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BKYI vs. VFORX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BKYI vs. VFORX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BIO-key International, Inc. (BKYI) and Vanguard Target Retirement 2040 Fund (VFORX). The values are adjusted to include any dividend payments, if applicable.

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BKYI vs. VFORX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BKYI
BIO-key International, Inc.
-2.50%-68.47%-43.00%-71.51%-73.52%-37.22%-12.00%-33.33%-57.63%-33.21%
VFORX
Vanguard Target Retirement 2040 Fund
-1.20%18.77%12.90%18.56%-17.00%14.55%15.48%23.86%-7.32%18.45%

Returns By Period

In the year-to-date period, BKYI achieves a -2.50% return, which is significantly lower than VFORX's -1.20% return. Over the past 10 years, BKYI has underperformed VFORX with an annualized return of -46.88%, while VFORX has yielded a comparatively higher 9.72% annualized return.


BKYI

1D
-0.85%
1M
-20.39%
YTD
-2.50%
6M
-32.39%
1Y
-30.88%
3Y*
-65.32%
5Y*
-61.86%
10Y*
-46.88%

VFORX

1D
2.20%
1M
-4.86%
YTD
-1.20%
6M
1.09%
1Y
17.20%
3Y*
13.93%
5Y*
7.31%
10Y*
9.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BKYI vs. VFORX — Risk / Return Rank

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

BKYI
BKYI Risk / Return Rank: 2424
Overall Rank
BKYI Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
BKYI Sortino Ratio Rank: 3131
Sortino Ratio Rank
BKYI Omega Ratio Rank: 3131
Omega Ratio Rank
BKYI Calmar Ratio Rank: 1717
Calmar Ratio Rank
BKYI Martin Ratio Rank: 1313
Martin Ratio Rank

VFORX
VFORX Risk / Return Rank: 7979
Overall Rank
VFORX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
VFORX Sortino Ratio Rank: 7878
Sortino Ratio Rank
VFORX Omega Ratio Rank: 7676
Omega Ratio Rank
VFORX Calmar Ratio Rank: 8181
Calmar Ratio Rank
VFORX Martin Ratio Rank: 8585
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.

BKYI vs. VFORX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BIO-key International, Inc. (BKYI) and Vanguard Target Retirement 2040 Fund (VFORX). 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.


BKYIVFORXDifference

Sharpe ratio

Return per unit of total volatility

-0.32

1.40

-1.72

Sortino ratio

Return per unit of downside risk

0.10

2.02

-1.91

Omega ratio

Gain probability vs. loss probability

1.01

1.30

-0.28

Calmar ratio

Return relative to maximum drawdown

-0.68

1.98

-2.66

Martin ratio

Return relative to average drawdown

-1.35

8.84

-10.19

BKYI vs. VFORX - Sharpe Ratio Comparison

The current BKYI Sharpe Ratio is -0.32, which is lower than the VFORX Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of BKYI and VFORX, 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


BKYIVFORXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.32

1.40

-1.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.54

0.59

-1.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.26

0.71

-0.98

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.22

0.47

-0.69

Correlation

The correlation between BKYI and VFORX is 0.09, 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.


Dividends

BKYI vs. VFORX - Dividend Comparison

BKYI has not paid dividends to shareholders, while VFORX's dividend yield for the trailing twelve months is around 2.80%.


TTM20252024202320222021202020192018201720162015
BKYI
BIO-key International, 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%
VFORX
Vanguard Target Retirement 2040 Fund
2.80%2.77%2.86%2.38%2.60%20.68%2.06%2.28%2.58%0.04%2.40%2.99%

Drawdowns

BKYI vs. VFORX - Drawdown Comparison

The maximum BKYI drawdown since its inception was -99.99%, which is greater than VFORX's maximum drawdown of -51.63%. Use the drawdown chart below to compare losses from any high point for BKYI and VFORX.


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Drawdown Indicators


BKYIVFORXDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-51.63%

-48.36%

Max Drawdown (1Y)

Largest decline over 1 year

-48.97%

-8.88%

-40.09%

Max Drawdown (5Y)

Largest decline over 5 years

-99.29%

-24.32%

-74.97%

Max Drawdown (10Y)

Largest decline over 10 years

-99.90%

-29.35%

-70.55%

Current Drawdown

Current decline from peak

-99.99%

-5.68%

-94.31%

Average Drawdown

Average peak-to-trough decline

-88.47%

-6.82%

-81.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.78%

1.99%

+22.79%

Volatility

BKYI vs. VFORX - Volatility Comparison

BIO-key International, Inc. (BKYI) has a higher volatility of 21.59% compared to Vanguard Target Retirement 2040 Fund (VFORX) at 4.82%. This indicates that BKYI's price experiences larger fluctuations and is considered to be riskier than VFORX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BKYIVFORXDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.59%

4.82%

+16.77%

Volatility (6M)

Calculated over the trailing 6-month period

82.12%

7.55%

+74.57%

Volatility (1Y)

Calculated over the trailing 1-year period

97.38%

12.58%

+84.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

114.17%

12.39%

+101.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

178.60%

13.66%

+164.94%