HBB vs. IGLB

In the year-to-date period, HBB achieves a 13.91% return, which is significantly higher than IGLB's -0.58% return.

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This table presents a comparison of risk-adjusted performance metrics for Hamilton Beach Brands Holding Company (HBB) and iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB). 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 HBB Sharpe Ratio is -0.06, which is lower than the IGLB Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of HBB and IGLB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The correlation between HBB and IGLB is 0.06, 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.

HBB's dividend yield for the trailing twelve months is around 2.58%, less than IGLB's 5.29% yield.

The maximum HBB drawdown since its inception was -81.89%, which is greater than IGLB's maximum drawdown of -34.12%. Use the drawdown chart below to compare losses from any high point for HBB and IGLB.

Hamilton Beach Brands Holding Company (HBB) has a higher volatility of 20.29% compared to iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB) at 3.95%. This indicates that HBB's price experiences larger fluctuations and is considered to be riskier than IGLB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.