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BAYRY vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BAYRY and VOO is 0.38, 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.


-0.50.00.51.00.4

Performance

BAYRY vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bayer AG PK (BAYRY) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
-49.16%
602.93%
BAYRY
VOO

Key characteristics

Sharpe Ratio

BAYRY:

-1.33

VOO:

2.25

Sortino Ratio

BAYRY:

-1.98

VOO:

2.98

Omega Ratio

BAYRY:

0.75

VOO:

1.42

Calmar Ratio

BAYRY:

-0.54

VOO:

3.31

Martin Ratio

BAYRY:

-1.72

VOO:

14.77

Ulcer Index

BAYRY:

26.08%

VOO:

1.90%

Daily Std Dev

BAYRY:

33.79%

VOO:

12.46%

Max Drawdown

BAYRY:

-82.38%

VOO:

-33.99%

Current Drawdown

BAYRY:

-82.38%

VOO:

-2.47%

Returns By Period

In the year-to-date period, BAYRY achieves a -46.92% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, BAYRY has underperformed VOO with an annualized return of -14.50%, while VOO has yielded a comparatively higher 13.08% annualized return.


BAYRY

YTD

-46.92%

1M

-4.47%

6M

-29.66%

1Y

-44.99%

5Y*

-21.92%

10Y*

-14.50%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

BAYRY vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bayer AG PK (BAYRY) and Vanguard S&P 500 ETF (VOO). 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 BAYRY, currently valued at -1.33, compared to the broader market-4.00-2.000.002.00-1.332.25
The chart of Sortino ratio for BAYRY, currently valued at -1.98, compared to the broader market-4.00-2.000.002.004.00-1.982.98
The chart of Omega ratio for BAYRY, currently valued at 0.75, compared to the broader market0.501.001.502.000.751.42
The chart of Calmar ratio for BAYRY, currently valued at -0.54, compared to the broader market0.002.004.006.00-0.543.31
The chart of Martin ratio for BAYRY, currently valued at -1.72, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.7214.77
BAYRY
VOO

The current BAYRY Sharpe Ratio is -1.33, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of BAYRY and VOO, 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-2.00-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-1.33
2.25
BAYRY
VOO

Dividends

BAYRY vs. VOO - Dividend Comparison

BAYRY's dividend yield for the trailing twelve months is around 0.61%, less than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
BAYRY
Bayer AG PK
0.61%6.81%4.26%4.45%5.22%3.86%7.10%2.33%2.74%10.30%2.14%1.78%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

BAYRY vs. VOO - Drawdown Comparison

The maximum BAYRY drawdown since its inception was -82.38%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BAYRY and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-82.38%
-2.47%
BAYRY
VOO

Volatility

BAYRY vs. VOO - Volatility Comparison

Bayer AG PK (BAYRY) has a higher volatility of 7.76% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that BAYRY's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
7.76%
3.75%
BAYRY
VOO
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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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