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BHP vs. VZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BHP and VZ is 0.27, 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.


-0.50.00.51.00.3

Performance

BHP vs. VZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BHP Group (BHP) and Verizon Communications Inc. (VZ). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-12.03%
3.22%
BHP
VZ

Key characteristics

Sharpe Ratio

BHP:

-0.92

VZ:

0.66

Sortino Ratio

BHP:

-1.23

VZ:

1.03

Omega Ratio

BHP:

0.86

VZ:

1.14

Calmar Ratio

BHP:

-0.93

VZ:

0.49

Martin Ratio

BHP:

-1.53

VZ:

3.18

Ulcer Index

BHP:

15.23%

VZ:

4.38%

Daily Std Dev

BHP:

25.38%

VZ:

21.18%

Max Drawdown

BHP:

-75.95%

VZ:

-50.66%

Current Drawdown

BHP:

-25.10%

VZ:

-17.73%

Fundamentals

Market Cap

BHP:

$130.09B

VZ:

$171.67B

EPS

BHP:

$3.11

VZ:

$2.31

PE Ratio

BHP:

16.40

VZ:

17.65

PEG Ratio

BHP:

0.00

VZ:

1.08

Total Revenue (TTM)

BHP:

$55.53B

VZ:

$134.24B

Gross Profit (TTM)

BHP:

$19.00B

VZ:

$80.47B

EBITDA (TTM)

BHP:

$22.03B

VZ:

$38.87B

Returns By Period

In the year-to-date period, BHP achieves a -24.47% return, which is significantly lower than VZ's 13.85% return. Over the past 10 years, BHP has outperformed VZ with an annualized return of 7.98%, while VZ has yielded a comparatively lower 3.54% annualized return.


BHP

YTD

-24.47%

1M

-7.10%

6M

-12.03%

1Y

-21.86%

5Y*

6.09%

10Y*

7.98%

VZ

YTD

13.85%

1M

-4.76%

6M

3.63%

1Y

14.24%

5Y*

-3.11%

10Y*

3.54%

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Risk-Adjusted Performance

BHP vs. VZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BHP Group (BHP) and Verizon Communications Inc. (VZ). 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 BHP, currently valued at -0.92, compared to the broader market-4.00-2.000.002.00-0.920.67
The chart of Sortino ratio for BHP, currently valued at -1.23, compared to the broader market-4.00-2.000.002.004.00-1.231.05
The chart of Omega ratio for BHP, currently valued at 0.86, compared to the broader market0.501.001.502.000.861.14
The chart of Calmar ratio for BHP, currently valued at -0.93, compared to the broader market0.002.004.006.00-0.930.50
The chart of Martin ratio for BHP, currently valued at -1.53, compared to the broader market0.0010.0020.00-1.533.22
BHP
VZ

The current BHP Sharpe Ratio is -0.92, which is lower than the VZ Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of BHP and VZ, 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 Ratio-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
-0.92
0.67
BHP
VZ

Dividends

BHP vs. VZ - Dividend Comparison

BHP's dividend yield for the trailing twelve months is around 5.97%, less than VZ's 6.64% yield.


TTM20232022202120202019201820172016201520142013
BHP
BHP Group
5.97%4.98%10.27%9.98%3.67%8.59%4.89%3.61%1.68%9.32%5.11%3.40%
VZ
Verizon Communications Inc.
6.64%6.96%6.53%4.86%4.21%3.95%4.22%4.39%4.26%4.79%4.57%4.22%

Drawdowns

BHP vs. VZ - Drawdown Comparison

The maximum BHP drawdown since its inception was -75.95%, which is greater than VZ's maximum drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for BHP and VZ. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-25.10%
-17.73%
BHP
VZ

Volatility

BHP vs. VZ - Volatility Comparison

BHP Group (BHP) has a higher volatility of 7.43% compared to Verizon Communications Inc. (VZ) at 5.75%. This indicates that BHP's price experiences larger fluctuations and is considered to be riskier than VZ 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%12.00%JulyAugustSeptemberOctoberNovemberDecember
7.43%
5.75%
BHP
VZ

Financials

BHP vs. VZ - Financials Comparison

This section allows you to compare key financial metrics between BHP Group and Verizon Communications 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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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