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BJ vs. DBB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BJ vs. DBB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BJ's Wholesale Club Holdings, Inc. (BJ) and Invesco DB Base Metals Fund (DBB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BJ achieves a -0.36% return, which is significantly lower than DBB's 7.32% return.


BJ

1D
-0.45%
1M
-1.46%
6M
-5.97%
YTD
-0.36%
1Y
-16.50%
3Y*
12.66%
5Y*
13.43%
10Y*

DBB

1D
0.57%
1M
-4.31%
6M
1.99%
YTD
7.32%
1Y
31.78%
3Y*
15.16%
5Y*
7.41%
10Y*
8.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BJ vs. DBB - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BJ
BJ's Wholesale Club Holdings, Inc.
-0.36%0.76%34.04%0.76%-1.21%79.64%63.94%2.62%4.28%
DBB
Invesco DB Base Metals Fund
7.32%25.01%7.90%1.15%-11.80%28.97%15.53%-1.17%-12.14%

Correlation

The correlation between BJ and DBB is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.03

Correlation (5Y)
Calculated over the trailing 5-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2018

0.07

The correlation between BJ and DBB shifts across timeframes, from -0.07 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BJ vs. DBB — Risk / Return Rank

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

BJ
BJ Risk / Return Rank: 2020
Overall Rank
BJ Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
BJ Sortino Ratio Rank: 2020
Sortino Ratio Rank
BJ Omega Ratio Rank: 2121
Omega Ratio Rank
BJ Calmar Ratio Rank: 1818
Calmar Ratio Rank
BJ Martin Ratio Rank: 1919
Martin Ratio Rank

DBB
DBB Risk / Return Rank: 6464
Overall Rank
DBB Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
DBB Sortino Ratio Rank: 6060
Sortino Ratio Rank
DBB Omega Ratio Rank: 6060
Omega Ratio Rank
DBB Calmar Ratio Rank: 7272
Calmar Ratio Rank
DBB Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BJ vs. DBB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BJ's Wholesale Club Holdings, Inc. (BJ) and Invesco DB Base Metals Fund (DBB). 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.


BJDBBDifference
Sharpe ratioReturn per unit of total volatility

-2.25

Sortino ratioReturn per unit of downside risk

-2.90

Omega ratioGain probability vs. loss probability

0.93

1.29

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.70

2.90

-3.60

Martin ratioReturn relative to average drawdown

-1.14

8.51

-9.65

BJ vs. DBB - Sharpe Ratio Comparison

The current BJ Sharpe Ratio is -0.56, which is lower than the DBB Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of BJ and DBB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BJ vs. DBB - Drawdown Comparison

The maximum BJ drawdown since its inception was -38.76%, smaller than the maximum DBB drawdown of -60.20%. Use the drawdown chart below to compare losses from any high point for BJ and DBB.


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Drawdown Indicators


BJDBBDifference

Max Drawdown

Largest peak-to-trough decline

-38.76%

-60.20%

+21.44%

Max Drawdown (1Y)

Largest decline over 1 year

-23.79%

-11.00%

-12.79%

Max Drawdown (3Y)

Largest decline over 3 years

-30.12%

-16.59%

-13.53%

Max Drawdown (5Y)

Largest decline over 5 years

-30.12%

-35.00%

+4.88%

Max Drawdown (10Y)

Largest decline over 10 years

-37.98%

Current Drawdown

Current decline from peak

-25.20%

-7.55%

-17.65%

Average Drawdown

Average peak-to-trough decline

-12.63%

-30.76%

+18.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.57%

3.74%

+10.83%

Volatility

BJ vs. DBB - Volatility Comparison

BJ's Wholesale Club Holdings, Inc. (BJ) has a higher volatility of 8.63% compared to Invesco DB Base Metals Fund (DBB) at 5.66%. This indicates that BJ's price experiences larger fluctuations and is considered to be riskier than DBB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BJDBBDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.63%

5.66%

+2.97%

Volatility (6M)

Calculated over the trailing 6-month period

22.90%

15.37%

+7.53%

Volatility (1Y)

Calculated over the trailing 1-year period

29.82%

18.83%

+10.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.42%

20.30%

+12.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.08%

18.50%

+18.58%

Dividends

BJ vs. DBB - Dividend Comparison

BJ has not paid dividends to shareholders, while DBB's dividend yield for the trailing twelve months is around 2.44%.


PositionTTM20252024202320222021202020192018
BJ
BJ's Wholesale Club Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DBB
Invesco DB Base Metals Fund
2.44%2.61%4.75%7.21%0.94%0.00%0.00%1.83%1.59%

Frequently Asked Questions


BJ and DBB have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BJ has higher volatility (8.63%) compared to DBB (5.66%). In terms of maximum drawdown, BJ dropped -38.76% vs DBB's -60.20%.

DBB currently has the higher Sharpe Ratio (1.70 vs -0.56), 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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