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

Correlation

The correlation between WRB and BCC is 0.34, 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.


-0.50.00.51.00.3

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.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
11.13%
5.02%
WRB
BCC

Key characteristics

Sharpe Ratio

WRB:

1.33

BCC:

0.12

Sortino Ratio

WRB:

1.80

BCC:

0.45

Omega Ratio

WRB:

1.26

BCC:

1.05

Calmar Ratio

WRB:

2.19

BCC:

0.18

Martin Ratio

WRB:

4.76

BCC:

0.42

Ulcer Index

WRB:

6.14%

BCC:

10.67%

Daily Std Dev

WRB:

21.95%

BCC:

38.04%

Max Drawdown

WRB:

-69.20%

BCC:

-67.67%

Current Drawdown

WRB:

-9.41%

BCC:

-19.22%

Fundamentals

Market Cap

WRB:

$22.43B

BCC:

$5.11B

EPS

WRB:

$3.90

BCC:

$10.21

PE Ratio

WRB:

15.09

BCC:

13.04

PEG Ratio

WRB:

2.45

BCC:

1.09

Total Revenue (TTM)

WRB:

$13.17B

BCC:

$6.80B

Gross Profit (TTM)

WRB:

$9.54B

BCC:

$1.30B

EBITDA (TTM)

WRB:

$2.08B

BCC:

$686.62M

Returns By Period

In the year-to-date period, WRB achieves a 26.65% return, which is significantly higher than BCC's -0.32% return. Both investments have delivered pretty close results over the past 10 years, with WRB having a 16.92% annualized return and BCC not far ahead at 17.73%.


WRB

YTD

26.65%

1M

-2.26%

6M

10.39%

1Y

29.22%

5Y*

16.06%

10Y*

16.92%

BCC

YTD

-0.32%

1M

-10.85%

6M

4.75%

1Y

4.09%

5Y*

35.57%

10Y*

17.73%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for WRB, currently valued at 1.33, compared to the broader market-4.00-2.000.002.001.330.11
The chart of Sortino ratio for WRB, currently valued at 1.80, compared to the broader market-4.00-2.000.002.004.001.800.43
The chart of Omega ratio for WRB, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.05
The chart of Calmar ratio for WRB, currently valued at 2.19, compared to the broader market0.002.004.006.002.190.16
The chart of Martin ratio for WRB, currently valued at 4.76, compared to the broader market0.0010.0020.004.760.38
WRB
BCC

The current WRB Sharpe Ratio is 1.33, which is higher than the BCC Sharpe Ratio of 0.12. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.33
0.11
WRB
BCC

Dividends

WRB vs. BCC - Dividend Comparison

WRB's dividend yield for the trailing twelve months is around 2.40%, less than BCC's 4.73% yield.


TTM20232022202120202019201820172016201520142013
WRB
W. R. Berkley Corporation
2.40%2.73%1.22%2.44%0.71%2.43%2.83%2.16%2.27%0.86%2.79%0.90%
BCC
Boise Cascade Company
4.73%6.73%5.84%7.61%4.18%3.75%5.45%0.18%0.00%0.00%0.00%0.00%

Drawdowns

WRB vs. BCC - Drawdown Comparison

The maximum WRB drawdown since its inception was -69.20%, 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. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.41%
-19.22%
WRB
BCC

Volatility

WRB vs. BCC - Volatility Comparison

The current volatility for W. R. Berkley Corporation (WRB) is 4.99%, while Boise Cascade Company (BCC) has a volatility of 10.59%. 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.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
4.99%
10.59%
WRB
BCC

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


Values in USD except per share items
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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.

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