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WELL.TO vs. BGFV
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

WELL.TO vs. BGFV - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in WELL Health Technologies Corp. (WELL.TO) and Big 5 Sporting Goods Corporation (BGFV). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

WELL.TO is traded in CAD, while BGFV is traded in USD. To make them comparable, the BGFV values have been converted to CAD using the latest available exchange rates.

Returns By Period


WELL.TO

1D
-1.02%
1M
12.06%
YTD
21.05%
6M
20.75%
1Y
19.55%
3Y*
-1.80%
5Y*
-7.60%
10Y*
44.70%

BGFV

1D
0.41%
1M
2.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WELL.TO vs. BGFV - Yearly Performance Comparison


Correlation

The correlation between WELL.TO and BGFV is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Feb 9, 2026

-0.16

Fundamentals

Market Cap

WELL.TO:

CA$1.23B

BGFV:

$31.91M

EPS

WELL.TO:

CA$0.12

BGFV:

-$4.18

PS Ratio

WELL.TO:

0.75

BGFV:

0.04

PB Ratio

WELL.TO:

1.42

BGFV:

0.24

Total Revenue (TTM)

WELL.TO:

CA$1.47B

BGFV:

$762.76M

Gross Profit (TTM)

WELL.TO:

CA$545.21M

BGFV:

$221.87M

EBITDA (TTM)

WELL.TO:

CA$219.35M

BGFV:

-$56.85M

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Return for Risk

WELL.TO vs. BGFV — Risk / Return Rank

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

WELL.TO
WELL.TO Risk / Return Rank: 5252
Overall Rank
WELL.TO Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
WELL.TO Sortino Ratio Rank: 5353
Sortino Ratio Rank
WELL.TO Omega Ratio Rank: 5252
Omega Ratio Rank
WELL.TO Calmar Ratio Rank: 5252
Calmar Ratio Rank
WELL.TO Martin Ratio Rank: 4949
Martin Ratio Rank

BGFV
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.

WELL.TO vs. BGFV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WELL Health Technologies Corp. (WELL.TO) and Big 5 Sporting Goods Corporation (BGFV). 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.


WELL.TOBGFVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.12

Calmar ratioReturn relative to maximum drawdown

0.50

Martin ratioReturn relative to average drawdown

0.79

WELL.TO vs. BGFV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


WELL.TOBGFVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

1.31

-1.14

Drawdowns

WELL.TO vs. BGFV - Drawdown Comparison

The maximum WELL.TO drawdown since its inception was -98.33%, which is greater than BGFV's maximum drawdown of -2.45%. Use the drawdown chart below to compare losses from any high point for WELL.TO and BGFV.


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Drawdown Indicators


WELL.TOBGFVDifference

Max Drawdown

Largest peak-to-trough decline

-98.33%

-2.45%

-95.88%

Max Drawdown (1Y)

Largest decline over 1 year

-39.43%

Max Drawdown (3Y)

Largest decline over 3 years

-49.86%

Max Drawdown (5Y)

Largest decline over 5 years

-70.22%

Max Drawdown (10Y)

Largest decline over 10 years

-71.51%

Current Drawdown

Current decline from peak

-47.67%

-0.19%

-47.48%

Average Drawdown

Average peak-to-trough decline

-46.27%

-0.88%

-45.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.96%

Volatility

WELL.TO vs. BGFV - Volatility Comparison


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Volatility by Period


WELL.TOBGFVDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.43%

Volatility (6M)

Calculated over the trailing 6-month period

28.10%

Volatility (1Y)

Calculated over the trailing 1-year period

41.32%

4.29%

+37.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.60%

4.29%

+41.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

67.63%

4.29%

+63.34%

Dividends

WELL.TO vs. BGFV - Dividend Comparison

Neither WELL.TO nor BGFV has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

WELL.TO vs. BGFV - Financials Comparison

This section allows you to compare key financial metrics between WELL Health Technologies Corp. and Big 5 Sporting Goods Corporation. 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


0.00100.00M200.00M300.00M400.00M20222023202420252026
368.26M
184.89M
(WELL.TO) Total Revenue
(BGFV) Total Revenue
Please note, different currencies. WELL.TO values in CAD, BGFV values in USD

WELL.TO vs. BGFV - Profitability Comparison

The chart below illustrates the profitability comparison between WELL Health Technologies Corp. and Big 5 Sporting Goods Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%25.0%30.0%35.0%40.0%45.0%50.0%55.0%20222023202420252026
37.4%
28.2%
Portfolio components
WELL.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, WELL Health Technologies Corp. reported a gross profit of 137.60M and revenue of 368.26M. Therefore, the gross margin over that period was 37.4%.

BGFV - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Big 5 Sporting Goods Corporation reported a gross profit of 52.17M and revenue of 184.89M. Therefore, the gross margin over that period was 28.2%.

WELL.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, WELL Health Technologies Corp. reported an operating income of 19.76M and revenue of 368.26M, resulting in an operating margin of 5.4%.

BGFV - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Big 5 Sporting Goods Corporation reported an operating income of -23.20M and revenue of 184.89M, resulting in an operating margin of -12.6%.

WELL.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, WELL Health Technologies Corp. reported a net income of -12.38M and revenue of 368.26M, resulting in a net margin of -3.4%.

BGFV - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Big 5 Sporting Goods Corporation reported a net income of -24.54M and revenue of 184.89M, resulting in a net margin of -13.3%.


Frequently Asked Questions


WELL.TO and BGFV have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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