BKE vs. VDY.TO
Compare and contrast key facts about The Buckle, Inc. (BKE) and Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO).
VDY.TO is a passively managed fund by Vanguard that tracks the performance of the FTSE Canada High Dividend Yield Index. It was launched on Nov 2, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BKE or VDY.TO.
Performance
BKE vs. VDY.TO - Performance Comparison
Returns By Period
In the year-to-date period, BKE achieves a 10.48% return, which is significantly lower than VDY.TO's 22.31% return. Over the past 10 years, BKE has outperformed VDY.TO with an annualized return of 9.84%, while VDY.TO has yielded a comparatively lower 8.94% annualized return.
BKE
10.48%
7.25%
29.39%
39.26%
29.76%
9.84%
VDY.TO
22.31%
1.48%
13.46%
29.71%
12.06%
8.94%
Key characteristics
| BKE | VDY.TO | |
|---|---|---|
| Sharpe Ratio | 1.56 | 3.16 |
| Sortino Ratio | 2.18 | 4.41 |
| Omega Ratio | 1.27 | 1.58 |
| Calmar Ratio | 2.49 | 3.16 |
| Martin Ratio | 4.35 | 17.00 |
| Ulcer Index | 11.58% | 1.72% |
| Daily Std Dev | 31.30% | 9.25% |
| Max Drawdown | -71.08% | -39.21% |
| Current Drawdown | -2.09% | -0.38% |
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Correlation
The correlation between BKE and VDY.TO is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
BKE vs. VDY.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Buckle, Inc. (BKE) and Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO). 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
BKE vs. VDY.TO - Dividend Comparison
BKE's dividend yield for the trailing twelve months is around 8.16%, more than VDY.TO's 4.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKE The Buckle, Inc. | 8.16% | 8.52% | 2.32% | 16.52% | 14.21% | 7.40% | 14.22% | 7.37% | 8.77% | 11.99% | 3.96% | 1.11% |
VDY.TO Vanguard FTSE Canadian High Dividend Yield Index ETF | 4.28% | 4.64% | 4.42% | 3.58% | 4.59% | 4.25% | 4.43% | 3.82% | 3.25% | 4.11% | 3.25% | 2.50% |
Drawdowns
BKE vs. VDY.TO - Drawdown Comparison
The maximum BKE drawdown since its inception was -71.08%, which is greater than VDY.TO's maximum drawdown of -39.21%. Use the drawdown chart below to compare losses from any high point for BKE and VDY.TO. For additional features, visit the drawdowns tool.
Volatility
BKE vs. VDY.TO - Volatility Comparison
The Buckle, Inc. (BKE) has a higher volatility of 8.65% compared to Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO) at 2.62%. This indicates that BKE's price experiences larger fluctuations and is considered to be riskier than VDY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.