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BMY vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BMY and VTI is 0.47, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

BMY vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bristol-Myers Squibb Company (BMY) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
130.47%
622.23%
BMY
VTI

Key characteristics

Sharpe Ratio

BMY:

0.08

VTI:

0.47

Sortino Ratio

BMY:

0.36

VTI:

0.80

Omega Ratio

BMY:

1.04

VTI:

1.12

Calmar Ratio

BMY:

0.05

VTI:

0.49

Martin Ratio

BMY:

0.29

VTI:

1.99

Ulcer Index

BMY:

8.83%

VTI:

4.76%

Daily Std Dev

BMY:

31.08%

VTI:

20.05%

Max Drawdown

BMY:

-70.62%

VTI:

-55.45%

Current Drawdown

BMY:

-34.35%

VTI:

-10.40%

Returns By Period

In the year-to-date period, BMY achieves a -13.45% return, which is significantly lower than VTI's -6.29% return. Over the past 10 years, BMY has underperformed VTI with an annualized return of 0.23%, while VTI has yielded a comparatively higher 11.38% annualized return.


BMY

YTD

-13.45%

1M

-18.22%

6M

-5.71%

1Y

12.43%

5Y*

-1.57%

10Y*

0.23%

VTI

YTD

-6.29%

1M

-3.40%

6M

-4.58%

1Y

9.95%

5Y*

15.58%

10Y*

11.38%

*Annualized

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Risk-Adjusted Performance

BMY vs. VTI — Risk-Adjusted Performance Rank

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

BMY
The Risk-Adjusted Performance Rank of BMY is 5252
Overall Rank
The Sharpe Ratio Rank of BMY is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of BMY is 4747
Sortino Ratio Rank
The Omega Ratio Rank of BMY is 4646
Omega Ratio Rank
The Calmar Ratio Rank of BMY is 5454
Calmar Ratio Rank
The Martin Ratio Rank of BMY is 5555
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 5757
Overall Rank
The Sharpe Ratio Rank of VTI is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 5555
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 5757
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 5959
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 5858
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.

BMY vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bristol-Myers Squibb Company (BMY) and Vanguard Total Stock Market ETF (VTI). 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.


The chart of Sharpe ratio for BMY, currently valued at 0.08, compared to the broader market-2.00-1.000.001.002.003.00
BMY: 0.08
VTI: 0.47
The chart of Sortino ratio for BMY, currently valued at 0.36, compared to the broader market-6.00-4.00-2.000.002.004.00
BMY: 0.36
VTI: 0.80
The chart of Omega ratio for BMY, currently valued at 1.04, compared to the broader market0.501.001.502.00
BMY: 1.04
VTI: 1.12
The chart of Calmar ratio for BMY, currently valued at 0.05, compared to the broader market0.001.002.003.004.005.00
BMY: 0.05
VTI: 0.49
The chart of Martin ratio for BMY, currently valued at 0.29, compared to the broader market-5.000.005.0010.0015.0020.00
BMY: 0.29
VTI: 1.99

The current BMY Sharpe Ratio is 0.08, which is lower than the VTI Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of BMY and VTI, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.08
0.47
BMY
VTI

Dividends

BMY vs. VTI - Dividend Comparison

BMY's dividend yield for the trailing twelve months is around 5.09%, more than VTI's 1.39% yield.


TTM20242023202220212020201920182017201620152014
BMY
Bristol-Myers Squibb Company
5.09%4.24%4.44%3.00%2.36%3.69%2.55%3.08%2.55%1.95%2.17%2.46%
VTI
Vanguard Total Stock Market ETF
1.39%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

BMY vs. VTI - Drawdown Comparison

The maximum BMY drawdown since its inception was -70.62%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for BMY and VTI. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-34.35%
-10.40%
BMY
VTI

Volatility

BMY vs. VTI - Volatility Comparison

The current volatility for Bristol-Myers Squibb Company (BMY) is 9.92%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 14.83%. This indicates that BMY experiences smaller price fluctuations and is considered to be less risky than VTI 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%14.00%NovemberDecember2025FebruaryMarchApril
9.92%
14.83%
BMY
VTI