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

Key characteristics


BBYVOO
YTD Return-2.81%6.29%
1Y Return7.72%23.54%
3Y Return (Ann)-10.80%8.12%
5Y Return (Ann)4.07%13.59%
10Y Return (Ann)15.72%12.55%
Sharpe Ratio0.282.05
Daily Std Dev26.83%11.71%
Max Drawdown-80.90%-33.99%
Current Drawdown-39.07%-3.86%

Correlation

-0.50.00.51.00.5

The correlation between BBY and VOO is 0.50, 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

BBY vs. VOO - Performance Comparison

In the year-to-date period, BBY achieves a -2.81% return, which is significantly lower than VOO's 6.29% return. Over the past 10 years, BBY has outperformed VOO with an annualized return of 15.72%, while VOO has yielded a comparatively lower 12.55% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%NovemberDecember2024FebruaryMarchApril
8.46%
16.38%
BBY
VOO

Compare stocks, funds, or ETFs

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


Best Buy Co., Inc.

Vanguard S&P 500 ETF

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.


BBY
Sharpe ratio
The chart of Sharpe ratio for BBY, currently valued at 0.28, compared to the broader market-2.00-1.000.001.002.003.000.28
Sortino ratio
The chart of Sortino ratio for BBY, currently valued at 0.63, compared to the broader market-4.00-2.000.002.004.006.000.63
Omega ratio
The chart of Omega ratio for BBY, currently valued at 1.07, compared to the broader market0.501.001.501.07
Calmar ratio
The chart of Calmar ratio for BBY, currently valued at 0.15, compared to the broader market0.001.002.003.004.005.000.15
Martin ratio
The chart of Martin ratio for BBY, currently valued at 0.71, compared to the broader market-10.000.0010.0020.0030.000.71
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.05, compared to the broader market-2.00-1.000.001.002.003.002.05
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 2.95, compared to the broader market-4.00-2.000.002.004.006.002.95
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.36, compared to the broader market0.501.001.501.36
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 1.75, compared to the broader market0.001.002.003.004.005.001.75
Martin ratio
The chart of Martin ratio for VOO, currently valued at 8.62, compared to the broader market-10.000.0010.0020.0030.008.62

BBY vs. VOO - Sharpe Ratio Comparison

The current BBY Sharpe Ratio is 0.28, which is lower than the VOO Sharpe Ratio of 2.05. The chart below compares the 12-month rolling Sharpe Ratio of BBY and VOO.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
0.28
2.05
BBY
VOO

Dividends

BBY vs. VOO - Dividend Comparison

BBY's dividend yield for the trailing twelve months is around 4.92%, more than VOO's 1.39% yield.


TTM20232022202120202019201820172016201520142013
BBY
Best Buy Co., Inc.
4.92%4.70%4.39%2.76%2.20%2.28%3.40%1.99%3.68%4.67%1.80%1.66%
VOO
Vanguard S&P 500 ETF
1.39%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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-39.07%
-3.86%
BBY
VOO

Volatility

BBY vs. VOO - Volatility Comparison

Best Buy Co., Inc. (BBY) has a higher volatility of 7.91% compared to Vanguard S&P 500 ETF (VOO) at 3.44%. 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.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2024FebruaryMarchApril
7.91%
3.44%
BBY
VOO