BJ vs. CSPX.L
BJ (BJ's Wholesale Club Holdings, Inc.) is a stock, while CSPX.L (iShares Core S&P 500 UCITS ETF USD (Acc)) is S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, BJ returned 13.81%/yr vs 13.23%/yr for CSPX.L. At a 0.09 correlation, their price movements are largely independent.
Performance
BJ vs. CSPX.L - Performance Comparison
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Returns By Period
In the year-to-date period, BJ achieves a 1.12% return, which is significantly lower than CSPX.L's 8.40% return.
BJ
- 1D
- 0.12%
- 1M
- -4.17%
- YTD
- 1.12%
- 6M
- -2.28%
- 1Y
- -16.98%
- 3Y*
- 13.85%
- 5Y*
- 13.81%
- 10Y*
- —
CSPX.L
- 1D
- 2.02%
- 1M
- 0.42%
- YTD
- 8.40%
- 6M
- 9.68%
- 1Y
- 24.50%
- 3Y*
- 20.75%
- 5Y*
- 13.23%
- 10Y*
- 15.24%
BJ vs. CSPX.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BJ BJ's Wholesale Club Holdings, Inc. | 1.12% | 0.76% | 34.04% | 0.76% | -1.21% | 79.64% | 63.94% | 2.62% | 4.28% |
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 8.40% | 17.45% | 25.25% | 26.74% | -18.72% | 29.35% | 17.62% | 30.55% | -7.32% |
Correlation
The correlation between BJ and CSPX.L is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2018 | 0.09 |
The correlation between BJ and CSPX.L shifts across timeframes, from -0.14 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BJ vs. CSPX.L — Risk / Return Rank
BJ
CSPX.L
BJ vs. CSPX.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BJ's Wholesale Club Holdings, Inc. (BJ) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L). 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.
| BJ | CSPX.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.60 | ||
| Sortino ratioReturn per unit of downside risk | -3.63 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.36 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.64 | 2.98 | -3.62 |
| Martin ratioReturn relative to average drawdown | -1.02 | 12.45 | -13.46 |
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Drawdowns
BJ vs. CSPX.L - Drawdown Comparison
The maximum BJ drawdown since its inception was -38.76%, which is greater than CSPX.L's maximum drawdown of -33.90%. Use the drawdown chart below to compare losses from any high point for BJ and CSPX.L.
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Drawdown Indicators
| BJ | CSPX.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.76% | -33.90% | -4.86% |
Max Drawdown (1Y)Largest decline over 1 year | -26.66% | -8.17% | -18.49% |
Max Drawdown (3Y)Largest decline over 3 years | -29.80% | -18.50% | -11.30% |
Max Drawdown (5Y)Largest decline over 5 years | -29.80% | -24.39% | -5.41% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.90% | — |
Current DrawdownCurrent decline from peak | -24.10% | -2.27% | -21.83% |
Average DrawdownAverage peak-to-trough decline | -12.49% | -3.72% | -8.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.75% | 1.96% | +14.79% |
Volatility
BJ vs. CSPX.L - Volatility Comparison
BJ's Wholesale Club Holdings, Inc. (BJ) has a higher volatility of 11.68% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) at 4.01%. This indicates that BJ's price experiences larger fluctuations and is considered to be riskier than CSPX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BJ | CSPX.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.68% | 4.01% | +7.67% |
Volatility (6M)Calculated over the trailing 6-month period | 22.77% | 9.03% | +13.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.80% | 12.04% | +17.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.31% | 16.03% | +16.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.15% | 16.22% | +20.93% |
Dividends
BJ vs. CSPX.L - Dividend Comparison
Neither BJ nor CSPX.L has paid dividends to shareholders.
Frequently Asked Questions
BJ and CSPX.L have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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