BA vs. VDE
BA (The Boeing Company) is a stock, while VDE (Vanguard Energy ETF) is Energy Equities fund tracking the MSCI US Investable Market Energy 25/50 Index. Over the past 10 years, BA returned 6.15%/yr vs 9.43%/yr for VDE. Their 0.40 correlation means their historical movements had little consistent relationship.
Performance
BA vs. VDE - Performance Comparison
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Returns By Period
In the year-to-date period, BA achieves a 2.04% return, which is significantly lower than VDE's 30.28% return. Over the past 10 years, BA has underperformed VDE with an annualized return of 6.15%, while VDE has yielded a comparatively higher 9.43% annualized return.
BA
- 1D
- 4.76%
- 1M
- 1.98%
- 6M
- -9.40%
- YTD
- 2.04%
- 1Y
- -6.28%
- 3Y*
- -2.45%
- 5Y*
- -0.89%
- 10Y*
- 6.15%
- ALL TIME*
- 10.18%
VDE
- 1D
- -1.52%
- 1M
- 6.54%
- 6M
- 17.05%
- YTD
- 30.28%
- 1Y
- 34.74%
- 3Y*
- 13.97%
- 5Y*
- 22.38%
- 10Y*
- 9.43%
- ALL TIME*
- 8.16%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.27B | $1.19B | $1.40B | |
| $73.72M | $102.83M | $111.31M |
BA vs. VDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BA The Boeing Company | 2.04% | 22.67% | -32.10% | 36.84% | -5.38% | -5.95% | -33.90% | 3.34% | 11.50% | 94.72% |
VDE Vanguard Energy ETF | 30.28% | 7.11% | 6.75% | 0.03% | 62.89% | 56.31% | -33.02% | 9.28% | -19.95% | -2.50% |
Correlation
The correlation between BA and VDE is -0.17, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.17 |
Correlation (3Y) Balances recent behavior with more history. | 0.03 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.20 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.33 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2004 | 0.40 |
The correlation between BA and VDE shifts across timeframes, from -0.17 (1 year) to 0.40 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BA vs. VDE — Risk / Return Rank
BA
VDE
BA vs. VDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Boeing Company (BA) and Vanguard Energy ETF (VDE). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BA | VDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.86 | ||
| Sortino ratioReturn per unit of downside risk | -2.27 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.27 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.25 | 2.32 | -2.57 |
| Martin ratioReturn relative to average drawdown | -0.53 | 6.19 | -6.72 |
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Drawdowns
BA vs. VDE - Drawdown Comparison
The maximum BA drawdown since its inception was -89.45%, which is greater than VDE's maximum drawdown of -74.20%. Use the drawdown chart below to compare losses from any high point for BA and VDE.
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Drawdown Indicators
| BA | VDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.45% | -74.20% | -15.25% |
Max Drawdown (1Y)Largest decline over 1 year | -24.96% | -15.04% | -9.92% |
Max Drawdown (3Y)Largest decline over 3 years | -48.31% | -21.41% | -26.90% |
Max Drawdown (5Y)Largest decline over 5 years | -51.62% | -26.58% | -25.04% |
Max Drawdown (10Y)Largest decline over 10 years | -77.92% | -69.29% | -8.63% |
Current DrawdownCurrent decline from peak | -48.51% | -7.82% | -40.69% |
Average DrawdownAverage peak-to-trough decline | -31.05% | -19.89% | -11.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.89% | 5.63% | +6.26% |
Volatility
BA vs. VDE - Volatility Comparison
The Boeing Company (BA) has a higher volatility of 9.60% compared to Vanguard Energy ETF (VDE) at 6.05%. This indicates that BA's price experiences larger fluctuations and is considered to be riskier than VDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BA | VDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.60% | 6.05% | +3.55% |
Volatility (6M)Calculated over the trailing 6-month period | 24.45% | 16.60% | +7.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.56% | 20.94% | +11.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.49% | 26.15% | +10.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.68% | 29.93% | +11.75% |
Dividends
BA vs. VDE - Dividend Comparison
BA has not paid dividends to shareholders, while VDE's dividend yield for the trailing twelve months is around 2.49%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BA The Boeing Company | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.96% | 2.52% | 2.12% | 1.93% | 2.80% | 2.52% |
VDE Vanguard Energy ETF | 2.49% | 3.11% | 3.23% | 3.34% | 3.65% | 4.13% | 4.76% | 3.42% | 3.35% | 2.90% | 2.31% | 3.17% |
Frequently Asked Questions
BA and VDE have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BA has higher volatility (9.60%) compared to VDE (6.05%). In terms of maximum drawdown, BA dropped -89.45% vs VDE's -74.20%.
VDE currently has the higher Sharpe Ratio (1.67 vs -0.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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