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

Correlation

The correlation between BBY and VOO is 0.49, 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. VOO - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-3.43%
8.89%
BBY
VOO

Key characteristics

Sharpe Ratio

BBY:

0.56

VOO:

2.21

Sortino Ratio

BBY:

1.19

VOO:

2.93

Omega Ratio

BBY:

1.14

VOO:

1.41

Calmar Ratio

BBY:

0.41

VOO:

3.25

Martin Ratio

BBY:

2.22

VOO:

14.47

Ulcer Index

BBY:

8.13%

VOO:

1.90%

Daily Std Dev

BBY:

32.22%

VOO:

12.43%

Max Drawdown

BBY:

-80.90%

VOO:

-33.99%

Current Drawdown

BBY:

-28.51%

VOO:

-2.87%

Returns By Period

In the year-to-date period, BBY achieves a 14.03% return, which is significantly lower than VOO's 25.49% return. Over the past 10 years, BBY has underperformed VOO with an annualized return of 11.85%, while VOO has yielded a comparatively higher 13.04% annualized return.


BBY

YTD

14.03%

1M

-0.35%

6M

-3.43%

1Y

17.73%

5Y*

3.31%

10Y*

11.85%

VOO

YTD

25.49%

1M

0.01%

6M

8.65%

1Y

27.45%

5Y*

14.70%

10Y*

13.04%

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Risk-Adjusted Performance

BBY vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Best Buy Co., Inc. (BBY) and Vanguard S&P 500 ETF (VOO). 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 0.56, compared to the broader market-4.00-2.000.002.000.562.21
The chart of Sortino ratio for BBY, currently valued at 1.19, compared to the broader market-4.00-2.000.002.004.001.192.93
The chart of Omega ratio for BBY, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.41
The chart of Calmar ratio for BBY, currently valued at 0.41, compared to the broader market0.002.004.006.000.413.25
The chart of Martin ratio for BBY, currently valued at 2.22, compared to the broader market-5.000.005.0010.0015.0020.0025.002.2214.47
BBY
VOO

The current BBY Sharpe Ratio is 0.56, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of BBY and VOO, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.56
2.21
BBY
VOO

Dividends

BBY vs. VOO - Dividend Comparison

BBY's dividend yield for the trailing twelve months is around 4.40%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
BBY
Best Buy Co., Inc.
4.40%4.70%4.39%2.76%2.20%2.28%3.40%1.99%3.68%4.70%1.85%1.71%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

BBY vs. VOO - Drawdown Comparison

The maximum BBY drawdown since its inception was -80.90%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BBY and VOO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-28.51%
-2.87%
BBY
VOO

Volatility

BBY vs. VOO - Volatility Comparison

Best Buy Co., Inc. (BBY) has a higher volatility of 9.08% compared to Vanguard S&P 500 ETF (VOO) at 3.64%. This indicates that BBY's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
9.08%
3.64%
BBY
VOO
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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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