BND vs. E
BND (Vanguard Total Bond Market ETF) is Total Bond Market fund tracking the Bloomberg U.S. Aggregate Float Adjusted Index, while E (Eni S.p.A.) is a stock. Over the past 10 years, BND returned 1.58%/yr vs 12.46%/yr for E. At a correlation of -0.14, they often move in opposite directions.
Performance
BND vs. E - Performance Comparison
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Returns By Period
In the year-to-date period, BND achieves a 0.52% return, which is significantly lower than E's 44.27% return. Over the past 10 years, BND has underperformed E with an annualized return of 1.58%, while E has yielded a comparatively higher 12.46% annualized return.
BND
- 1D
- -0.12%
- 1M
- 0.42%
- YTD
- 0.52%
- 6M
- 0.91%
- 1Y
- 4.40%
- 3Y*
- 4.17%
- 5Y*
- 0.03%
- 10Y*
- 1.58%
E
- 1D
- -1.04%
- 1M
- -2.55%
- YTD
- 44.27%
- 6M
- 45.57%
- 1Y
- 75.29%
- 3Y*
- 32.48%
- 5Y*
- 23.85%
- 10Y*
- 12.46%
BND vs. E - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 0.52% | 7.08% | 1.38% | 5.65% | -13.11% | -1.86% | 7.71% | 8.84% | -0.12% | 3.57% |
E Eni S.p.A. | 44.27% | 48.40% | -13.95% | 26.73% | 10.92% | 43.12% | -28.73% | 4.29% | -0.98% | 7.27% |
Correlation
The correlation between BND and E is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.00 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.06 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2007 | -0.14 |
The correlation between BND and E shifts across timeframes, from -0.14 (all time) to 0.07 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
BND vs. E — Risk / Return Rank
BND
E
BND vs. E - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market ETF (BND) and Eni S.p.A. (E). 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.
| BND | E | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.15 | ||
| Sortino ratioReturn per unit of downside risk | -2.15 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.53 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 1.65 | 8.14 | -6.48 |
| Martin ratioReturn relative to average drawdown | 4.81 | 26.54 | -21.73 |
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Drawdowns
BND vs. E - Drawdown Comparison
The maximum BND drawdown since its inception was -18.58%, smaller than the maximum E drawdown of -70.53%. Use the drawdown chart below to compare losses from any high point for BND and E.
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Drawdown Indicators
| BND | E | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.58% | -70.53% | +51.95% |
Max Drawdown (1Y)Largest decline over 1 year | -2.68% | -9.30% | +6.62% |
Max Drawdown (3Y)Largest decline over 3 years | -5.92% | -20.13% | +14.21% |
Max Drawdown (5Y)Largest decline over 5 years | -17.91% | -33.71% | +15.80% |
Max Drawdown (10Y)Largest decline over 10 years | -18.58% | -61.59% | +43.01% |
Current DrawdownCurrent decline from peak | -2.12% | -6.08% | +3.96% |
Average DrawdownAverage peak-to-trough decline | -3.06% | -23.07% | +20.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.92% | 2.85% | -1.93% |
Volatility
BND vs. E - Volatility Comparison
The current volatility for Vanguard Total Bond Market ETF (BND) is 1.28%, while Eni S.p.A. (E) has a volatility of 6.01%. This indicates that BND experiences smaller price fluctuations and is considered to be less risky than E based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BND | E | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.28% | 6.01% | -4.73% |
Volatility (6M)Calculated over the trailing 6-month period | 2.74% | 19.56% | -16.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.75% | 22.72% | -18.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.03% | 25.04% | -19.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.53% | 28.30% | -22.77% |
Dividends
BND vs. E - Dividend Comparison
BND's dividend yield for the trailing twelve months is around 3.96%, less than E's 4.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 3.96% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
E Eni S.p.A. | 4.50% | 5.88% | 7.69% | 5.74% | 6.38% | 5.79% | 5.91% | 6.11% | 5.15% | 3.96% | 3.98% | 5.14% |
Frequently Asked Questions
BND and E have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
E has higher volatility (6.01%) compared to BND (1.28%). In terms of maximum drawdown, BND dropped -18.58% vs E's -70.53%.
E currently has the higher Sharpe Ratio (3.34 vs 1.18), 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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