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

Correlation

The correlation between BBAI and VOO is 0.21, 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.


-0.50.00.51.00.2

Performance

BBAI vs. VOO - Performance Comparison

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

0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
141.16%
8.89%
BBAI
VOO

Key characteristics

Sharpe Ratio

BBAI:

0.72

VOO:

2.21

Sortino Ratio

BBAI:

1.92

VOO:

2.93

Omega Ratio

BBAI:

1.22

VOO:

1.41

Calmar Ratio

BBAI:

0.95

VOO:

3.25

Martin Ratio

BBAI:

1.57

VOO:

14.47

Ulcer Index

BBAI:

54.81%

VOO:

1.90%

Daily Std Dev

BBAI:

119.16%

VOO:

12.43%

Max Drawdown

BBAI:

-95.01%

VOO:

-33.99%

Current Drawdown

BBAI:

-75.49%

VOO:

-2.87%

Returns By Period

In the year-to-date period, BBAI achieves a 45.33% return, which is significantly higher than VOO's 25.49% return.


BBAI

YTD

45.33%

1M

48.80%

6M

141.09%

1Y

78.74%

5Y*

N/A

10Y*

N/A

VOO

YTD

25.49%

1M

0.01%

6M

8.65%

1Y

27.45%

5Y*

14.70%

10Y*

13.04%

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Risk-Adjusted Performance

BBAI vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BigBear.ai Holdings, Inc. (BBAI) 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 BBAI, currently valued at 0.72, compared to the broader market-4.00-2.000.002.000.722.21
The chart of Sortino ratio for BBAI, currently valued at 1.92, compared to the broader market-4.00-2.000.002.004.001.922.93
The chart of Omega ratio for BBAI, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.41
The chart of Calmar ratio for BBAI, currently valued at 0.95, compared to the broader market0.002.004.006.000.953.25
The chart of Martin ratio for BBAI, currently valued at 1.57, compared to the broader market-5.000.005.0010.0015.0020.0025.001.5714.47
BBAI
VOO

The current BBAI Sharpe Ratio is 0.72, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of BBAI 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.72
2.21
BBAI
VOO

Dividends

BBAI vs. VOO - Dividend Comparison

BBAI has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 0.91%.


TTM20232022202120202019201820172016201520142013
BBAI
BigBear.ai Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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

BBAI vs. VOO - Drawdown Comparison

The maximum BBAI drawdown since its inception was -95.01%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BBAI and VOO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-75.49%
-2.87%
BBAI
VOO

Volatility

BBAI vs. VOO - Volatility Comparison

BigBear.ai Holdings, Inc. (BBAI) has a higher volatility of 51.61% compared to Vanguard S&P 500 ETF (VOO) at 3.64%. This indicates that BBAI'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%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
51.61%
3.64%
BBAI
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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