BBAI vs. VYMI
BBAI (BigBear.ai Holdings, Inc.) is a stock, while VYMI (Vanguard International High Dividend Yield ETF) is Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. Over the past 3 years, BBAI returned 15.16%/yr vs 21.26%/yr for VYMI. At a 0.23 correlation, their price movements are largely independent.
Performance
BBAI vs. VYMI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BBAI achieves a -42.59% return, which is significantly lower than VYMI's 14.27% return.
BBAI
- 1D
- 0.32%
- 1M
- -22.89%
- 6M
- -49.10%
- YTD
- -42.59%
- 1Y
- -55.20%
- 3Y*
- 15.16%
- 5Y*
- —
- 10Y*
- —
VYMI
- 1D
- 0.73%
- 1M
- 1.22%
- 6M
- 12.02%
- YTD
- 14.27%
- 1Y
- 30.03%
- 3Y*
- 21.26%
- 5Y*
- 13.38%
- 10Y*
- 10.74%
BBAI vs. VYMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BBAI BigBear.ai Holdings, Inc. | -42.59% | 21.35% | 107.94% | 217.65% | -88.10% | -27.90% |
VYMI Vanguard International High Dividend Yield ETF | 14.27% | 38.05% | 7.06% | 17.07% | -7.02% | 1.56% |
Correlation
The correlation between BBAI and VYMI is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 2021 | 0.23 |
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
BBAI vs. VYMI — Risk / Return Rank
BBAI
VYMI
BBAI vs. VYMI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BigBear.ai Holdings, Inc. (BBAI) and Vanguard International High Dividend Yield ETF (VYMI). 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.
| BBAI | VYMI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.91 | ||
| Sortino ratioReturn per unit of downside risk | -3.90 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.41 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | 2.98 | -3.82 |
| Martin ratioReturn relative to average drawdown | -1.29 | 11.58 | -12.88 |
Loading charts...
Drawdowns
BBAI vs. VYMI - Drawdown Comparison
The maximum BBAI drawdown since its inception was -95.01%, which is greater than VYMI's maximum drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for BBAI and VYMI.
Loading charts...
Drawdown Indicators
| BBAI | VYMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.01% | -40.00% | -55.01% |
Max Drawdown (1Y)Largest decline over 1 year | -65.88% | -10.14% | -55.74% |
Max Drawdown (3Y)Largest decline over 3 years | -75.56% | -12.84% | -62.72% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.05% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.00% | — |
Current DrawdownCurrent decline from peak | -75.57% | 0.00% | -75.57% |
Average DrawdownAverage peak-to-trough decline | -70.82% | -6.26% | -64.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.74% | 2.60% | +40.14% |
Volatility
BBAI vs. VYMI - Volatility Comparison
BigBear.ai Holdings, Inc. (BBAI) has a higher volatility of 12.19% compared to Vanguard International High Dividend Yield ETF (VYMI) at 3.03%. This indicates that BBAI's price experiences larger fluctuations and is considered to be riskier than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BBAI | VYMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.19% | 3.03% | +9.16% |
Volatility (6M)Calculated over the trailing 6-month period | 53.38% | 11.32% | +42.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 87.97% | 13.26% | +74.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 173.23% | 14.86% | +158.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 173.23% | 16.54% | +156.69% |
Dividends
BBAI vs. VYMI - Dividend Comparison
BBAI has not paid dividends to shareholders, while VYMI's dividend yield for the trailing twelve months is around 3.58%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VYMI Vanguard International High Dividend Yield ETF | 3.58% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% |
Frequently Asked Questions
BBAI and VYMI have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BBAI has higher volatility (12.19%) compared to VYMI (3.03%). In terms of maximum drawdown, BBAI dropped -95.01% vs VYMI's -40.00%.
VYMI currently has the higher Sharpe Ratio (2.28 vs -0.63), 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 BBAI and VYMI
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