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

Correlation

The correlation between BJK and EA is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

BJK vs. EA - Performance Comparison

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

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Key characteristics

Sharpe Ratio

BJK:

0.17

EA:

0.31

Sortino Ratio

BJK:

0.21

EA:

0.46

Omega Ratio

BJK:

1.02

EA:

1.08

Calmar Ratio

BJK:

0.02

EA:

0.21

Martin Ratio

BJK:

0.08

EA:

0.55

Ulcer Index

BJK:

7.98%

EA:

11.66%

Daily Std Dev

BJK:

23.01%

EA:

28.22%

Max Drawdown

BJK:

-71.12%

EA:

-84.24%

Current Drawdown

BJK:

-26.49%

EA:

-14.63%

Returns By Period

In the year-to-date period, BJK achieves a -2.49% return, which is significantly lower than EA's -2.10% return. Over the past 10 years, BJK has underperformed EA with an annualized return of 3.12%, while EA has yielded a comparatively higher 8.83% annualized return.


BJK

YTD

-2.49%

1M

4.02%

6M

-8.57%

1Y

3.78%

3Y*

4.31%

5Y*

4.50%

10Y*

3.12%

EA

YTD

-2.10%

1M

-2.02%

6M

-12.18%

1Y

8.80%

3Y*

1.65%

5Y*

3.59%

10Y*

8.83%

*Annualized

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VanEck Vectors Gaming ETF

Electronic Arts Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

BJK vs. EA — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BJK
The Risk-Adjusted Performance Rank of BJK is 1818
Overall Rank
The Sharpe Ratio Rank of BJK is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of BJK is 1717
Sortino Ratio Rank
The Omega Ratio Rank of BJK is 1616
Omega Ratio Rank
The Calmar Ratio Rank of BJK is 1616
Calmar Ratio Rank
The Martin Ratio Rank of BJK is 1616
Martin Ratio Rank

EA
The Risk-Adjusted Performance Rank of EA is 5757
Overall Rank
The Sharpe Ratio Rank of EA is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of EA is 4949
Sortino Ratio Rank
The Omega Ratio Rank of EA is 5353
Omega Ratio Rank
The Calmar Ratio Rank of EA is 6161
Calmar Ratio Rank
The Martin Ratio Rank of EA is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BJK vs. EA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Gaming ETF (BJK) and Electronic Arts Inc. (EA). 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.


The current BJK Sharpe Ratio is 0.17, which is lower than the EA Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of BJK and EA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

BJK vs. EA - Dividend Comparison

BJK's dividend yield for the trailing twelve months is around 2.95%, more than EA's 0.53% yield.


TTM20242023202220212020201920182017201620152014
BJK
VanEck Vectors Gaming ETF
2.95%2.88%1.68%0.44%0.79%0.47%2.95%3.43%2.31%3.15%4.09%4.90%
EA
Electronic Arts Inc.
0.53%0.52%0.56%0.61%0.52%0.12%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BJK vs. EA - Drawdown Comparison

The maximum BJK drawdown since its inception was -71.12%, smaller than the maximum EA drawdown of -84.24%. Use the drawdown chart below to compare losses from any high point for BJK and EA.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BJK vs. EA - Volatility Comparison

The current volatility for VanEck Vectors Gaming ETF (BJK) is 6.97%, while Electronic Arts Inc. (EA) has a volatility of 7.58%. This indicates that BJK experiences smaller price fluctuations and is considered to be less risky than EA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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