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BBDO vs. VUSA.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BBDO and VUSA.L is 0.19, 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

BBDO vs. VUSA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Banco Bradesco S.A. (BBDO) and Vanguard S&P 500 UCITS ETF (VUSA.L). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-16.47%
9.12%
BBDO
VUSA.L

Key characteristics

Sharpe Ratio

BBDO:

-0.27

VUSA.L:

1.87

Sortino Ratio

BBDO:

-0.16

VUSA.L:

2.67

Omega Ratio

BBDO:

0.98

VUSA.L:

1.36

Calmar Ratio

BBDO:

-0.14

VUSA.L:

3.44

Martin Ratio

BBDO:

-0.57

VUSA.L:

13.12

Ulcer Index

BBDO:

16.26%

VUSA.L:

1.64%

Daily Std Dev

BBDO:

34.10%

VUSA.L:

11.60%

Max Drawdown

BBDO:

-66.90%

VUSA.L:

-25.47%

Current Drawdown

BBDO:

-57.46%

VUSA.L:

-2.44%

Returns By Period

In the year-to-date period, BBDO achieves a 19.02% return, which is significantly higher than VUSA.L's 2.11% return. Over the past 10 years, BBDO has underperformed VUSA.L with an annualized return of -2.25%, while VUSA.L has yielded a comparatively higher 15.11% annualized return.


BBDO

YTD

19.02%

1M

8.60%

6M

-13.14%

1Y

-12.37%

5Y*

-10.75%

10Y*

-2.25%

VUSA.L

YTD

2.11%

1M

-1.42%

6M

13.25%

1Y

23.90%

5Y*

14.78%

10Y*

15.11%

*Annualized

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Risk-Adjusted Performance

BBDO vs. VUSA.L — Risk-Adjusted Performance Rank

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

BBDO
The Risk-Adjusted Performance Rank of BBDO is 3232
Overall Rank
The Sharpe Ratio Rank of BBDO is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of BBDO is 2828
Sortino Ratio Rank
The Omega Ratio Rank of BBDO is 2929
Omega Ratio Rank
The Calmar Ratio Rank of BBDO is 3838
Calmar Ratio Rank
The Martin Ratio Rank of BBDO is 3535
Martin Ratio Rank

VUSA.L
The Risk-Adjusted Performance Rank of VUSA.L is 8282
Overall Rank
The Sharpe Ratio Rank of VUSA.L is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of VUSA.L is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VUSA.L is 8080
Omega Ratio Rank
The Calmar Ratio Rank of VUSA.L is 8787
Calmar Ratio Rank
The Martin Ratio Rank of VUSA.L is 8686
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.

BBDO vs. VUSA.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Banco Bradesco S.A. (BBDO) and Vanguard S&P 500 UCITS ETF (VUSA.L). 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 BBDO, currently valued at -0.33, compared to the broader market-2.000.002.00-0.331.87
The chart of Sortino ratio for BBDO, currently valued at -0.27, compared to the broader market-4.00-2.000.002.004.006.00-0.272.59
The chart of Omega ratio for BBDO, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.35
The chart of Calmar ratio for BBDO, currently valued at -0.17, compared to the broader market0.002.004.006.00-0.172.86
The chart of Martin ratio for BBDO, currently valued at -0.68, compared to the broader market-10.000.0010.0020.0030.00-0.6811.11
BBDO
VUSA.L

The current BBDO Sharpe Ratio is -0.27, which is lower than the VUSA.L Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of BBDO and VUSA.L, 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 Ratio-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.33
1.87
BBDO
VUSA.L

Dividends

BBDO vs. VUSA.L - Dividend Comparison

BBDO's dividend yield for the trailing twelve months is around 11.14%, more than VUSA.L's 0.98% yield.


TTM20242023202220212020201920182017201620152014
BBDO
Banco Bradesco S.A.
11.14%7.71%9.59%2.86%6.73%3.33%6.96%4.39%5.55%7.11%13.54%8.43%
VUSA.L
Vanguard S&P 500 UCITS ETF
0.98%1.00%1.24%1.41%1.04%1.44%1.50%1.72%1.61%1.58%1.73%1.50%

Drawdowns

BBDO vs. VUSA.L - Drawdown Comparison

The maximum BBDO drawdown since its inception was -66.90%, which is greater than VUSA.L's maximum drawdown of -25.47%. Use the drawdown chart below to compare losses from any high point for BBDO and VUSA.L. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-57.46%
-0.36%
BBDO
VUSA.L

Volatility

BBDO vs. VUSA.L - Volatility Comparison

Banco Bradesco S.A. (BBDO) has a higher volatility of 11.19% compared to Vanguard S&P 500 UCITS ETF (VUSA.L) at 3.34%. This indicates that BBDO's price experiences larger fluctuations and is considered to be riskier than VUSA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
11.19%
3.34%
BBDO
VUSA.L
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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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