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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.


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.

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Key characteristics

Sharpe Ratio

BCH:

1.73

VOO:

0.60

Sortino Ratio

BCH:

2.37

VOO:

0.88

Omega Ratio

BCH:

1.29

VOO:

1.13

Calmar Ratio

BCH:

2.71

VOO:

0.56

Martin Ratio

BCH:

6.41

VOO:

2.13

Ulcer Index

BCH:

5.76%

VOO:

4.91%

Daily Std Dev

BCH:

21.93%

VOO:

19.46%

Max Drawdown

BCH:

-57.66%

VOO:

-33.99%

Current Drawdown

BCH:

-2.49%

VOO:

-5.22%

Returns By Period

In the year-to-date period, BCH achieves a 47.38% return, which is significantly higher than VOO's -0.85% return. Over the past 10 years, BCH has underperformed VOO with an annualized return of 9.74%, while VOO has yielded a comparatively higher 12.64% annualized return.


BCH

YTD

47.38%

1M

5.50%

6M

42.78%

1Y

37.67%

3Y*

26.18%

5Y*

21.56%

10Y*

9.74%

VOO

YTD

-0.85%

1M

8.20%

6M

-2.10%

1Y

11.60%

3Y*

15.45%

5Y*

16.18%

10Y*

12.64%

*Annualized

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Banco de Chile

Vanguard S&P 500 ETF

Risk-Adjusted Performance

BCH vs. VOO — Risk-Adjusted Performance Rank

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

BCH
The Risk-Adjusted Performance Rank of BCH is 9191
Overall Rank
The Sharpe Ratio Rank of BCH is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of BCH is 9090
Sortino Ratio Rank
The Omega Ratio Rank of BCH is 8787
Omega Ratio Rank
The Calmar Ratio Rank of BCH is 9696
Calmar Ratio Rank
The Martin Ratio Rank of BCH is 9090
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6161
Overall Rank
The Sharpe Ratio Rank of VOO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6262
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.

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.


The current BCH Sharpe Ratio is 1.73, which is higher than the VOO Sharpe Ratio of 0.60. 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.


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Dividends

BCH vs. VOO - Dividend Comparison

BCH's dividend yield for the trailing twelve months is around 6.81%, more than VOO's 1.31% yield.


TTM20242023202220212020201920182017201620152014
BCH
Banco de Chile
6.81%7.46%9.01%6.39%3.86%4.10%5.04%3.63%2.86%4.35%5.78%5.58%
VOO
Vanguard S&P 500 ETF
1.31%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

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.


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Volatility

BCH vs. VOO - Volatility Comparison

Banco de Chile (BCH) has a higher volatility of 6.43% compared to Vanguard S&P 500 ETF (VOO) at 4.44%. 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.


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