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BRDCY vs. IDEV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BRDCY vs. IDEV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bridgestone Corporation (BRDCY) and iShares Core MSCI International Developed Markets ETF (IDEV). The values are adjusted to include any dividend payments, if applicable.

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BRDCY vs. IDEV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BRDCY
Bridgestone Corporation
-7.99%36.08%-16.65%18.44%-17.81%30.79%-11.30%-3.65%-17.43%14.82%
IDEV
iShares Core MSCI International Developed Markets ETF
1.32%32.56%4.54%17.36%-14.99%13.00%8.32%23.12%-14.10%17.29%

Returns By Period

In the year-to-date period, BRDCY achieves a -7.99% return, which is significantly lower than IDEV's 1.32% return.


BRDCY

1D
2.28%
1M
-14.15%
YTD
-7.99%
6M
-10.39%
1Y
4.58%
3Y*
2.49%
5Y*
1.71%
10Y*
2.26%

IDEV

1D
3.16%
1M
-7.78%
YTD
1.32%
6M
6.19%
1Y
25.70%
3Y*
15.12%
5Y*
8.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BRDCY vs. IDEV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BRDCY
BRDCY Risk / Return Rank: 4545
Overall Rank
BRDCY Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
BRDCY Sortino Ratio Rank: 4141
Sortino Ratio Rank
BRDCY Omega Ratio Rank: 4040
Omega Ratio Rank
BRDCY Calmar Ratio Rank: 4747
Calmar Ratio Rank
BRDCY Martin Ratio Rank: 4848
Martin Ratio Rank

IDEV
IDEV Risk / Return Rank: 8383
Overall Rank
IDEV Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
IDEV Sortino Ratio Rank: 8383
Sortino Ratio Rank
IDEV Omega Ratio Rank: 8383
Omega Ratio Rank
IDEV Calmar Ratio Rank: 8282
Calmar Ratio Rank
IDEV Martin Ratio Rank: 8282
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.

BRDCY vs. IDEV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bridgestone Corporation (BRDCY) and iShares Core MSCI International Developed Markets ETF (IDEV). 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.


BRDCYIDEVDifference

Sharpe ratio

Return per unit of total volatility

0.18

1.51

-1.33

Sortino ratio

Return per unit of downside risk

0.43

2.11

-1.68

Omega ratio

Gain probability vs. loss probability

1.05

1.31

-0.25

Calmar ratio

Return relative to maximum drawdown

0.19

2.21

-2.01

Martin ratio

Return relative to average drawdown

0.62

8.73

-8.11

BRDCY vs. IDEV - Sharpe Ratio Comparison

The current BRDCY Sharpe Ratio is 0.18, which is lower than the IDEV Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of BRDCY and IDEV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BRDCYIDEVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.18

1.51

-1.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.52

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.51

-0.38

Correlation

The correlation between BRDCY and IDEV is 0.53, 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.


Dividends

BRDCY vs. IDEV - Dividend Comparison

BRDCY's dividend yield for the trailing twelve months is around 1.87%, less than IDEV's 3.36% yield.


TTM2025202420232022202120202019201820172016
BRDCY
Bridgestone Corporation
1.87%1.72%2.07%1.60%0.00%0.00%0.00%0.00%0.00%0.00%3.62%
IDEV
iShares Core MSCI International Developed Markets ETF
3.36%3.40%3.30%3.07%2.69%3.05%2.00%3.18%3.16%1.54%0.00%

Drawdowns

BRDCY vs. IDEV - Drawdown Comparison

The maximum BRDCY drawdown since its inception was -45.83%, which is greater than IDEV's maximum drawdown of -34.77%. Use the drawdown chart below to compare losses from any high point for BRDCY and IDEV.


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Drawdown Indicators


BRDCYIDEVDifference

Max Drawdown

Largest peak-to-trough decline

-45.83%

-34.77%

-11.06%

Max Drawdown (1Y)

Largest decline over 1 year

-20.16%

-11.20%

-8.96%

Max Drawdown (5Y)

Largest decline over 5 years

-34.15%

-29.15%

-5.00%

Max Drawdown (10Y)

Largest decline over 10 years

-45.83%

Current Drawdown

Current decline from peak

-17.85%

-7.89%

-9.96%

Average Drawdown

Average peak-to-trough decline

-17.53%

-6.64%

-10.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.32%

2.83%

+3.49%

Volatility

BRDCY vs. IDEV - Volatility Comparison

Bridgestone Corporation (BRDCY) has a higher volatility of 9.37% compared to iShares Core MSCI International Developed Markets ETF (IDEV) at 7.65%. This indicates that BRDCY's price experiences larger fluctuations and is considered to be riskier than IDEV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRDCYIDEVDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.37%

7.65%

+1.72%

Volatility (6M)

Calculated over the trailing 6-month period

18.54%

10.90%

+7.64%

Volatility (1Y)

Calculated over the trailing 1-year period

25.47%

17.11%

+8.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.76%

16.12%

+6.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.23%

17.26%

+5.97%