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BJK vs. ATVI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BJK and ATVI is 0.33, 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.


-0.50.00.51.00.3

Performance

BJK vs. ATVI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Gaming ETF (BJK) and Activision Blizzard, Inc. (ATVI). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
98.25%
577.69%
BJK
ATVI

Key characteristics

Returns By Period


BJK

YTD

-0.54%

1M

-5.43%

6M

4.29%

1Y

-1.50%

5Y*

0.80%

10Y*

2.91%

ATVI

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

BJK vs. ATVI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Gaming ETF (BJK) and Activision Blizzard, Inc. (ATVI). 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.


Sharpe ratio
The chart of Sharpe ratio for BJK, currently valued at -0.05, compared to the broader market0.002.004.00-0.05
The chart of Sortino ratio for BJK, currently valued at 0.05, compared to the broader market-2.000.002.004.006.008.0010.000.05
The chart of Omega ratio for BJK, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.001.01
The chart of Calmar ratio for BJK, currently valued at -0.03, compared to the broader market0.005.0010.0015.00-0.03
The chart of Martin ratio for BJK, currently valued at -0.15, compared to the broader market0.0020.0040.0060.0080.00100.00-0.15
BJK
ATVI


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.05
-1.00
BJK
ATVI

Dividends

BJK vs. ATVI - Dividend Comparison

BJK's dividend yield for the trailing twelve months is around 2.85%, while ATVI has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
BJK
VanEck Vectors Gaming ETF
2.85%1.68%0.44%0.79%0.47%2.95%3.43%2.31%3.15%4.09%4.90%0.97%
ATVI
Activision Blizzard, Inc.
0.00%1.05%0.61%0.71%0.44%0.62%0.73%0.47%0.72%0.59%0.99%1.07%

Drawdowns

BJK vs. ATVI - Drawdown Comparison


-30.00%-25.00%-20.00%-15.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-23.97%
-7.07%
BJK
ATVI

Volatility

BJK vs. ATVI - Volatility Comparison

VanEck Vectors Gaming ETF (BJK) has a higher volatility of 5.00% compared to Activision Blizzard, Inc. (ATVI) at 0.00%. This indicates that BJK's price experiences larger fluctuations and is considered to be riskier than ATVI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.00%
0
BJK
ATVI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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