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

Correlation

The correlation between BJK and LVS is 0.67, 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.


-0.50.00.51.00.7

Performance

BJK vs. LVS - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
4.34%
14.85%
BJK
LVS

Key characteristics

Sharpe Ratio

BJK:

0.07

LVS:

0.40

Sortino Ratio

BJK:

0.23

LVS:

0.77

Omega Ratio

BJK:

1.03

LVS:

1.09

Calmar Ratio

BJK:

0.04

LVS:

0.20

Martin Ratio

BJK:

0.21

LVS:

0.75

Ulcer Index

BJK:

6.78%

LVS:

15.72%

Daily Std Dev

BJK:

19.00%

LVS:

29.48%

Max Drawdown

BJK:

-71.13%

LVS:

-99.02%

Current Drawdown

BJK:

-23.55%

LVS:

-44.43%

Returns By Period

Over the past 10 years, BJK has outperformed LVS with an annualized return of 3.08%, while LVS has yielded a comparatively lower 1.91% annualized return.


BJK

YTD

0.00%

1M

-2.96%

6M

4.34%

1Y

-0.26%

5Y*

1.08%

10Y*

3.08%

LVS

YTD

8.05%

1M

4.69%

6M

14.86%

1Y

8.98%

5Y*

-4.44%

10Y*

1.91%

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Risk-Adjusted Performance

BJK vs. LVS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Gaming ETF (BJK) and Las Vegas Sands Corp. (LVS). 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 market0.002.004.000.070.40
The chart of Sortino ratio for BJK, currently valued at 0.23, compared to the broader market-2.000.002.004.006.008.0010.000.230.77
The chart of Omega ratio for BJK, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.001.031.09
The chart of Calmar ratio for BJK, currently valued at 0.04, compared to the broader market0.005.0010.0015.000.040.25
The chart of Martin ratio for BJK, currently valued at 0.21, compared to the broader market0.0020.0040.0060.0080.00100.000.210.75
BJK
LVS

The current BJK Sharpe Ratio is 0.07, which is lower than the LVS Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of BJK and LVS, 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.07
0.40
BJK
LVS

Dividends

BJK vs. LVS - Dividend Comparison

BJK has not paid dividends to shareholders, while LVS's dividend yield for the trailing twelve months is around 1.53%.


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%
LVS
Las Vegas Sands Corp.
1.53%0.81%0.00%0.00%1.33%4.46%5.76%4.20%5.39%5.93%3.44%1.78%

Drawdowns

BJK vs. LVS - Drawdown Comparison

The maximum BJK drawdown since its inception was -71.13%, smaller than the maximum LVS drawdown of -99.02%. Use the drawdown chart below to compare losses from any high point for BJK and LVS. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%JulyAugustSeptemberOctoberNovemberDecember
-23.55%
-26.72%
BJK
LVS

Volatility

BJK vs. LVS - Volatility Comparison

The current volatility for VanEck Vectors Gaming ETF (BJK) is 5.03%, while Las Vegas Sands Corp. (LVS) has a volatility of 9.48%. This indicates that BJK experiences smaller price fluctuations and is considered to be less risky than LVS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
5.03%
9.48%
BJK
LVS
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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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