BHP vs. RVT
BHP (BHP Group Limited) and RVT (Royce Value Trust Inc.) are both stocks. BHP operates in Other Industrial Metals & Mining (Basic Materials), while RVT operates in Asset Management (Financial Services). Over the past 10 years, BHP returned 23.18%/yr vs 13.17%/yr for RVT. At a 0.38 correlation, their price movements are largely independent.
Performance
BHP vs. RVT - Performance Comparison
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Returns By Period
In the year-to-date period, BHP achieves a 53.40% return, which is significantly higher than RVT's 15.52% return. Over the past 10 years, BHP has outperformed RVT with an annualized return of 23.18%, while RVT has yielded a comparatively lower 13.17% annualized return.
BHP
- 1D
- 3.20%
- 1M
- 7.61%
- YTD
- 53.40%
- 6M
- 55.28%
- 1Y
- 94.96%
- 3Y*
- 19.44%
- 5Y*
- 16.25%
- 10Y*
- 23.18%
RVT
- 1D
- 2.22%
- 1M
- 1.41%
- YTD
- 15.52%
- 6M
- 15.09%
- 1Y
- 33.77%
- 3Y*
- 19.04%
- 5Y*
- 7.50%
- 10Y*
- 13.17%
BHP vs. RVT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BHP BHP Group Limited | 53.40% | 28.91% | -24.64% | 16.50% | 44.34% | 0.91% | 25.37% | 24.50% | 10.55% | 33.87% |
RVT Royce Value Trust Inc. | 15.52% | 11.54% | 17.93% | 18.79% | -26.25% | 32.66% | 18.16% | 35.41% | -20.70% | 30.63% |
Correlation
The correlation between BHP and RVT is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 1987 | 0.38 |
The correlation between BHP and RVT shifts across timeframes, from 0.38 (all time) to 0.50 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
BHP:
$231.09B
RVT:
$2.16B
BHP:
$8.51
RVT:
$4.02
BHP:
10.67
RVT:
4.47
BHP:
2.15
RVT:
12.65
BHP:
4.58
RVT:
1.00
BHP:
$107.64B
RVT:
$170.31M
BHP:
$89.04B
RVT:
$304.06M
BHP:
$52.23B
RVT:
$439.27M
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Return for Risk
BHP vs. RVT — Risk / Return Rank
BHP
RVT
BHP vs. RVT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BHP Group Limited (BHP) and Royce Value Trust Inc. (RVT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BHP | RVT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.29 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 4.57 | 2.58 | +2.00 |
| Martin ratioReturn relative to average drawdown | 16.96 | 9.08 | +7.88 |
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Drawdowns
BHP vs. RVT - Drawdown Comparison
The maximum BHP drawdown since its inception was -76.22%, which is greater than RVT's maximum drawdown of -72.34%. Use the drawdown chart below to compare losses from any high point for BHP and RVT.
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Drawdown Indicators
| BHP | RVT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.22% | -72.34% | -3.88% |
Max Drawdown (1Y)Largest decline over 1 year | -19.80% | -12.19% | -7.61% |
Max Drawdown (3Y)Largest decline over 3 years | -37.21% | -23.48% | -13.73% |
Max Drawdown (5Y)Largest decline over 5 years | -37.21% | -32.79% | -4.42% |
Max Drawdown (10Y)Largest decline over 10 years | -44.29% | -47.18% | +2.89% |
Current DrawdownCurrent decline from peak | -2.50% | -2.59% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -21.28% | -11.29% | -9.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.38% | 3.46% | +1.92% |
Volatility
BHP vs. RVT - Volatility Comparison
BHP Group Limited (BHP) has a higher volatility of 13.72% compared to Royce Value Trust Inc. (RVT) at 6.60%. This indicates that BHP's price experiences larger fluctuations and is considered to be riskier than RVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BHP | RVT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.72% | 6.60% | +7.12% |
Volatility (6M)Calculated over the trailing 6-month period | 26.69% | 13.90% | +12.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.39% | 18.35% | +14.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.44% | 22.50% | +9.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.34% | 22.99% | +9.35% |
Dividends
BHP vs. RVT - Dividend Comparison
BHP's dividend yield for the trailing twelve months is around 2.93%, less than RVT's 8.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BHP BHP Group Limited | 2.93% | 3.64% | 5.98% | 4.98% | 22.44% | 9.98% | 3.67% | 8.59% | 4.89% | 3.61% | 1.68% | 9.38% |
RVT Royce Value Trust Inc. | 8.02% | 8.82% | 8.04% | 7.35% | 9.95% | 8.52% | 6.44% | 7.45% | 10.68% | 7.17% | 7.62% | 10.54% |
Financials
BHP vs. RVT - Financials Comparison
This section allows you to compare key financial metrics between BHP Group Limited and Royce Value Trust Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
BHP and RVT have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BHP has higher volatility (13.72%) compared to RVT (6.60%). In terms of maximum drawdown, BHP dropped -76.22% vs RVT's -72.34%.
BHP currently has the higher Sharpe Ratio (2.80 vs 1.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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