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BALL vs. VONG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BALL and VONG is 0.54, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

BALL vs. VONG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ball Corporation (BALL) and Vanguard Russell 1000 Growth ETF (VONG). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%700.00%800.00%900.00%NovemberDecember2025FebruaryMarchApril
285.46%
730.72%
BALL
VONG

Key characteristics

Sharpe Ratio

BALL:

-0.82

VONG:

0.53

Sortino Ratio

BALL:

-1.02

VONG:

0.90

Omega Ratio

BALL:

0.87

VONG:

1.13

Calmar Ratio

BALL:

-0.42

VONG:

0.57

Martin Ratio

BALL:

-1.26

VONG:

2.02

Ulcer Index

BALL:

17.24%

VONG:

6.56%

Daily Std Dev

BALL:

26.49%

VONG:

24.85%

Max Drawdown

BALL:

-55.08%

VONG:

-32.72%

Current Drawdown

BALL:

-45.94%

VONG:

-13.98%

Returns By Period

In the year-to-date period, BALL achieves a -8.01% return, which is significantly higher than VONG's -10.33% return. Over the past 10 years, BALL has underperformed VONG with an annualized return of 4.11%, while VONG has yielded a comparatively higher 14.76% annualized return.


BALL

YTD

-8.01%

1M

0.28%

6M

-21.27%

1Y

-21.49%

5Y*

-3.93%

10Y*

4.11%

VONG

YTD

-10.33%

1M

-5.46%

6M

-5.47%

1Y

11.61%

5Y*

17.33%

10Y*

14.76%

*Annualized

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Risk-Adjusted Performance

BALL vs. VONG — Risk-Adjusted Performance Rank

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

BALL
The Risk-Adjusted Performance Rank of BALL is 1616
Overall Rank
The Sharpe Ratio Rank of BALL is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of BALL is 1313
Sortino Ratio Rank
The Omega Ratio Rank of BALL is 1313
Omega Ratio Rank
The Calmar Ratio Rank of BALL is 2525
Calmar Ratio Rank
The Martin Ratio Rank of BALL is 1818
Martin Ratio Rank

VONG
The Risk-Adjusted Performance Rank of VONG is 6464
Overall Rank
The Sharpe Ratio Rank of VONG is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VONG is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VONG is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VONG is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VONG is 6161
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.

BALL vs. VONG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ball Corporation (BALL) and Vanguard Russell 1000 Growth ETF (VONG). 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 chart of Sharpe ratio for BALL, currently valued at -0.82, compared to the broader market-2.00-1.000.001.002.003.00
BALL: -0.82
VONG: 0.53
The chart of Sortino ratio for BALL, currently valued at -1.02, compared to the broader market-6.00-4.00-2.000.002.004.00
BALL: -1.02
VONG: 0.90
The chart of Omega ratio for BALL, currently valued at 0.87, compared to the broader market0.501.001.502.00
BALL: 0.87
VONG: 1.13
The chart of Calmar ratio for BALL, currently valued at -0.42, compared to the broader market0.001.002.003.004.005.00
BALL: -0.42
VONG: 0.57
The chart of Martin ratio for BALL, currently valued at -1.26, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
BALL: -1.26
VONG: 2.02

The current BALL Sharpe Ratio is -0.82, which is lower than the VONG Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of BALL and VONG, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.82
0.53
BALL
VONG

Dividends

BALL vs. VONG - Dividend Comparison

BALL's dividend yield for the trailing twelve months is around 1.58%, more than VONG's 0.60% yield.


TTM20242023202220212020201920182017201620152014
BALL
Ball Corporation
1.58%1.45%1.39%1.56%0.73%0.64%0.85%0.87%0.96%0.69%0.71%0.76%
VONG
Vanguard Russell 1000 Growth ETF
0.60%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%

Drawdowns

BALL vs. VONG - Drawdown Comparison

The maximum BALL drawdown since its inception was -55.08%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for BALL and VONG. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-45.94%
-13.98%
BALL
VONG

Volatility

BALL vs. VONG - Volatility Comparison

The current volatility for Ball Corporation (BALL) is 12.00%, while Vanguard Russell 1000 Growth ETF (VONG) has a volatility of 16.67%. This indicates that BALL experiences smaller price fluctuations and is considered to be less risky than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
12.00%
16.67%
BALL
VONG