BK vs. VOO
Compare and contrast key facts about The Bank of New York Mellon Corporation (BK) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
BK vs. VOO - Performance Comparison
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BK vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BK The Bank of New York Mellon Corporation | 4.67% | 54.45% | 51.90% | 18.52% | -19.14% | 40.55% | -12.91% | 9.56% | -10.85% | 15.68% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, BK achieves a 4.67% return, which is significantly higher than VOO's -3.66% return. Over the past 10 years, BK has outperformed VOO with an annualized return of 15.52%, while VOO has yielded a comparatively lower 14.14% annualized return.
BK
- 1D
- 1.97%
- 1M
- 1.26%
- YTD
- 4.67%
- 6M
- 14.30%
- 1Y
- 47.45%
- 3Y*
- 42.49%
- 5Y*
- 24.02%
- 10Y*
- 15.52%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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Return for Risk
BK vs. VOO — Risk / Return Rank
BK
VOO
BK vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Bank of New York Mellon Corporation (BK) and Vanguard S&P 500 ETF (VOO). 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.
| BK | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.01 | 1.01 | +1.00 |
Sortino ratioReturn per unit of downside risk | 2.50 | 1.53 | +0.97 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.23 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 3.65 | 1.55 | +2.10 |
Martin ratioReturn relative to average drawdown | 11.25 | 7.31 | +3.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BK | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 1.01 | +1.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 0.71 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.79 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.83 | -0.49 |
Correlation
The correlation between BK and VOO is 0.64, 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.
Dividends
BK vs. VOO - Dividend Comparison
BK's dividend yield for the trailing twelve months is around 1.70%, more than VOO's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BK The Bank of New York Mellon Corporation | 1.70% | 1.72% | 2.32% | 3.04% | 3.12% | 2.24% | 2.92% | 2.34% | 2.21% | 1.60% | 1.52% | 1.65% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
BK vs. VOO - Drawdown Comparison
The maximum BK drawdown since its inception was -72.28%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BK and VOO.
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Drawdown Indicators
| BK | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.28% | -33.99% | -38.29% |
Max Drawdown (1Y)Largest decline over 1 year | -12.95% | -11.98% | -0.97% |
Max Drawdown (5Y)Largest decline over 5 years | -40.45% | -24.52% | -15.93% |
Max Drawdown (10Y)Largest decline over 10 years | -50.49% | -33.99% | -16.50% |
Current DrawdownCurrent decline from peak | -5.20% | -5.55% | +0.35% |
Average DrawdownAverage peak-to-trough decline | -18.77% | -3.72% | -15.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.20% | 2.55% | +1.65% |
Volatility
BK vs. VOO - Volatility Comparison
The Bank of New York Mellon Corporation (BK) and Vanguard S&P 500 ETF (VOO) have volatilities of 5.53% and 5.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BK | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.53% | 5.34% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 15.96% | 9.47% | +6.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.72% | 18.11% | +5.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.63% | 16.82% | +7.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.11% | 17.99% | +9.12% |