PortfoliosLab logoPortfoliosLab logo
BND vs. EOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BND vs. EOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Bond Market ETF (BND) and EOG Resources, Inc. (EOG). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BND achieves a 0.52% return, which is significantly lower than EOG's 32.39% return. Over the past 10 years, BND has underperformed EOG with an annualized return of 1.58%, while EOG has yielded a comparatively higher 8.50% 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%

EOG

1D
0.09%
1M
1.27%
YTD
32.39%
6M
28.71%
1Y
17.36%
3Y*
10.45%
5Y*
15.40%
10Y*
8.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BND vs. EOG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
EOG
EOG Resources, Inc.
32.39%-11.37%4.30%-2.03%56.88%88.62%-38.64%-2.82%-18.66%7.47%

Correlation

The correlation between BND and EOG is -0.24, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.24

Correlation (3Y)
Calculated over the trailing 3-year period

-0.09

Correlation (5Y)
Calculated over the trailing 5-year period

-0.11

Correlation (10Y)
Calculated over the trailing 10-year period

-0.14

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2007

-0.18

The correlation between BND and EOG shifts across timeframes, from -0.24 (1 year) to -0.09 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BND vs. EOG — Risk / Return Rank

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

BND
BND Risk / Return Rank: 3737
Overall Rank
BND Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BND Sortino Ratio Rank: 3838
Sortino Ratio Rank
BND Omega Ratio Rank: 3535
Omega Ratio Rank
BND Calmar Ratio Rank: 3737
Calmar Ratio Rank
BND Martin Ratio Rank: 3535
Martin Ratio Rank

EOG
EOG Risk / Return Rank: 6161
Overall Rank
EOG Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
EOG Sortino Ratio Rank: 5858
Sortino Ratio Rank
EOG Omega Ratio Rank: 5656
Omega Ratio Rank
EOG Calmar Ratio Rank: 6363
Calmar Ratio Rank
EOG Martin Ratio Rank: 6161
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.

BND vs. EOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market ETF (BND) and EOG Resources, Inc. (EOG). 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.


BNDEOGDifference
Sharpe ratioReturn per unit of total volatility

+0.52

Sortino ratioReturn per unit of downside risk

+0.70

Omega ratioGain probability vs. loss probability

1.21

1.13

+0.08

Calmar ratioReturn relative to maximum drawdown

1.65

0.94

+0.71

Martin ratioReturn relative to average drawdown

4.81

1.82

+2.98

BND vs. EOG - Sharpe Ratio Comparison

The current BND Sharpe Ratio is 1.18, which is higher than the EOG Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of BND and EOG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BND vs. EOG - Drawdown Comparison

The maximum BND drawdown since its inception was -18.58%, smaller than the maximum EOG drawdown of -77.13%. Use the drawdown chart below to compare losses from any high point for BND and EOG.


Loading charts...

Drawdown Indicators


BNDEOGDifference

Max Drawdown

Largest peak-to-trough decline

-18.58%

-77.13%

+58.55%

Max Drawdown (1Y)

Largest decline over 1 year

-2.68%

-18.51%

+15.83%

Max Drawdown (3Y)

Largest decline over 3 years

-5.92%

-23.72%

+17.80%

Max Drawdown (5Y)

Largest decline over 5 years

-17.91%

-33.42%

+15.51%

Max Drawdown (10Y)

Largest decline over 10 years

-18.58%

-77.13%

+58.55%

Current Drawdown

Current decline from peak

-2.12%

-8.13%

+6.01%

Average Drawdown

Average peak-to-trough decline

-3.06%

-21.97%

+18.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

9.55%

-8.63%

Volatility

BND vs. EOG - Volatility Comparison

The current volatility for Vanguard Total Bond Market ETF (BND) is 1.28%, while EOG Resources, Inc. (EOG) has a volatility of 8.72%. This indicates that BND experiences smaller price fluctuations and is considered to be less risky than EOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BNDEOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.28%

8.72%

-7.44%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

21.09%

-18.35%

Volatility (1Y)

Calculated over the trailing 1-year period

3.75%

26.17%

-22.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.03%

32.95%

-26.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.53%

39.13%

-33.60%

Dividends

BND vs. EOG - Dividend Comparison

BND's dividend yield for the trailing twelve months is around 3.96%, more than EOG's 2.95% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
EOG
EOG Resources, Inc.
2.95%3.76%2.97%4.80%6.79%5.19%2.83%1.21%0.87%0.62%0.66%0.95%

Frequently Asked Questions


BND and EOG have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EOG has higher volatility (8.72%) compared to BND (1.28%). In terms of maximum drawdown, BND dropped -18.58% vs EOG's -77.13%.

BND currently has the higher Sharpe Ratio (1.18 vs 0.67), 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.

Portfolio Optimizer

Find the right allocation for BND and EOG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer