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WRB vs. BCC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WRB and BCC is 0.48, 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.


Performance

WRB vs. BCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in W. R. Berkley Corporation (WRB) and Boise Cascade Company (BCC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

WRB:

1.86

BCC:

-0.92

Sortino Ratio

WRB:

2.45

BCC:

-1.34

Omega Ratio

WRB:

1.35

BCC:

0.85

Calmar Ratio

WRB:

3.87

BCC:

-0.83

Martin Ratio

WRB:

10.20

BCC:

-1.65

Ulcer Index

WRB:

4.52%

BCC:

21.92%

Daily Std Dev

WRB:

24.11%

BCC:

39.14%

Max Drawdown

WRB:

-69.19%

BCC:

-67.67%

Current Drawdown

WRB:

0.00%

BCC:

-43.35%

Fundamentals

Market Cap

WRB:

$28.33B

BCC:

$3.27B

EPS

WRB:

$4.35

BCC:

$8.02

PE Ratio

WRB:

17.17

BCC:

10.83

PEG Ratio

WRB:

18.38

BCC:

1.09

PS Ratio

WRB:

2.03

BCC:

0.49

PB Ratio

WRB:

3.15

BCC:

1.55

Total Revenue (TTM)

WRB:

$13.93B

BCC:

$6.62B

Gross Profit (TTM)

WRB:

$13.93B

BCC:

$2.49B

EBITDA (TTM)

WRB:

$2.13B

BCC:

$539.43M

Returns By Period

In the year-to-date period, WRB achieves a 27.79% return, which is significantly higher than BCC's -26.91% return. Over the past 10 years, WRB has outperformed BCC with an annualized return of 20.15%, while BCC has yielded a comparatively lower 9.18% annualized return.


WRB

YTD

27.79%

1M

4.93%

6M

16.97%

1Y

41.67%

3Y*

18.94%

5Y*

26.23%

10Y*

20.15%

BCC

YTD

-26.91%

1M

-6.29%

6M

-41.14%

1Y

-36.72%

3Y*

3.96%

5Y*

20.62%

10Y*

9.18%

*Annualized

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W. R. Berkley Corporation

Boise Cascade Company

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

WRB vs. BCC — Risk-Adjusted Performance Rank

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

WRB
The Risk-Adjusted Performance Rank of WRB is 9393
Overall Rank
The Sharpe Ratio Rank of WRB is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of WRB is 9090
Sortino Ratio Rank
The Omega Ratio Rank of WRB is 9191
Omega Ratio Rank
The Calmar Ratio Rank of WRB is 9898
Calmar Ratio Rank
The Martin Ratio Rank of WRB is 9494
Martin Ratio Rank

BCC
The Risk-Adjusted Performance Rank of BCC is 66
Overall Rank
The Sharpe Ratio Rank of BCC is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of BCC is 77
Sortino Ratio Rank
The Omega Ratio Rank of BCC is 1010
Omega Ratio Rank
The Calmar Ratio Rank of BCC is 44
Calmar Ratio Rank
The Martin Ratio Rank of BCC is 33
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WRB vs. BCC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for W. R. Berkley Corporation (WRB) 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 WRB Sharpe Ratio is 1.86, which is higher than the BCC Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of WRB 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

WRB vs. BCC - Dividend Comparison

WRB's dividend yield for the trailing twelve months is around 1.88%, less than BCC's 6.71% yield.


TTM20242023202220212020201920182017201620152014
WRB
W. R. Berkley Corporation
1.88%2.39%2.73%1.22%2.44%0.71%2.43%2.83%2.16%2.27%0.86%2.79%
BCC
Boise Cascade Company
6.71%4.90%6.73%5.84%7.61%4.18%3.75%5.45%0.18%0.00%0.00%0.00%

Drawdowns

WRB vs. BCC - Drawdown Comparison

The maximum WRB drawdown since its inception was -69.19%, roughly equal to the maximum BCC drawdown of -67.67%. Use the drawdown chart below to compare losses from any high point for WRB and BCC.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

WRB vs. BCC - Volatility Comparison

The current volatility for W. R. Berkley Corporation (WRB) is 4.81%, while Boise Cascade Company (BCC) has a volatility of 12.09%. This indicates that WRB 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.


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Financials

WRB vs. BCC - Financials Comparison

This section allows you to compare key financial metrics between W. R. Berkley Corporation 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


1.00B1.50B2.00B2.50B3.00B3.50B20212022202320242025
3.55B
1.54B
(WRB) Total Revenue
(BCC) Total Revenue
Values in USD except per share items