BBBY vs. RYLD
Compare and contrast key facts about Bed Bath & Beyond Inc. (BBBY) and Global X Russell 2000 Covered Call ETF (RYLD).
RYLD is a passively managed fund by Global X that tracks the performance of the CBOE Russell 2000 BuyWrite Index. It was launched on Apr 17, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BBBY or RYLD.
Key characteristics
BBBY | RYLD |
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Correlation
The correlation between BBBY and RYLD 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.
Performance
BBBY vs. RYLD - Performance Comparison
The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Risk-Adjusted Performance
BBBY vs. RYLD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bed Bath & Beyond Inc. (BBBY) and Global X Russell 2000 Covered Call ETF (RYLD). 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 | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Bed Bath & Beyond Inc. | -0.45 | ||||
Global X Russell 2000 Covered Call ETF | 0.75 |
Dividends
BBBY vs. RYLD - Dividend Comparison
BBBY has not paid dividends to shareholders, while RYLD's dividend yield for the trailing twelve months is around 12.09%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
---|---|---|---|---|---|---|---|---|---|
Bed Bath & Beyond Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.96% | 3.87% | 5.57% | 2.61% | 0.92% |
Global X Russell 2000 Covered Call ETF | 12.09% | 12.64% | 13.50% | 12.35% | 10.76% | 6.43% | 0.00% | 0.00% | 0.00% |
Drawdowns
BBBY vs. RYLD - Drawdown Comparison
Volatility
BBBY vs. RYLD - Volatility Comparison
The current volatility for Bed Bath & Beyond Inc. (BBBY) is 0.00%, while Global X Russell 2000 Covered Call ETF (RYLD) has a volatility of 1.81%. This indicates that BBBY experiences smaller price fluctuations and is considered to be less risky than RYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.