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BBCB vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between BBCB and ^GSPC 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.


Performance

BBCB vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders USD Investment Grade Corporate Bond ETF (BBCB) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BBCB:

1.02

^GSPC:

0.62

Sortino Ratio

BBCB:

1.21

^GSPC:

0.94

Omega Ratio

BBCB:

1.15

^GSPC:

1.14

Calmar Ratio

BBCB:

0.42

^GSPC:

0.61

Martin Ratio

BBCB:

2.61

^GSPC:

2.29

Ulcer Index

BBCB:

2.03%

^GSPC:

5.01%

Daily Std Dev

BBCB:

6.26%

^GSPC:

19.79%

Max Drawdown

BBCB:

-22.48%

^GSPC:

-56.78%

Current Drawdown

BBCB:

-7.05%

^GSPC:

-3.78%

Returns By Period

In the year-to-date period, BBCB achieves a 2.02% return, which is significantly higher than ^GSPC's 0.52% return.


BBCB

YTD

2.02%

1M

-0.39%

6M

0.48%

1Y

6.35%

3Y*

2.27%

5Y*

-0.42%

10Y*

N/A

^GSPC

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

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S&P 500

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

BBCB vs. ^GSPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BBCB
The Risk-Adjusted Performance Rank of BBCB is 6464
Overall Rank
The Sharpe Ratio Rank of BBCB is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of BBCB is 7070
Sortino Ratio Rank
The Omega Ratio Rank of BBCB is 6464
Omega Ratio Rank
The Calmar Ratio Rank of BBCB is 4646
Calmar Ratio Rank
The Martin Ratio Rank of BBCB is 6464
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6666
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6060
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6565
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6464
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BBCB vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders USD Investment Grade Corporate Bond ETF (BBCB) and S&P 500 (^GSPC). 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.


The current BBCB Sharpe Ratio is 1.02, which is higher than the ^GSPC Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of BBCB and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Drawdowns

BBCB vs. ^GSPC - Drawdown Comparison

The maximum BBCB drawdown since its inception was -22.48%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for BBCB and ^GSPC.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BBCB vs. ^GSPC - Volatility Comparison

The current volatility for JPMorgan BetaBuilders USD Investment Grade Corporate Bond ETF (BBCB) is 1.65%, while S&P 500 (^GSPC) has a volatility of 4.76%. This indicates that BBCB experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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