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BBY vs. SPLG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BBY and SPLG is 0.47, 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.


-0.50.00.51.00.5

Performance

BBY vs. SPLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Best Buy Co., Inc. (BBY) and SPDR Portfolio S&P 500 ETF (SPLG). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
-4.77%
7.15%
BBY
SPLG

Key characteristics

Sharpe Ratio

BBY:

0.54

SPLG:

2.04

Sortino Ratio

BBY:

1.15

SPLG:

2.73

Omega Ratio

BBY:

1.13

SPLG:

1.38

Calmar Ratio

BBY:

0.40

SPLG:

3.09

Martin Ratio

BBY:

1.98

SPLG:

12.94

Ulcer Index

BBY:

8.86%

SPLG:

2.01%

Daily Std Dev

BBY:

32.52%

SPLG:

12.72%

Max Drawdown

BBY:

-80.90%

SPLG:

-54.52%

Current Drawdown

BBY:

-30.46%

SPLG:

-2.19%

Returns By Period

In the year-to-date period, BBY achieves a -3.02% return, which is significantly lower than SPLG's 1.13% return. Both investments have delivered pretty close results over the past 10 years, with BBY having a 12.96% annualized return and SPLG not far ahead at 13.51%.


BBY

YTD

-3.02%

1M

-5.03%

6M

-4.77%

1Y

20.82%

5Y*

2.23%

10Y*

12.96%

SPLG

YTD

1.13%

1M

-2.00%

6M

7.15%

1Y

26.46%

5Y*

14.15%

10Y*

13.51%

*Annualized

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Risk-Adjusted Performance

BBY vs. SPLG — Risk-Adjusted Performance Rank

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

BBY
The Risk-Adjusted Performance Rank of BBY is 6666
Overall Rank
The Sharpe Ratio Rank of BBY is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of BBY is 6666
Sortino Ratio Rank
The Omega Ratio Rank of BBY is 6262
Omega Ratio Rank
The Calmar Ratio Rank of BBY is 6666
Calmar Ratio Rank
The Martin Ratio Rank of BBY is 6969
Martin Ratio Rank

SPLG
The Risk-Adjusted Performance Rank of SPLG is 8383
Overall Rank
The Sharpe Ratio Rank of SPLG is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of SPLG is 8181
Sortino Ratio Rank
The Omega Ratio Rank of SPLG is 8282
Omega Ratio Rank
The Calmar Ratio Rank of SPLG is 8383
Calmar Ratio Rank
The Martin Ratio Rank of SPLG is 8585
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.

BBY vs. SPLG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Best Buy Co., Inc. (BBY) and SPDR Portfolio S&P 500 ETF (SPLG). 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 BBY, currently valued at 0.54, compared to the broader market-2.000.002.000.542.04
The chart of Sortino ratio for BBY, currently valued at 1.15, compared to the broader market-4.00-2.000.002.004.001.152.73
The chart of Omega ratio for BBY, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.38
The chart of Calmar ratio for BBY, currently valued at 0.40, compared to the broader market0.002.004.006.000.403.09
The chart of Martin ratio for BBY, currently valued at 1.98, compared to the broader market-30.00-20.00-10.000.0010.0020.001.9812.94
BBY
SPLG

The current BBY Sharpe Ratio is 0.54, which is lower than the SPLG Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of BBY and SPLG, 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.54
2.04
BBY
SPLG

Dividends

BBY vs. SPLG - Dividend Comparison

BBY's dividend yield for the trailing twelve months is around 4.52%, more than SPLG's 1.26% yield.


TTM20242023202220212020201920182017201620152014
BBY
Best Buy Co., Inc.
4.52%4.38%4.70%4.39%2.76%2.20%2.28%3.40%1.99%3.68%4.70%1.85%
SPLG
SPDR Portfolio S&P 500 ETF
1.26%1.28%1.44%1.69%1.25%1.54%1.79%2.23%1.75%1.97%1.98%1.79%

Drawdowns

BBY vs. SPLG - Drawdown Comparison

The maximum BBY drawdown since its inception was -80.90%, which is greater than SPLG's maximum drawdown of -54.52%. Use the drawdown chart below to compare losses from any high point for BBY and SPLG. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-30.46%
-2.19%
BBY
SPLG

Volatility

BBY vs. SPLG - Volatility Comparison

Best Buy Co., Inc. (BBY) has a higher volatility of 6.68% compared to SPDR Portfolio S&P 500 ETF (SPLG) at 4.95%. This indicates that BBY's price experiences larger fluctuations and is considered to be riskier than SPLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
6.68%
4.95%
BBY
SPLG
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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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