BP vs. PYLD
BP (BP p.l.c.) is a stock, while PYLD (PIMCO Multisector Bond Active Exchange-Traded Fund) is Multisector Bonds fund actively managed by PIMCO. Over the past 3 years, BP returned 10.97%/yr vs 7.84%/yr for PYLD. At a correlation of -0.03, they often move in opposite directions.
Performance
BP vs. PYLD - Performance Comparison
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Returns By Period
In the year-to-date period, BP achieves a 21.19% return, which is significantly higher than PYLD's 1.48% return.
BP
- 1D
- -0.60%
- 1M
- -0.17%
- 6M
- 19.74%
- YTD
- 21.19%
- 1Y
- 35.64%
- 3Y*
- 10.97%
- 5Y*
- 17.18%
- 10Y*
- 7.22%
PYLD
- 1D
- -0.11%
- 1M
- -0.23%
- 6M
- 0.95%
- YTD
- 1.48%
- 1Y
- 6.54%
- 3Y*
- 7.84%
- 5Y*
- —
- 10Y*
- —
BP vs. PYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
BP BP p.l.c. | 21.19% | 24.54% | -11.84% | 2.37% |
PYLD PIMCO Multisector Bond Active Exchange-Traded Fund | 1.48% | 9.57% | 7.69% | 5.46% |
Correlation
The correlation between BP and PYLD is -0.22, 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 | -0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.05 |
Correlation (All Time) Calculated using the full available price history since Jun 22, 2023 | -0.03 |
The correlation between BP and PYLD shifts across timeframes, from -0.22 (1 year) to -0.03 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BP vs. PYLD — Risk / Return Rank
BP
PYLD
BP vs. PYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BP p.l.c. (BP) and PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD). 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.
| BP | PYLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -1.35 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.42 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.54 | 2.03 | -0.48 |
| Martin ratioReturn relative to average drawdown | 5.43 | 9.12 | -3.69 |
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Drawdowns
BP vs. PYLD - Drawdown Comparison
The maximum BP drawdown since its inception was -74.94%, which is greater than PYLD's maximum drawdown of -4.52%. Use the drawdown chart below to compare losses from any high point for BP and PYLD.
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Drawdown Indicators
| BP | PYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.94% | -4.52% | -70.42% |
Max Drawdown (1Y)Largest decline over 1 year | -23.23% | -3.25% | -19.98% |
Max Drawdown (3Y)Largest decline over 3 years | -30.63% | -4.50% | -26.13% |
Max Drawdown (5Y)Largest decline over 5 years | -30.63% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -63.91% | — | — |
Current DrawdownCurrent decline from peak | -12.76% | -0.49% | -12.27% |
Average DrawdownAverage peak-to-trough decline | -25.24% | -0.64% | -24.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.58% | 0.72% | +5.86% |
Volatility
BP vs. PYLD - Volatility Comparison
BP p.l.c. (BP) has a higher volatility of 9.76% compared to PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD) at 0.98%. This indicates that BP's price experiences larger fluctuations and is considered to be riskier than PYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BP | PYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.76% | 0.98% | +8.78% |
Volatility (6M)Calculated over the trailing 6-month period | 22.21% | 2.67% | +19.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.32% | 3.07% | +24.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.65% | 3.97% | +24.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.24% | 3.97% | +27.27% |
Dividends
BP vs. PYLD - Dividend Comparison
BP's dividend yield for the trailing twelve months is around 4.86%, less than PYLD's 6.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BP BP p.l.c. | 4.86% | 5.64% | 6.20% | 4.71% | 3.94% | 4.83% | 9.21% | 6.52% | 6.41% | 5.66% | 6.37% | 7.63% |
PYLD PIMCO Multisector Bond Active Exchange-Traded Fund | 6.33% | 6.21% | 6.40% | 2.72% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BP and PYLD have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BP has higher volatility (9.76%) compared to PYLD (0.98%). In terms of maximum drawdown, BP dropped -74.94% vs PYLD's -4.52%.
PYLD currently has the higher Sharpe Ratio (2.15 vs 1.31), 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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