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

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.


-0.50.00.51.00.3

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.

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
4.34%
6.54%
BJK
EA

Key characteristics

Sharpe Ratio

BJK:

0.07

EA:

0.49

Sortino Ratio

BJK:

0.23

EA:

0.78

Omega Ratio

BJK:

1.03

EA:

1.10

Calmar Ratio

BJK:

0.04

EA:

0.61

Martin Ratio

BJK:

0.21

EA:

1.54

Ulcer Index

BJK:

6.78%

EA:

5.68%

Daily Std Dev

BJK:

19.00%

EA:

18.01%

Max Drawdown

BJK:

-71.13%

EA:

-84.24%

Current Drawdown

BJK:

-23.55%

EA:

-11.91%

Returns By Period

Over the past 10 years, BJK has underperformed EA with an annualized return of 3.08%, while EA has yielded a comparatively higher 12.23% annualized return.


BJK

YTD

0.00%

1M

-2.96%

6M

4.34%

1Y

-0.26%

5Y*

1.08%

10Y*

3.08%

EA

YTD

8.60%

1M

-11.24%

6M

6.54%

1Y

7.75%

5Y*

6.99%

10Y*

12.23%

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


Sharpe ratio
The chart of Sharpe ratio for BJK, currently valued at 0.07, compared to the broader market0.002.004.000.070.49
The chart of Sortino ratio for BJK, currently valued at 0.23, compared to the broader market-2.000.002.004.006.008.0010.000.230.78
The chart of Omega ratio for BJK, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.001.031.10
The chart of Calmar ratio for BJK, currently valued at 0.04, compared to the broader market0.005.0010.0015.000.040.61
The chart of Martin ratio for BJK, currently valued at 0.21, compared to the broader market0.0020.0040.0060.0080.00100.000.211.54
BJK
EA

The current BJK Sharpe Ratio is 0.07, which is lower than the EA Sharpe Ratio of 0.49. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.07
0.49
BJK
EA

Dividends

BJK vs. EA - Dividend Comparison

BJK has not paid dividends to shareholders, while EA's dividend yield for the trailing twelve months is around 0.51%.


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%
EA
Electronic Arts Inc.
0.51%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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-23.55%
-11.91%
BJK
EA

Volatility

BJK vs. EA - Volatility Comparison

The current volatility for VanEck Vectors Gaming ETF (BJK) is 5.03%, while Electronic Arts Inc. (EA) has a volatility of 5.49%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.03%
5.49%
BJK
EA
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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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