BKD vs. VTHR
Compare and contrast key facts about Brookdale Senior Living Inc. (BKD) and Vanguard Russell 3000 ETF (VTHR).
VTHR is a passively managed fund by Vanguard that tracks the performance of the Russell 3000 Index. It was launched on Sep 20, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BKD or VTHR.
Key characteristics
| BKD | VTHR | |
|---|---|---|
| YTD Return | -6.19% | 26.03% |
| 1Y Return | 33.50% | 38.29% |
| 3Y Return (Ann) | -8.71% | 8.82% |
| 5Y Return (Ann) | -4.81% | 15.32% |
| 10Y Return (Ann) | -16.58% | 12.83% |
| Sharpe Ratio | 0.67 | 3.02 |
| Sortino Ratio | 1.28 | 4.03 |
| Omega Ratio | 1.16 | 1.56 |
| Calmar Ratio | 0.34 | 4.43 |
| Martin Ratio | 2.68 | 19.80 |
| Ulcer Index | 11.43% | 1.93% |
| Daily Std Dev | 45.60% | 12.65% |
| Max Drawdown | -96.29% | -34.61% |
| Current Drawdown | -88.37% | -0.43% |
Correlation
The correlation between BKD and VTHR is 0.46, 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.
Performance
BKD vs. VTHR - Performance Comparison
In the year-to-date period, BKD achieves a -6.19% return, which is significantly lower than VTHR's 26.03% return. Over the past 10 years, BKD has underperformed VTHR with an annualized return of -16.58%, while VTHR has yielded a comparatively higher 12.83% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BKD vs. VTHR - Risk-Adjusted Performance 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.
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 1.18%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 1.18% | 1.47% | 1.52% | 1.16% | 1.37% | 1.65% | 1.89% | 1.63% | 1.82% | 1.84% | 1.66% | 1.57% |
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. For additional features, visit the drawdowns tool.
Volatility
BKD vs. VTHR - Volatility Comparison
Brookdale Senior Living Inc. (BKD) has a higher volatility of 19.09% compared to Vanguard Russell 3000 ETF (VTHR) at 4.05%. 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.