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

Correlation

The correlation between BBWI and YALL is 0.40, 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.


-0.50.00.51.00.4

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.

-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
14.06%
6.74%
BBWI
YALL

Key characteristics

Sharpe Ratio

BBWI:

-0.21

YALL:

1.85

Sortino Ratio

BBWI:

-0.00

YALL:

2.58

Omega Ratio

BBWI:

1.00

YALL:

1.32

Calmar Ratio

BBWI:

-0.14

YALL:

3.41

Martin Ratio

BBWI:

-0.33

YALL:

9.75

Ulcer Index

BBWI:

28.04%

YALL:

3.05%

Daily Std Dev

BBWI:

44.06%

YALL:

16.07%

Max Drawdown

BBWI:

-88.22%

YALL:

-12.03%

Current Drawdown

BBWI:

-45.18%

YALL:

-4.05%

Returns By Period

In the year-to-date period, BBWI achieves a 4.05% return, which is significantly higher than YALL's 2.61% return.


BBWI

YTD

4.05%

1M

8.18%

6M

19.99%

1Y

-11.25%

5Y*

17.39%

10Y*

-2.70%

YALL

YTD

2.61%

1M

-2.02%

6M

8.80%

1Y

30.96%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 3535
Overall Rank
The Sharpe Ratio Rank of BBWI is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of BBWI is 3232
Sortino Ratio Rank
The Omega Ratio Rank of BBWI is 3333
Omega Ratio Rank
The Calmar Ratio Rank of BBWI is 3737
Calmar Ratio Rank
The Martin Ratio Rank of BBWI is 3939
Martin Ratio Rank

YALL
The Risk-Adjusted Performance Rank of YALL is 7878
Overall Rank
The Sharpe Ratio Rank of YALL is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of YALL is 7777
Sortino Ratio Rank
The Omega Ratio Rank of YALL is 7373
Omega Ratio Rank
The Calmar Ratio Rank of YALL is 8787
Calmar Ratio Rank
The Martin Ratio Rank of YALL is 7575
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.


Sharpe ratio
The chart of Sharpe ratio for BBWI, currently valued at -0.21, compared to the broader market-2.000.002.00-0.211.85
The chart of Sortino ratio for BBWI, currently valued at -0.00, compared to the broader market-4.00-2.000.002.004.006.00-0.002.58
The chart of Omega ratio for BBWI, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.32
The chart of Calmar ratio for BBWI, currently valued at -0.19, compared to the broader market0.002.004.006.00-0.193.41
The chart of Martin ratio for BBWI, currently valued at -0.33, compared to the broader market-10.000.0010.0020.0030.00-0.339.75
BBWI
YALL

The current BBWI Sharpe Ratio is -0.21, which is lower than the YALL Sharpe Ratio of 1.85. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.21
1.85
BBWI
YALL

Dividends

BBWI vs. YALL - Dividend Comparison

BBWI's dividend yield for the trailing twelve months is around 1.98%, more than YALL's 0.48% yield.


TTM20242023202220212020201920182017201620152014
BBWI
Bath & Body Works, Inc.
1.49%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
0.48%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 -12.03%. Use the drawdown chart below to compare losses from any high point for BBWI and YALL. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-21.02%
-4.05%
BBWI
YALL

Volatility

BBWI vs. YALL - Volatility Comparison

Bath & Body Works, Inc. (BBWI) has a higher volatility of 12.73% compared to God Bless America ETF (YALL) at 3.40%. 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.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
12.73%
3.40%
BBWI
YALL
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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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