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BKR vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BKR and VOO is 0.39, 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.


-0.50.00.51.00.4

Performance

BKR vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baker Hughes Company (BKR) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
32.04%
8.46%
BKR
VOO

Key characteristics

Sharpe Ratio

BKR:

2.03

VOO:

2.21

Sortino Ratio

BKR:

2.90

VOO:

2.92

Omega Ratio

BKR:

1.37

VOO:

1.41

Calmar Ratio

BKR:

2.38

VOO:

3.34

Martin Ratio

BKR:

9.45

VOO:

14.07

Ulcer Index

BKR:

5.83%

VOO:

2.01%

Daily Std Dev

BKR:

27.19%

VOO:

12.80%

Max Drawdown

BKR:

-73.51%

VOO:

-33.99%

Current Drawdown

BKR:

0.00%

VOO:

-1.36%

Returns By Period

In the year-to-date period, BKR achieves a 13.46% return, which is significantly higher than VOO's 1.98% return.


BKR

YTD

13.46%

1M

15.43%

6M

32.04%

1Y

55.51%

5Y*

19.03%

10Y*

N/A

VOO

YTD

1.98%

1M

1.13%

6M

8.46%

1Y

25.58%

5Y*

14.35%

10Y*

13.37%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

BKR vs. VOO — Risk-Adjusted Performance Rank

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

BKR
The Risk-Adjusted Performance Rank of BKR is 9191
Overall Rank
The Sharpe Ratio Rank of BKR is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BKR is 9191
Sortino Ratio Rank
The Omega Ratio Rank of BKR is 8989
Omega Ratio Rank
The Calmar Ratio Rank of BKR is 9292
Calmar Ratio Rank
The Martin Ratio Rank of BKR is 9191
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8383
Overall Rank
The Sharpe Ratio Rank of VOO is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8181
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BKR vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Baker Hughes Company (BKR) 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.


Sharpe ratio
The chart of Sharpe ratio for BKR, currently valued at 2.02, compared to the broader market-2.000.002.004.002.032.21
The chart of Sortino ratio for BKR, currently valued at 2.90, compared to the broader market-4.00-2.000.002.004.006.002.902.92
The chart of Omega ratio for BKR, currently valued at 1.37, compared to the broader market0.501.001.502.001.371.41
The chart of Calmar ratio for BKR, currently valued at 2.38, compared to the broader market0.002.004.006.002.383.34
The chart of Martin ratio for BKR, currently valued at 9.45, compared to the broader market-10.000.0010.0020.0030.009.4514.07
BKR
VOO

The current BKR Sharpe Ratio is 2.03, which is comparable to the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of BKR and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
2.03
2.21
BKR
VOO

Dividends

BKR vs. VOO - Dividend Comparison

BKR's dividend yield for the trailing twelve months is around 1.80%, more than VOO's 1.22% yield.


TTM20242023202220212020201920182017201620152014
BKR
Baker Hughes Company
1.80%2.05%2.28%2.47%2.99%3.45%2.81%3.35%56.42%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

BKR vs. VOO - Drawdown Comparison

The maximum BKR drawdown since its inception was -73.51%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BKR and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember20250
-1.36%
BKR
VOO

Volatility

BKR vs. VOO - Volatility Comparison

Baker Hughes Company (BKR) has a higher volatility of 6.42% compared to Vanguard S&P 500 ETF (VOO) at 5.05%. This indicates that BKR's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
6.42%
5.05%
BKR
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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