BJ vs. VUG
Compare and contrast key facts about BJ's Wholesale Club Holdings, Inc. (BJ) and Vanguard Growth ETF (VUG).
VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BJ or VUG.
Performance
BJ vs. VUG - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with BJ having a 30.23% return and VUG slightly lower at 29.03%.
BJ
30.23%
-1.14%
7.58%
34.90%
27.43%
N/A
VUG
29.03%
1.90%
13.65%
36.18%
18.78%
15.45%
Key characteristics
| BJ | VUG | |
|---|---|---|
| Sharpe Ratio | 1.12 | 2.14 |
| Sortino Ratio | 1.73 | 2.80 |
| Omega Ratio | 1.21 | 1.39 |
| Calmar Ratio | 1.39 | 2.78 |
| Martin Ratio | 5.35 | 10.98 |
| Ulcer Index | 5.31% | 3.29% |
| Daily Std Dev | 24.94% | 16.87% |
| Max Drawdown | -38.76% | -50.68% |
| Current Drawdown | -5.00% | -2.24% |
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Correlation
The correlation between BJ and VUG is 0.28, 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.
Risk-Adjusted Performance
BJ vs. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BJ's Wholesale Club Holdings, Inc. (BJ) and Vanguard Growth ETF (VUG). 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.
Dividends
BJ vs. VUG - Dividend Comparison
BJ has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.49%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% |
VUG Vanguard Growth ETF | 0.49% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
BJ vs. VUG - Drawdown Comparison
The maximum BJ drawdown since its inception was -38.76%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for BJ and VUG. For additional features, visit the drawdowns tool.
Volatility
BJ vs. VUG - Volatility Comparison
The current volatility for BJ's Wholesale Club Holdings, Inc. (BJ) is 4.23%, while Vanguard Growth ETF (VUG) has a volatility of 5.47%. This indicates that BJ experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.