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BNE vs. LADR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BNE and LADR is 0.54, 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.


-0.50.00.51.00.5

Performance

BNE vs. LADR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blue Horizon BNE ETF (BNE) and Ladder Capital Corp (LADR). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
-9.13%
62.71%
BNE
LADR

Key characteristics

Returns By Period


BNE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

LADR

YTD

5.41%

1M

-1.72%

6M

6.05%

1Y

4.49%

5Y*

-1.27%

10Y*

3.57%

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Risk-Adjusted Performance

BNE vs. LADR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Blue Horizon BNE ETF (BNE) and Ladder Capital Corp (LADR). 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.


Sharpe ratio
The chart of Sharpe ratio for BNE, currently valued at 0.03, compared to the broader market0.002.004.000.030.29
The chart of Sortino ratio for BNE, currently valued at 0.16, compared to the broader market-2.000.002.004.006.008.0010.000.160.53
The chart of Omega ratio for BNE, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.001.021.07
The chart of Calmar ratio for BNE, currently valued at 0.01, compared to the broader market0.005.0010.0015.000.010.46
The chart of Martin ratio for BNE, currently valued at 0.08, compared to the broader market0.0020.0040.0060.0080.00100.000.081.14
BNE
LADR


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.03
0.29
BNE
LADR

Dividends

BNE vs. LADR - Dividend Comparison

BNE has not paid dividends to shareholders, while LADR's dividend yield for the trailing twelve months is around 8.06%.


TTM202320222021202020192018201720162015
BNE
Blue Horizon BNE ETF
0.00%0.99%0.00%0.00%0.02%0.00%0.00%0.00%0.00%0.00%
LADR
Ladder Capital Corp
8.06%7.99%8.76%6.67%9.61%7.54%9.92%8.91%10.53%17.91%

Drawdowns

BNE vs. LADR - Drawdown Comparison


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-32.73%
-5.86%
BNE
LADR

Volatility

BNE vs. LADR - Volatility Comparison

The current volatility for Blue Horizon BNE ETF (BNE) is 0.00%, while Ladder Capital Corp (LADR) has a volatility of 5.20%. This indicates that BNE experiences smaller price fluctuations and is considered to be less risky than LADR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember0
5.20%
BNE
LADR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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