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BBBY vs. RYLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BBBYRYLD

Correlation

0.38
-1.001.00

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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%20.00%OctoberNovemberDecember2024FebruaryMarch
-98.08%
20.26%
BBBY
RYLD

Compare stocks, funds, or ETFs


Bed Bath & Beyond Inc.

Global X Russell 2000 Covered Call ETF

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BBBY
Bed Bath & Beyond Inc.
-0.45
RYLD
Global X Russell 2000 Covered Call ETF
0.75

BBBY vs. RYLD - Sharpe Ratio Comparison

The current BBBY Sharpe Ratio is -0.45, which is lower than the RYLD Sharpe Ratio of 0.75. The chart below compares the 12-month rolling Sharpe Ratio of BBBY and RYLD.


Rolling 12-month Sharpe Ratio-0.500.000.501.00OctoberNovemberDecember2024FebruaryMarch
-0.45
0.75
BBBY
RYLD

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%.


TTM20232022202120202019201820172016
BBBY
Bed Bath & Beyond Inc.
0.00%0.00%0.00%0.00%0.96%3.87%5.57%2.61%0.92%
RYLD
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


-100.00%-80.00%-60.00%-40.00%-20.00%OctoberNovemberDecember2024FebruaryMarch
-99.43%
-11.80%
BBBY
RYLD

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.


0.00%1.00%2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch0
1.81%
BBBY
RYLD