC in my portfolio?

UFPI and BCC have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, UFPI or BCC?

BCC has higher volatility (11.99%) compared to UFPI (10.14%). In terms of maximum drawdown, UFPI dropped -80.64% vs BCC's -67.67%.

Which has better risk-adjusted returns?

UFPI currently has the higher Sharpe Ratio (-0.47 vs -0.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.