BLV vs. RHHBY
BLV (Vanguard Long-Term Bond ETF) is Long-Term Bond fund tracking the Bloomberg U.S. Long Government/Credit Float Adjusted Index, while RHHBY (Roche Holding AG ADR) is a stock. Over the past 10 years, BLV returned 0.32%/yr vs 8.74%/yr for RHHBY. Their -0.00 correlation means they have often moved in opposite directions in the past.
Performance
BLV vs. RHHBY - Performance Comparison
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Returns By Period
In the year-to-date period, BLV achieves a -2.38% return, which is significantly lower than RHHBY's 10.09% return. Over the past 10 years, BLV has underperformed RHHBY with an annualized return of 0.32%, while RHHBY has yielded a comparatively higher 8.74% annualized return.
BLV
- 1D
- 0.44%
- 1M
- -3.14%
- 6M
- -2.34%
- YTD
- -2.38%
- 1Y
- -0.29%
- 3Y*
- 2.08%
- 5Y*
- -5.11%
- 10Y*
- 0.32%
- ALL TIME*
- 4.05%
RHHBY
- 1D
- 0.75%
- 1M
- 3.85%
- 6M
- -0.61%
- YTD
- 10.09%
- 1Y
- 46.17%
- 3Y*
- 17.39%
- 5Y*
- 5.97%
- 10Y*
- 8.74%
- ALL TIME*
- 8.71%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $51.99M | $52.76M | $45.16M | |
RHHBY Roche Holding AG ADR | $119.28M | $105.04M | $110.26M |
BLV vs. RHHBY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BLV Vanguard Long-Term Bond ETF | -2.38% | 6.44% | -3.65% | 7.35% | -26.95% | -2.89% | 16.13% | 18.99% | -4.17% | 10.74% |
RHHBY Roche Holding AG ADR | 10.09% | 52.86% | 0.23% | -4.02% | -22.21% | 20.20% | 9.94% | 33.47% | 2.16% | 14.32% |
Correlation
The correlation between BLV and RHHBY is 0.30, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.30 |
Correlation (3Y) Balances recent behavior with more history. | 0.27 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.22 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.16 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2007 | -0.00 |
The correlation between BLV and RHHBY shifts across timeframes, from -0.00 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
BLV vs. RHHBY — Risk / Return Rank
BLV
RHHBY
BLV vs. RHHBY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Bond ETF (BLV) and Roche Holding AG ADR (RHHBY). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BLV | RHHBY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.67 | ||
| Sortino ratioReturn per unit of downside risk | -2.44 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.30 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 2.39 | -2.44 |
| Martin ratioReturn relative to average drawdown | -0.11 | 5.22 | -5.33 |
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Drawdowns
BLV vs. RHHBY - Drawdown Comparison
The maximum BLV drawdown since its inception was -38.29%, smaller than the maximum RHHBY drawdown of -45.73%. Use the drawdown chart below to compare losses from any high point for BLV and RHHBY.
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Drawdown Indicators
| BLV | RHHBY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.29% | -45.73% | +7.44% |
Max Drawdown (1Y)Largest decline over 1 year | -5.92% | -19.38% | +13.46% |
Max Drawdown (3Y)Largest decline over 3 years | -11.70% | -19.78% | +8.08% |
Max Drawdown (5Y)Largest decline over 5 years | -36.27% | -40.88% | +4.61% |
Max Drawdown (10Y)Largest decline over 10 years | -38.29% | -40.88% | +2.59% |
Current DrawdownCurrent decline from peak | -26.16% | -6.28% | -19.88% |
Average DrawdownAverage peak-to-trough decline | -9.64% | -12.83% | +3.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 8.88% | -6.22% |
Volatility
BLV vs. RHHBY - Volatility Comparison
The current volatility for Vanguard Long-Term Bond ETF (BLV) is 2.19%, while Roche Holding AG ADR (RHHBY) has a volatility of 8.17%. This indicates that BLV experiences smaller price fluctuations and is considered to be less risky than RHHBY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BLV | RHHBY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.19% | 8.17% | -5.98% |
Volatility (6M)Calculated over the trailing 6-month period | 5.97% | 19.50% | -13.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.77% | 28.54% | -20.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.91% | 23.74% | -10.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.95% | 22.69% | -10.74% |
Dividends
BLV vs. RHHBY - Dividend Comparison
BLV's dividend yield for the trailing twelve months is around 4.97%, more than RHHBY's 2.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BLV Vanguard Long-Term Bond ETF | 4.97% | 4.67% | 5.09% | 4.06% | 4.17% | 3.37% | 6.12% | 3.57% | 4.07% | 3.63% | 4.16% | 4.37% |
RHHBY Roche Holding AG ADR | 2.81% | 2.69% | 3.87% | 3.55% | 3.23% | 1.57% | 1.66% | 1.70% | 3.58% | 3.25% | 3.57% | 2.91% |
Frequently Asked Questions
BLV and RHHBY have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RHHBY has higher volatility (8.17%) compared to BLV (2.19%). In terms of maximum drawdown, BLV dropped -38.29% vs RHHBY's -45.73%.
RHHBY currently has the higher Sharpe Ratio (1.63 vs -0.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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