BORR vs. YALL
BORR (Borr Drilling Ltd) is a stock, while YALL (God Bless America ETF) is Large Cap Blend Equities fund actively managed by Tidal ETFs. Over the past 3 years, BORR returned -11.05%/yr vs 18.82%/yr for YALL. At a 0.30 correlation, their price movements are largely independent.
Performance
BORR vs. YALL - Performance Comparison
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Returns By Period
In the year-to-date period, BORR achieves a 5.21% return, which is significantly higher than YALL's -3.05% return.
BORR
- 1D
- -2.30%
- 1M
- -23.19%
- YTD
- 5.21%
- 6M
- 5.74%
- 1Y
- 110.95%
- 3Y*
- -11.05%
- 5Y*
- 20.98%
- 10Y*
- —
YALL
- 1D
- -0.52%
- 1M
- -3.97%
- YTD
- -3.05%
- 6M
- -4.79%
- 1Y
- 3.12%
- 3Y*
- 18.82%
- 5Y*
- —
- 10Y*
- —
BORR vs. YALL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
BORR Borr Drilling Ltd | 5.21% | 4.15% | -44.49% | 48.09% | 25.19% |
YALL God Bless America ETF | -3.05% | 14.36% | 29.99% | 40.74% | 8.04% |
Correlation
The correlation between BORR and YALL is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Oct 11, 2022 | 0.30 |
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Return for Risk
BORR vs. YALL — Risk / Return Rank
BORR
YALL
BORR vs. YALL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Borr Drilling Ltd (BORR) and God Bless America ETF (YALL). 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.
| BORR | YALL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.60 | ||
| Sortino ratioReturn per unit of downside risk | +2.01 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.05 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | 0.33 | +2.75 |
| Martin ratioReturn relative to average drawdown | 10.08 | 0.90 | +9.18 |
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Drawdowns
BORR vs. YALL - Drawdown Comparison
The maximum BORR drawdown since its inception was -99.07%, which is greater than YALL's maximum drawdown of -19.72%. Use the drawdown chart below to compare losses from any high point for BORR and YALL.
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Drawdown Indicators
| BORR | YALL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.07% | -19.72% | -79.35% |
Max Drawdown (1Y)Largest decline over 1 year | -36.16% | -9.42% | -26.74% |
Max Drawdown (3Y)Largest decline over 3 years | -80.90% | -19.72% | -61.18% |
Max Drawdown (5Y)Largest decline over 5 years | -80.90% | — | — |
Current DrawdownCurrent decline from peak | -91.63% | -7.39% | -84.24% |
Average DrawdownAverage peak-to-trough decline | -88.79% | -2.97% | -85.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.11% | 3.49% | +7.62% |
Volatility
BORR vs. YALL - Volatility Comparison
Borr Drilling Ltd (BORR) has a higher volatility of 14.60% compared to God Bless America ETF (YALL) at 3.91%. This indicates that BORR's price experiences larger fluctuations and is considered to be riskier than YALL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BORR | YALL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.60% | 3.91% | +10.69% |
Volatility (6M)Calculated over the trailing 6-month period | 36.94% | 10.17% | +26.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.12% | 13.81% | +47.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.27% | 17.46% | +54.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 118.49% | 17.46% | +101.03% |
Dividends
BORR vs. YALL - Dividend Comparison
BORR has not paid dividends to shareholders, while YALL's dividend yield for the trailing twelve months is around 0.51%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
BORR Borr Drilling Ltd | 0.00% | 0.50% | 7.69% | 0.00% | 0.00% |
YALL God Bless America ETF | 0.51% | 0.49% | 0.50% | 3.51% | 0.19% |
Frequently Asked Questions
BORR and YALL have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BORR has higher volatility (14.60%) compared to YALL (3.91%). In terms of maximum drawdown, BORR dropped -99.07% vs YALL's -19.72%.
BORR currently has the higher Sharpe Ratio (1.83 vs 0.23), 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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