PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
UFPT vs. BLDR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between UFPT and BLDR is 0.24, 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.


-0.50.00.51.00.2

Performance

UFPT vs. BLDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UFP Technologies, Inc. (UFPT) and Builders FirstSource, Inc. (BLDR). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
-5.53%
2.16%
UFPT
BLDR

Key characteristics

Sharpe Ratio

UFPT:

0.85

BLDR:

-0.26

Sortino Ratio

UFPT:

1.54

BLDR:

-0.08

Omega Ratio

UFPT:

1.19

BLDR:

0.99

Calmar Ratio

UFPT:

1.38

BLDR:

-0.30

Martin Ratio

UFPT:

4.25

BLDR:

-0.64

Ulcer Index

UFPT:

10.55%

BLDR:

17.54%

Daily Std Dev

UFPT:

52.83%

BLDR:

42.85%

Max Drawdown

UFPT:

-88.53%

BLDR:

-96.78%

Current Drawdown

UFPT:

-30.80%

BLDR:

-30.71%

Fundamentals

Market Cap

UFPT:

$1.94B

BLDR:

$18.43B

EPS

UFPT:

$6.99

BLDR:

$10.23

PE Ratio

UFPT:

36.25

BLDR:

15.65

PEG Ratio

UFPT:

0.00

BLDR:

0.81

Total Revenue (TTM)

UFPT:

$461.85M

BLDR:

$16.73B

Gross Profit (TTM)

UFPT:

$130.77M

BLDR:

$5.61B

EBITDA (TTM)

UFPT:

$86.03M

BLDR:

$2.35B

Returns By Period

In the year-to-date period, UFPT achieves a 44.16% return, which is significantly higher than BLDR's -12.37% return. Over the past 10 years, UFPT has underperformed BLDR with an annualized return of 26.66%, while BLDR has yielded a comparatively higher 36.14% annualized return.


UFPT

YTD

44.16%

1M

-14.62%

6M

-3.57%

1Y

44.83%

5Y*

38.21%

10Y*

26.66%

BLDR

YTD

-12.37%

1M

-18.19%

6M

1.07%

1Y

-9.38%

5Y*

42.61%

10Y*

36.14%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

UFPT vs. BLDR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for UFP Technologies, Inc. (UFPT) and Builders FirstSource, Inc. (BLDR). 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 UFPT, currently valued at 0.85, compared to the broader market-4.00-2.000.002.000.85-0.22
The chart of Sortino ratio for UFPT, currently valued at 1.54, compared to the broader market-4.00-2.000.002.004.001.54-0.01
The chart of Omega ratio for UFPT, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.00
The chart of Calmar ratio for UFPT, currently valued at 1.38, compared to the broader market0.002.004.006.001.38-0.25
The chart of Martin ratio for UFPT, currently valued at 4.25, compared to the broader market0.0010.0020.004.25-0.53
UFPT
BLDR

The current UFPT Sharpe Ratio is 0.85, which is higher than the BLDR Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of UFPT and BLDR, 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 Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.85
-0.22
UFPT
BLDR

Dividends

UFPT vs. BLDR - Dividend Comparison

Neither UFPT nor BLDR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

UFPT vs. BLDR - Drawdown Comparison

The maximum UFPT drawdown since its inception was -88.53%, smaller than the maximum BLDR drawdown of -96.78%. Use the drawdown chart below to compare losses from any high point for UFPT and BLDR. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-30.80%
-30.71%
UFPT
BLDR

Volatility

UFPT vs. BLDR - Volatility Comparison

UFP Technologies, Inc. (UFPT) has a higher volatility of 14.70% compared to Builders FirstSource, Inc. (BLDR) at 11.10%. This indicates that UFPT's price experiences larger fluctuations and is considered to be riskier than BLDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
14.70%
11.10%
UFPT
BLDR

Financials

UFPT vs. BLDR - Financials Comparison

This section allows you to compare key financial metrics between UFP Technologies, Inc. and Builders FirstSource, Inc.. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab