BB vs. VEU
BB (BlackBerry Limited) is a stock, while VEU (Vanguard FTSE All-World ex-US ETF) is Foreign Large Cap Equities fund tracking the FTSE All-World ex US Index. Over the past 10 years, BB returned 0.95%/yr vs 9.63%/yr for VEU. Their 0.44 correlation means their historical movements had little consistent relationship.
Performance
BB vs. VEU - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BB achieves a 124.80% return, which is significantly higher than VEU's 13.83% return. Over the past 10 years, BB has underperformed VEU with an annualized return of 0.95%, while VEU has yielded a comparatively higher 9.63% annualized return.
BB
- 1D
- 0.24%
- 1M
- -25.98%
- 6M
- 139.33%
- YTD
- 124.80%
- 1Y
- 136.01%
- 3Y*
- 21.33%
- 5Y*
- -2.90%
- 10Y*
- 0.95%
- ALL TIME*
- 5.14%
VEU
- 1D
- 0.45%
- 1M
- 0.29%
- 6M
- 7.13%
- YTD
- 13.83%
- 1Y
- 28.98%
- 3Y*
- 18.48%
- 5Y*
- 9.01%
- 10Y*
- 9.63%
- ALL TIME*
- 5.48%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $133.10M | $195.48M | $305.84M | |
| $232.81M | $239.63M | $222.48M |
BB vs. VEU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BB BlackBerry Limited | 124.80% | 0.26% | 6.78% | 8.59% | -65.13% | 41.03% | 3.27% | -9.70% | -36.35% | 62.12% |
VEU Vanguard FTSE All-World ex-US ETF | 13.83% | 32.35% | 5.56% | 15.84% | -15.58% | 8.27% | 11.10% | 21.83% | -14.18% | 27.40% |
Correlation
The correlation between BB and VEU is 0.34, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.34 |
Correlation (3Y) Balances recent behavior with more history. | 0.43 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.51 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.48 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2007 | 0.44 |
The correlation between BB and VEU shifts across timeframes, from 0.34 (1 year) to 0.51 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BB vs. VEU — Risk / Return Rank
BB
VEU
BB vs. VEU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackBerry Limited (BB) and Vanguard FTSE All-World ex-US ETF (VEU). 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.
| BB | VEU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.32 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.51 | 2.55 | +0.96 |
| Martin ratioReturn relative to average drawdown | 7.18 | 9.31 | -2.13 |
Loading charts...
Drawdowns
BB vs. VEU - Drawdown Comparison
The maximum BB drawdown since its inception was -98.57%, which is greater than VEU's maximum drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for BB and VEU.
Loading charts...
Drawdown Indicators
| BB | VEU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.57% | -61.52% | -37.05% |
Max Drawdown (1Y)Largest decline over 1 year | -39.03% | -11.43% | -27.60% |
Max Drawdown (3Y)Largest decline over 3 years | -62.32% | -13.69% | -48.63% |
Max Drawdown (5Y)Largest decline over 5 years | -82.01% | -29.14% | -52.87% |
Max Drawdown (10Y)Largest decline over 10 years | -91.59% | -34.98% | -56.61% |
Current DrawdownCurrent decline from peak | -94.23% | -2.36% | -91.87% |
Average DrawdownAverage peak-to-trough decline | -72.19% | -13.04% | -59.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.01% | 3.12% | +15.89% |
Volatility
BB vs. VEU - Volatility Comparison
BlackBerry Limited (BB) has a higher volatility of 19.28% compared to Vanguard FTSE All-World ex-US ETF (VEU) at 5.32%. This indicates that BB's price experiences larger fluctuations and is considered to be riskier than VEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BB | VEU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.28% | 5.32% | +13.96% |
Volatility (6M)Calculated over the trailing 6-month period | 50.17% | 15.02% | +35.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.81% | 16.96% | +42.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.45% | 16.37% | +42.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 60.59% | 17.08% | +43.51% |
Dividends
BB vs. VEU - Dividend Comparison
BB has not paid dividends to shareholders, while VEU's dividend yield for the trailing twelve months is around 2.54%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BB BlackBerry Limited | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEU Vanguard FTSE All-World ex-US ETF | 2.54% | 3.09% | 3.24% | 3.32% | 3.12% | 3.08% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% |
Frequently Asked Questions
BB and VEU have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BB has higher volatility (19.28%) compared to VEU (5.32%). In terms of maximum drawdown, BB dropped -98.57% vs VEU's -61.52%.
BB currently has the higher Sharpe Ratio (2.29 vs 1.72), 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.
Find the right allocation for BB and VEU
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer