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 13.43%/yr vs 7.41%/yr for DBB. At a 0.07 correlation, their price movements are largely independent.
Performance
BJ vs. DBB - Performance Comparison
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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%
BJ vs. DBB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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
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 | -2.25 | ||
| 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 |
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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 | -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 DrawdownCurrent decline from peak | -25.20% | -7.55% | -17.65% |
Average DrawdownAverage peak-to-trough decline | -12.63% | -30.76% | +18.13% |
Ulcer IndexDepth 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
| BJ | DBB | Difference | |
|---|---|---|---|
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%.
| 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 | 2.44% | 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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