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

Correlation

The correlation between BCH and VOO is 0.40, 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.


-0.50.00.51.00.4

Performance

BCH vs. VOO - Performance Comparison

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

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-2.41%
7.93%
BCH
VOO

Key characteristics

Sharpe Ratio

BCH:

0.32

VOO:

2.04

Sortino Ratio

BCH:

0.59

VOO:

2.72

Omega Ratio

BCH:

1.07

VOO:

1.38

Calmar Ratio

BCH:

0.48

VOO:

3.02

Martin Ratio

BCH:

1.26

VOO:

13.60

Ulcer Index

BCH:

5.22%

VOO:

1.88%

Daily Std Dev

BCH:

20.52%

VOO:

12.52%

Max Drawdown

BCH:

-57.66%

VOO:

-33.99%

Current Drawdown

BCH:

-11.43%

VOO:

-3.52%

Returns By Period

In the year-to-date period, BCH achieves a 6.28% return, which is significantly lower than VOO's 24.65% return. Over the past 10 years, BCH has underperformed VOO with an annualized return of 6.32%, while VOO has yielded a comparatively higher 13.02% annualized return.


BCH

YTD

6.28%

1M

-1.94%

6M

-2.41%

1Y

9.07%

5Y*

7.77%

10Y*

6.32%

VOO

YTD

24.65%

1M

-0.29%

6M

7.63%

1Y

24.77%

5Y*

14.57%

10Y*

13.02%

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Risk-Adjusted Performance

BCH vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Banco de Chile (BCH) 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 BCH, currently valued at 0.32, compared to the broader market-4.00-2.000.002.000.321.98
The chart of Sortino ratio for BCH, currently valued at 0.59, compared to the broader market-4.00-2.000.002.004.000.592.65
The chart of Omega ratio for BCH, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.37
The chart of Calmar ratio for BCH, currently valued at 0.48, compared to the broader market0.002.004.006.000.482.93
The chart of Martin ratio for BCH, currently valued at 1.26, compared to the broader market0.0010.0020.001.2613.12
BCH
VOO

The current BCH Sharpe Ratio is 0.32, which is lower than the VOO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of BCH 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
0.32
1.98
BCH
VOO

Dividends

BCH vs. VOO - Dividend Comparison

BCH's dividend yield for the trailing twelve months is around 7.45%, more than VOO's 1.26% yield.


TTM20232022202120202019201820172016201520142013
BCH
Banco de Chile
7.45%9.01%6.39%3.86%4.10%5.04%3.63%2.86%4.35%5.78%5.58%5.51%
VOO
Vanguard S&P 500 ETF
0.92%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

BCH vs. VOO - Drawdown Comparison

The maximum BCH drawdown since its inception was -57.66%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BCH and VOO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.43%
-3.52%
BCH
VOO

Volatility

BCH vs. VOO - Volatility Comparison

Banco de Chile (BCH) has a higher volatility of 5.94% compared to Vanguard S&P 500 ETF (VOO) at 3.56%. This indicates that BCH'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%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
5.94%
3.56%
BCH
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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