BJK vs. EA
Compare and contrast key facts about VanEck Vectors Gaming ETF (BJK) and Electronic Arts Inc. (EA).
BJK is a passively managed fund by VanEck that tracks the performance of the S-Network Global Gaming Index. It was launched on Jan 22, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BJK or EA.
Key characteristics
| BJK | EA | |
|---|---|---|
| YTD Return | 2.17% | 19.53% |
| 1Y Return | 12.82% | 23.42% |
| 3Y Return (Ann) | -2.62% | 4.46% |
| 5Y Return (Ann) | 2.98% | 11.33% |
| 10Y Return (Ann) | 2.01% | 14.95% |
| Sharpe Ratio | 0.67 | 1.35 |
| Sortino Ratio | 1.06 | 1.89 |
| Omega Ratio | 1.12 | 1.25 |
| Calmar Ratio | 0.42 | 1.62 |
| Martin Ratio | 1.99 | 4.14 |
| Ulcer Index | 6.68% | 5.63% |
| Daily Std Dev | 19.80% | 17.28% |
| Max Drawdown | -71.13% | -84.24% |
| Current Drawdown | -21.89% | 0.00% |
Correlation
The correlation between BJK and EA is 0.34, 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.
Performance
BJK vs. EA - Performance Comparison
In the year-to-date period, BJK achieves a 2.17% return, which is significantly lower than EA's 19.53% return. Over the past 10 years, BJK has underperformed EA with an annualized return of 2.01%, while EA has yielded a comparatively higher 14.95% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
BJK vs. EA - Dividend Comparison
BJK's dividend yield for the trailing twelve months is around 1.65%, more than EA's 0.47% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BJK VanEck Vectors Gaming ETF | 1.65% | 1.68% | 0.44% | 0.79% | 0.47% | 2.95% | 3.43% | 2.31% | 3.15% | 4.09% | 4.90% | 0.97% |
EA Electronic Arts Inc. | 0.47% | 0.56% | 0.61% | 0.52% | 0.12% | 0.00% | 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 -71.13%, 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. For additional features, visit the drawdowns tool.
Volatility
BJK vs. EA - Volatility Comparison
VanEck Vectors Gaming ETF (BJK) has a higher volatility of 5.39% compared to Electronic Arts Inc. (EA) at 4.78%. This indicates that BJK's price experiences larger fluctuations and is considered to be riskier than EA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.