BJ vs. DBB
BJ (BJ's Wholesale Club Holdings, Inc.) is a stock, while DBB (Invesco DB Base Metals Fund) is Metals fund tracking the DBIQ Optimum Yield Industrial Metals Index Excess Return. Over the past 5 years, BJ returned 13.22%/yr vs 7.53%/yr for DBB. Their 0.07 correlation means their historical movements had little consistent relationship.
Performance
BJ vs. DBB - Performance Comparison
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Returns By Period
In the year-to-date period, BJ achieves a 7.35% return, which is significantly lower than DBB's 10.24% return.
BJ
- 1D
- -0.46%
- 1M
- 8.38%
- 6M
- 0.89%
- YTD
- 7.35%
- 1Y
- -10.33%
- 3Y*
- 12.42%
- 5Y*
- 13.22%
- 10Y*
- —
- ALL TIME*
- 20.56%
DBB
- 1D
- 0.40%
- 1M
- 5.55%
- 6M
- 4.72%
- YTD
- 10.24%
- 1Y
- 34.74%
- 3Y*
- 16.09%
- 5Y*
- 7.53%
- 10Y*
- 8.34%
- ALL TIME*
- 1.56%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $139.92M | $148.55M | $192.96M | |
| $4.87M | $4.74M | $8.61M |
BJ vs. DBB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BJ BJ's Wholesale Club Holdings, Inc. | 7.35% | 0.76% | 34.04% | 0.76% | -1.21% | 79.64% | 63.94% | 2.62% | 4.28% |
DBB Invesco DB Base Metals Fund | 10.24% | 25.01% | 7.90% | 1.15% | -11.80% | 28.97% | 15.53% | -1.17% | -12.14% |
Correlation
The correlation between BJ and DBB is -0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.08 |
Correlation (3Y) Balances recent behavior with more history. | 0.02 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.00 |
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 -0.08 (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
BJ
DBB
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.
| BJ | DBB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.20 | ||
| Sortino ratioReturn per unit of downside risk | -2.75 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.32 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.45 | 3.17 | -3.63 |
| Martin ratioReturn relative to average drawdown | -0.74 | 8.57 | -9.31 |
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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
| BJ | DBB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.76% | -60.20% | +21.44% |
Max Drawdown (1Y)Largest decline over 1 year | -22.87% | -11.00% | -11.87% |
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 DrawdownCurrent decline from peak | -19.42% | -5.03% | -14.39% |
Average DrawdownAverage peak-to-trough decline | -12.69% | -30.68% | +17.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.99% | 4.07% | +9.92% |
Volatility
BJ vs. DBB - Volatility Comparison
BJ's Wholesale Club Holdings, Inc. (BJ) has a higher volatility of 7.25% compared to Invesco DB Base Metals Fund (DBB) at 3.28%. 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
| BJ | DBB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.25% | 3.28% | +3.97% |
Volatility (6M)Calculated over the trailing 6-month period | 22.30% | 14.13% | +8.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.05% | 18.80% | +11.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.39% | 20.25% | +12.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.01% | 18.49% | +18.52% |
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 2.37%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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 | 2.37% | 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 -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BJ has higher volatility (7.25%) compared to DBB (3.28%). In terms of maximum drawdown, BJ dropped -38.76% vs DBB's -60.20%.
DBB currently has the higher Sharpe Ratio (1.86 vs -0.35), 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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