AEP vs. BLV
Compare and contrast key facts about American Electric Power Company, Inc. (AEP) and Vanguard Long-Term Bond ETF (BLV).
BLV is a passively managed fund by Vanguard that tracks the performance of the Barclays U.S. Long Government/Credit Float Adjusted Index. It was launched on Apr 3, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AEP or BLV.
Performance
AEP vs. BLV - Performance Comparison
Returns By Period
In the year-to-date period, AEP achieves a 23.64% return, which is significantly higher than BLV's -2.19% return. Over the past 10 years, AEP has outperformed BLV with an annualized return of 9.18%, while BLV has yielded a comparatively lower 1.49% annualized return.
AEP
23.64%
-3.24%
6.18%
29.76%
4.82%
9.18%
BLV
-2.19%
-2.83%
2.41%
7.46%
-3.07%
1.49%
Key characteristics
| AEP | BLV | |
|---|---|---|
| Sharpe Ratio | 1.58 | 0.67 |
| Sortino Ratio | 2.29 | 1.01 |
| Omega Ratio | 1.28 | 1.12 |
| Calmar Ratio | 1.28 | 0.24 |
| Martin Ratio | 7.22 | 1.78 |
| Ulcer Index | 4.13% | 4.46% |
| Daily Std Dev | 18.94% | 11.85% |
| Max Drawdown | -62.75% | -38.29% |
| Current Drawdown | -7.16% | -27.84% |
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Correlation
The correlation between AEP and BLV 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.
Risk-Adjusted Performance
AEP vs. BLV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American Electric Power Company, Inc. (AEP) and Vanguard Long-Term Bond ETF (BLV). 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.
Dividends
AEP vs. BLV - Dividend Comparison
AEP's dividend yield for the trailing twelve months is around 3.70%, less than BLV's 4.53% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AEP American Electric Power Company, Inc. | 3.70% | 4.15% | 3.34% | 3.37% | 3.41% | 2.87% | 3.39% | 3.25% | 3.61% | 3.69% | 3.34% | 4.17% |
BLV Vanguard Long-Term Bond ETF | 4.53% | 4.06% | 4.17% | 3.37% | 5.84% | 3.57% | 4.07% | 3.63% | 4.16% | 4.37% | 3.90% | 4.85% |
Drawdowns
AEP vs. BLV - Drawdown Comparison
The maximum AEP drawdown since its inception was -62.75%, which is greater than BLV's maximum drawdown of -38.29%. Use the drawdown chart below to compare losses from any high point for AEP and BLV. For additional features, visit the drawdowns tool.
Volatility
AEP vs. BLV - Volatility Comparison
American Electric Power Company, Inc. (AEP) has a higher volatility of 7.32% compared to Vanguard Long-Term Bond ETF (BLV) at 3.95%. This indicates that AEP's price experiences larger fluctuations and is considered to be riskier than BLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.