BDT.TO vs. VFV.TO
Compare and contrast key facts about Bird Construction Inc. (BDT.TO) and Vanguard S&P 500 Index ETF (VFV.TO).
VFV.TO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Nov 2, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BDT.TO or VFV.TO.
Key characteristics
| BDT.TO | VFV.TO | |
|---|---|---|
| YTD Return | 102.67% | 33.13% |
| 1Y Return | 153.15% | 38.56% |
| 3Y Return (Ann) | 45.58% | 13.85% |
| 5Y Return (Ann) | 40.38% | 16.82% |
| 10Y Return (Ann) | 15.09% | 15.53% |
| Sharpe Ratio | 3.72 | 3.47 |
| Sortino Ratio | 4.38 | 4.81 |
| Omega Ratio | 1.56 | 1.66 |
| Calmar Ratio | 7.18 | 5.06 |
| Martin Ratio | 22.49 | 24.64 |
| Ulcer Index | 6.67% | 1.56% |
| Daily Std Dev | 40.28% | 11.11% |
| Max Drawdown | -76.14% | -27.43% |
| Current Drawdown | -12.18% | -0.21% |
Correlation
The correlation between BDT.TO and VFV.TO is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
BDT.TO vs. VFV.TO - Performance Comparison
In the year-to-date period, BDT.TO achieves a 102.67% return, which is significantly higher than VFV.TO's 33.13% return. Both investments have delivered pretty close results over the past 10 years, with BDT.TO having a 15.09% annualized return and VFV.TO not far ahead at 15.53%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BDT.TO vs. VFV.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bird Construction Inc. (BDT.TO) and Vanguard S&P 500 Index ETF (VFV.TO). 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.
Dividends
BDT.TO vs. VFV.TO - Dividend Comparison
BDT.TO's dividend yield for the trailing twelve months is around 1.96%, more than VFV.TO's 0.99% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDT.TO Bird Construction Inc. | 1.96% | 3.20% | 4.80% | 3.97% | 4.88% | 5.45% | 6.38% | 3.85% | 8.38% | 5.84% | 6.84% | 5.79% |
VFV.TO Vanguard S&P 500 Index ETF | 0.99% | 1.20% | 1.31% | 1.06% | 1.33% | 1.55% | 1.68% | 1.50% | 1.66% | 1.63% | 1.48% | 1.42% |
Drawdowns
BDT.TO vs. VFV.TO - Drawdown Comparison
The maximum BDT.TO drawdown since its inception was -76.14%, which is greater than VFV.TO's maximum drawdown of -27.43%. Use the drawdown chart below to compare losses from any high point for BDT.TO and VFV.TO. For additional features, visit the drawdowns tool.
Volatility
BDT.TO vs. VFV.TO - Volatility Comparison
Bird Construction Inc. (BDT.TO) has a higher volatility of 13.52% compared to Vanguard S&P 500 Index ETF (VFV.TO) at 3.79%. This indicates that BDT.TO's price experiences larger fluctuations and is considered to be riskier than VFV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.