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BKD vs. VTHR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BKD vs. VTHR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookdale Senior Living Inc. (BKD) and Vanguard Russell 3000 ETF (VTHR). The values are adjusted to include any dividend payments, if applicable.

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BKD vs. VTHR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BKD
Brookdale Senior Living Inc.
28.45%114.51%-13.57%113.19%-47.09%16.48%-39.06%8.51%-30.93%-21.90%
VTHR
Vanguard Russell 3000 ETF
-3.23%16.99%23.57%25.92%-19.20%25.49%20.93%30.82%-5.65%21.06%

Returns By Period

In the year-to-date period, BKD achieves a 28.45% return, which is significantly higher than VTHR's -3.23% return. Over the past 10 years, BKD has underperformed VTHR with an annualized return of -1.23%, while VTHR has yielded a comparatively higher 13.60% annualized return.


BKD

1D
1.32%
1M
-8.39%
YTD
28.45%
6M
61.92%
1Y
126.84%
3Y*
67.49%
5Y*
16.86%
10Y*
-1.23%

VTHR

1D
0.76%
1M
-4.46%
YTD
-3.23%
6M
-1.34%
1Y
18.30%
3Y*
18.03%
5Y*
10.66%
10Y*
13.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BKD vs. VTHR — Risk / Return Rank

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

BKD
BKD Risk / Return Rank: 9595
Overall Rank
BKD Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
BKD Sortino Ratio Rank: 9595
Sortino Ratio Rank
BKD Omega Ratio Rank: 9595
Omega Ratio Rank
BKD Calmar Ratio Rank: 9595
Calmar Ratio Rank
BKD Martin Ratio Rank: 9696
Martin Ratio Rank

VTHR
VTHR Risk / Return Rank: 5858
Overall Rank
VTHR Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
VTHR Sortino Ratio Rank: 5656
Sortino Ratio Rank
VTHR Omega Ratio Rank: 5858
Omega Ratio Rank
VTHR Calmar Ratio Rank: 5757
Calmar Ratio Rank
VTHR Martin Ratio Rank: 6868
Martin Ratio Rank
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.

BKD vs. VTHR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookdale Senior Living Inc. (BKD) and Vanguard Russell 3000 ETF (VTHR). 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.


BKDVTHRDifference

Sharpe ratio

Return per unit of total volatility

2.98

0.99

+2.00

Sortino ratio

Return per unit of downside risk

3.64

1.51

+2.13

Omega ratio

Gain probability vs. loss probability

1.51

1.23

+0.28

Calmar ratio

Return relative to maximum drawdown

6.04

1.53

+4.52

Martin ratio

Return relative to average drawdown

19.38

7.22

+12.16

BKD vs. VTHR - Sharpe Ratio Comparison

The current BKD Sharpe Ratio is 2.98, which is higher than the VTHR Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of BKD and VTHR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BKDVTHRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.98

0.99

+2.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.62

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.02

0.77

-0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.04

0.80

-0.84

Correlation

The correlation between BKD and VTHR is 0.44, 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

BKD vs. VTHR - Dividend Comparison

BKD has not paid dividends to shareholders, while VTHR's dividend yield for the trailing twelve months is around 1.15%.


TTM20252024202320222021202020192018201720162015
BKD
Brookdale Senior Living Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTHR
Vanguard Russell 3000 ETF
1.15%1.08%1.19%1.47%1.52%1.16%1.37%1.65%1.89%1.63%1.82%1.84%

Drawdowns

BKD vs. VTHR - Drawdown Comparison

The maximum BKD drawdown since its inception was -96.29%, which is greater than VTHR's maximum drawdown of -34.61%. Use the drawdown chart below to compare losses from any high point for BKD and VTHR.


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Drawdown Indicators


BKDVTHRDifference

Max Drawdown

Largest peak-to-trough decline

-96.29%

-34.61%

-61.68%

Max Drawdown (1Y)

Largest decline over 1 year

-20.10%

-12.32%

-7.78%

Max Drawdown (5Y)

Largest decline over 5 years

-73.14%

-25.06%

-48.08%

Max Drawdown (10Y)

Largest decline over 10 years

-90.90%

-34.61%

-56.29%

Current Drawdown

Current decline from peak

-70.48%

-5.50%

-64.98%

Average Drawdown

Average peak-to-trough decline

-63.63%

-4.08%

-59.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.26%

2.60%

+3.66%

Volatility

BKD vs. VTHR - Volatility Comparison

Brookdale Senior Living Inc. (BKD) has a higher volatility of 8.74% compared to Vanguard Russell 3000 ETF (VTHR) at 5.53%. This indicates that BKD's price experiences larger fluctuations and is considered to be riskier than VTHR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BKDVTHRDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.74%

5.53%

+3.21%

Volatility (6M)

Calculated over the trailing 6-month period

28.10%

9.84%

+18.26%

Volatility (1Y)

Calculated over the trailing 1-year period

42.86%

18.63%

+24.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.78%

17.30%

+36.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.92%

17.82%

+42.10%