BJWTY vs. VGIT

Last updated Jun 4, 2026

BJWTY (Beijing Enterprises Water Group Limited) is a stock, while VGIT (Vanguard Intermediate-Term Treasury ETF) is Government Bonds fund tracking the Bloomberg U.S. Treasury 3-10 Year Index. Over the past 5 years, BJWTY returned -2.34%/yr vs 0.05%/yr for VGIT. At a 0.01 correlation, their price movements are largely independent.

Performance

BJWTY vs. VGIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Beijing Enterprises Water Group Limited (BJWTY) and Vanguard Intermediate-Term Treasury ETF (VGIT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BJWTY achieves a 3.90% return, which is significantly higher than VGIT's -0.46% return.

BJWTY

• 1D: 3.90%
• 1M: 3.90%
• YTD: 3.90%
• 6M: 3.90%
• 1Y: 11.23%
• 3Y*: 18.69%
• 5Y*: -2.34%
• 10Y*: —

VGIT

• 1D: -0.19%
• 1M: -0.16%
• YTD: -0.46%
• 6M: -0.60%
• 1Y: 3.54%
• 3Y*: 3.40%
• 5Y*: 0.05%
• 10Y*: 1.23%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BJWTY vs. VGIT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
BJWTY Beijing Enterprises Water Group Limited	3.90%	7.05%	51.28%	-3.75%	-47.49%	4.43%	4.13%
VGIT Vanguard Intermediate-Term Treasury ETF	-0.46%	7.34%	1.39%	4.28%	-10.53%	-2.64%	0.08%

Correlation

The correlation between BJWTY and VGIT is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.05
Correlation (3Y) Calculated over the trailing 3-year period	-0.02
Correlation (5Y) Calculated over the trailing 5-year period	0.01
Correlation (All Time) Calculated using the full available price history since Jun 23, 2020	0.01

Return for Risk

BJWTY vs. VGIT — Risk / Return Rank

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

BJWTY

BJWTY Risk / Return Rank: 71
BJWTY Sharpe Ratio Rank: 60
BJWTY Sortino Ratio Rank: 53
BJWTY Omega Ratio Rank: 68
BJWTY Calmar Ratio Rank: 83
BJWTY Martin Ratio Rank: 90

VGIT

VGIT Risk / Return Rank: 27
VGIT Sharpe Ratio Rank: 28
VGIT Sortino Ratio Rank: 28
VGIT Omega Ratio Rank: 26
VGIT Calmar Ratio Rank: 26
VGIT Martin Ratio Rank: 26

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BJWTY vs. VGIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Beijing Enterprises Water Group Limited (BJWTY) and Vanguard Intermediate-Term Treasury ETF (VGIT). 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.

	BJWTY	VGIT	Difference
Sharpe ratio: Return per unit of total volatility	0.56	1.05	-0.49
Sortino ratio: Return per unit of downside risk	0.95	1.59	-0.64
Omega ratio: Gain probability vs. loss probability	1.21	1.18	+0.03
Calmar ratio: Return relative to maximum drawdown	3.09	1.25	+1.84
Martin ratio: Return relative to average drawdown	11.97	3.75	+8.22
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BJWTY vs. VGIT - Sharpe Ratio Comparison

The current BJWTY Sharpe Ratio is 0.56, which is lower than the VGIT Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of BJWTY and VGIT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BJWTY	VGIT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.56	1.05	-0.49
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.07	0.01	-0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.27	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.04	0.49	-0.54

Drawdowns

BJWTY vs. VGIT - Drawdown Comparison

The maximum BJWTY drawdown since its inception was -52.32%, which is greater than VGIT's maximum drawdown of -16.05%. Use the drawdown chart below to compare losses from any high point for BJWTY and VGIT.

Drawdown Indicators

	BJWTY	VGIT	Difference
Max Drawdown Largest peak-to-trough decline	-52.32%	-16.05%	-36.27%
Max Drawdown (1Y) Largest decline over 1 year	-3.70%	-2.83%	-0.87%
Max Drawdown (3Y) Largest decline over 3 years	-12.53%	-4.34%	-8.19%
Max Drawdown (5Y) Largest decline over 5 years	-52.32%	-15.02%	-37.30%
Max Drawdown (10Y) Largest decline over 10 years	—	-16.05%	—
Current Drawdown Current decline from peak	-16.39%	-2.39%	-14.00%
Average Drawdown Average peak-to-trough decline	-22.09%	-3.52%	-18.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.95%	0.94%	+0.01%

Volatility

BJWTY vs. VGIT - Volatility Comparison

Beijing Enterprises Water Group Limited (BJWTY) has a higher volatility of 3.83% compared to Vanguard Intermediate-Term Treasury ETF (VGIT) at 1.05%. This indicates that BJWTY's price experiences larger fluctuations and is considered to be riskier than VGIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BJWTY	VGIT	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.83%	1.05%	+2.78%
Volatility (6M) Calculated over the trailing 6-month period	8.48%	2.33%	+6.15%
Volatility (1Y) Calculated over the trailing 1-year period	20.50%	3.38%	+17.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.79%	5.38%	+27.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.25%	4.50%	+25.75%

Dividends

BJWTY vs. VGIT - Dividend Comparison

BJWTY's dividend yield for the trailing twelve months is around 10.46%, more than VGIT's 3.87% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BJWTY Beijing Enterprises Water Group Limited	10.46%	6.70%	6.40%	9.04%	6.96%	4.29%	2.15%	0.00%	0.00%	0.00%	0.00%	0.00%
VGIT Vanguard Intermediate-Term Treasury ETF	3.87%	3.79%	3.67%	2.73%	1.74%	1.69%	2.23%	2.24%	2.05%	1.67%	1.69%	1.69%

Frequently Asked Questions

Can I hold both BJWTY and VGIT in my portfolio?

BJWTY and VGIT have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BJWTY or VGIT?

BJWTY has higher volatility (3.83%) compared to VGIT (1.05%). In terms of maximum drawdown, BJWTY dropped -52.32% vs VGIT's -16.05%.

Which has better risk-adjusted returns?

VGIT currently has the higher Sharpe Ratio (1.05 vs 0.56), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.