BND vs. IMO
BND (Vanguard Total Bond Market ETF) is Total Bond Market fund tracking the Bloomberg U.S. Aggregate Float Adjusted Index, while IMO (Imperial Oil Limited) is a stock. Over the past 10 years, BND returned 1.58%/yr vs 17.61%/yr for IMO. At a correlation of -0.15, they often move in opposite directions.
Performance
BND vs. IMO - 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 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%
BND vs. IMO - 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% |
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
BND
IMO
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.
| BND | IMO | Difference | |
|---|---|---|---|
| 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 |
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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
| BND | IMO | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.12% | -11.88% | +9.76% |
Average DrawdownAverage peak-to-trough decline | -3.06% | -21.19% | +18.13% |
Ulcer IndexDepth 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
| BND | IMO | Difference | |
|---|---|---|---|
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.
| 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% |
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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