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BND vs. IMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BND vs. IMO - Performance Comparison

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

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Returns By Period

In the year-to-date period, BND achieves a 0.52% return, which is significantly lower than IMO's 41.99% return. Over the past 10 years, BND has underperformed IMO with an annualized return of 1.58%, while IMO has yielded a comparatively higher 17.61% 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%

IMO

1D
0.26%
1M
-7.42%
YTD
41.99%
6M
33.35%
1Y
56.95%
3Y*
37.72%
5Y*
32.35%
10Y*
17.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BND vs. IMO - 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%
IMO
Imperial Oil Limited
41.99%43.85%10.47%20.89%38.00%95.29%-25.37%7.16%-17.21%-8.36%

Correlation

The correlation between BND and IMO is -0.10, 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

-0.10

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

-0.04

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

-0.07

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

-0.11

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

-0.15

The correlation between BND and IMO shifts across timeframes, from -0.15 (all time) to -0.04 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

BND vs. IMO — 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

IMO
IMO Risk / Return Rank: 8787
Overall Rank
IMO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IMO Sortino Ratio Rank: 8686
Sortino Ratio Rank
IMO Omega Ratio Rank: 8484
Omega Ratio Rank
IMO Calmar Ratio Rank: 8787
Calmar Ratio Rank
IMO Martin Ratio Rank: 8989
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. IMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market ETF (BND) and Imperial Oil Limited (IMO). 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.


BNDIMODifference
Sharpe ratioReturn per unit of total volatility

-0.92

Sortino ratioReturn per unit of downside risk

-0.90

Omega ratioGain probability vs. loss probability

1.21

1.33

-0.12

Calmar ratioReturn relative to maximum drawdown

1.65

3.47

-1.82

Martin ratioReturn relative to average drawdown

4.81

10.04

-5.24

BND vs. IMO - Sharpe Ratio Comparison

The current BND Sharpe Ratio is 1.18, which is lower than the IMO Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of BND and IMO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BND vs. IMO - Drawdown Comparison

The maximum BND drawdown since its inception was -18.58%, smaller than the maximum IMO drawdown of -84.82%. Use the drawdown chart below to compare losses from any high point for BND and IMO.


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Drawdown Indicators


BNDIMODifference

Max Drawdown

Largest peak-to-trough decline

-18.58%

-84.82%

+66.24%

Max Drawdown (1Y)

Largest decline over 1 year

-2.68%

-16.51%

+13.83%

Max Drawdown (3Y)

Largest decline over 3 years

-5.92%

-22.95%

+17.03%

Max Drawdown (5Y)

Largest decline over 5 years

-17.91%

-29.72%

+11.81%

Max Drawdown (10Y)

Largest decline over 10 years

-18.58%

-76.96%

+58.38%

Current Drawdown

Current decline from peak

-2.12%

-11.88%

+9.76%

Average Drawdown

Average peak-to-trough decline

-3.06%

-21.19%

+18.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

5.69%

-4.77%

Volatility

BND vs. IMO - Volatility Comparison

The current volatility for Vanguard Total Bond Market ETF (BND) is 1.28%, while Imperial Oil Limited (IMO) has a volatility of 9.97%. This indicates that BND experiences smaller price fluctuations and is considered to be less risky than IMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BNDIMODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.28%

9.97%

-8.69%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

22.21%

-19.47%

Volatility (1Y)

Calculated over the trailing 1-year period

3.75%

27.31%

-23.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.03%

32.66%

-26.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.53%

35.55%

-30.02%

Dividends

BND vs. IMO - Dividend Comparison

BND's dividend yield for the trailing twelve months is around 3.96%, more than IMO's 1.90% 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%
IMO
Imperial Oil Limited
1.90%2.40%2.84%2.73%2.30%2.28%3.50%2.41%2.36%2.02%1.70%1.66%

Frequently Asked Questions


BND and IMO have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IMO has higher volatility (9.97%) compared to BND (1.28%). In terms of maximum drawdown, BND dropped -18.58% vs IMO's -84.82%.

IMO currently has the higher Sharpe Ratio (2.10 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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