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BBWI vs. YALL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BBWI and YALL is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

BBWI vs. YALL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bath & Body Works, Inc. (BBWI) and God Bless America ETF (YALL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BBWI:

-0.79

YALL:

1.04

Sortino Ratio

BBWI:

-1.00

YALL:

1.56

Omega Ratio

BBWI:

0.88

YALL:

1.20

Calmar Ratio

BBWI:

-0.63

YALL:

1.09

Martin Ratio

BBWI:

-1.18

YALL:

3.95

Ulcer Index

BBWI:

34.50%

YALL:

5.44%

Daily Std Dev

BBWI:

54.94%

YALL:

21.57%

Max Drawdown

BBWI:

-88.22%

YALL:

-19.72%

Current Drawdown

BBWI:

-61.60%

YALL:

-1.91%

Returns By Period

In the year-to-date period, BBWI achieves a -27.11% return, which is significantly lower than YALL's 6.09% return.


BBWI

YTD

-27.11%

1M

-9.84%

6M

-22.02%

1Y

-44.67%

3Y*

-9.92%

5Y*

18.29%

10Y*

-5.52%

YALL

YTD

6.09%

1M

4.57%

6M

0.64%

1Y

21.08%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Bath & Body Works, Inc.

God Bless America ETF

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

Risk-Adjusted Performance

BBWI vs. YALL — Risk-Adjusted Performance Rank

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

BBWI
The Risk-Adjusted Performance Rank of BBWI is 1313
Overall Rank
The Sharpe Ratio Rank of BBWI is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of BBWI is 1212
Sortino Ratio Rank
The Omega Ratio Rank of BBWI is 1414
Omega Ratio Rank
The Calmar Ratio Rank of BBWI is 1111
Calmar Ratio Rank
The Martin Ratio Rank of BBWI is 1717
Martin Ratio Rank

YALL
The Risk-Adjusted Performance Rank of YALL is 7979
Overall Rank
The Sharpe Ratio Rank of YALL is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of YALL is 8080
Sortino Ratio Rank
The Omega Ratio Rank of YALL is 7878
Omega Ratio Rank
The Calmar Ratio Rank of YALL is 8181
Calmar Ratio Rank
The Martin Ratio Rank of YALL is 7878
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.

BBWI vs. YALL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bath & Body Works, Inc. (BBWI) and God Bless America ETF (YALL). 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 BBWI Sharpe Ratio is -0.79, which is lower than the YALL Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of BBWI and YALL, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

BBWI vs. YALL - Dividend Comparison

BBWI's dividend yield for the trailing twelve months is around 2.84%, more than YALL's 0.47% yield.


TTM20242023202220212020201920182017201620152014
BBWI
Bath & Body Works, Inc.
2.84%2.06%1.85%1.90%0.60%0.81%6.62%9.35%3.99%6.68%4.18%2.73%
YALL
God Bless America ETF
0.47%0.50%3.51%0.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BBWI vs. YALL - Drawdown Comparison

The maximum BBWI drawdown since its inception was -88.22%, which is greater than YALL's maximum drawdown of -19.72%. Use the drawdown chart below to compare losses from any high point for BBWI and YALL.


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

Volatility

BBWI vs. YALL - Volatility Comparison

Bath & Body Works, Inc. (BBWI) has a higher volatility of 14.99% compared to God Bless America ETF (YALL) at 4.77%. This indicates that BBWI's price experiences larger fluctuations and is considered to be riskier than YALL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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