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

Correlation

The correlation between BJK and BEDZ is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

BJK vs. BEDZ - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
4.35%
21.81%
BJK
BEDZ

Key characteristics

Sharpe Ratio

BJK:

0.07

BEDZ:

1.34

Sortino Ratio

BJK:

0.23

BEDZ:

1.86

Omega Ratio

BJK:

1.03

BEDZ:

1.24

Calmar Ratio

BJK:

0.04

BEDZ:

1.57

Martin Ratio

BJK:

0.21

BEDZ:

4.51

Ulcer Index

BJK:

6.78%

BEDZ:

5.12%

Daily Std Dev

BJK:

19.00%

BEDZ:

17.23%

Max Drawdown

BJK:

-71.13%

BEDZ:

-29.70%

Current Drawdown

BJK:

-23.55%

BEDZ:

-2.50%

Returns By Period


BJK

YTD

0.00%

1M

-2.96%

6M

4.34%

1Y

-0.26%

5Y*

1.08%

10Y*

3.08%

BEDZ

YTD

20.28%

1M

2.75%

6M

21.80%

1Y

20.85%

5Y*

N/A

10Y*

N/A

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BJK vs. BEDZ - Expense Ratio Comparison

BJK has a 0.66% expense ratio, which is lower than BEDZ's 0.79% expense ratio.


BEDZ
AdvisorShares Hotel ETF
Expense ratio chart for BEDZ: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%
Expense ratio chart for BJK: current value at 0.66% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.66%

Risk-Adjusted Performance

BJK vs. BEDZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Gaming ETF (BJK) and AdvisorShares Hotel ETF (BEDZ). 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 0.07, compared to the broader market0.002.004.000.071.34
The chart of Sortino ratio for BJK, currently valued at 0.23, compared to the broader market-2.000.002.004.006.008.0010.000.231.86
The chart of Omega ratio for BJK, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.001.031.24
The chart of Calmar ratio for BJK, currently valued at 0.04, compared to the broader market0.005.0010.0015.000.041.57
The chart of Martin ratio for BJK, currently valued at 0.21, compared to the broader market0.0020.0040.0060.0080.00100.000.214.51
BJK
BEDZ

The current BJK Sharpe Ratio is 0.07, which is lower than the BEDZ Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of BJK and BEDZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.07
1.34
BJK
BEDZ

Dividends

BJK vs. BEDZ - Dividend Comparison

BJK has not paid dividends to shareholders, while BEDZ's dividend yield for the trailing twelve months is around 1.39%.


TTM20232022202120202019201820172016201520142013
BJK
VanEck Vectors Gaming ETF
0.00%1.68%0.44%0.79%0.47%2.95%3.43%2.31%3.15%4.09%4.90%0.97%
BEDZ
AdvisorShares Hotel ETF
1.39%1.67%0.21%0.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BJK vs. BEDZ - Drawdown Comparison

The maximum BJK drawdown since its inception was -71.13%, which is greater than BEDZ's maximum drawdown of -29.70%. Use the drawdown chart below to compare losses from any high point for BJK and BEDZ. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-23.13%
-2.50%
BJK
BEDZ

Volatility

BJK vs. BEDZ - Volatility Comparison

The current volatility for VanEck Vectors Gaming ETF (BJK) is 5.03%, while AdvisorShares Hotel ETF (BEDZ) has a volatility of 5.46%. This indicates that BJK experiences smaller price fluctuations and is considered to be less risky than BEDZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.03%
5.46%
BJK
BEDZ
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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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