BRDCY vs. IDEV
BRDCY (Bridgestone Corporation) is a stock, while IDEV (iShares Core MSCI International Developed Markets ETF) is Foreign Large Cap Equities fund tracking the MSCI World ex USA Investable Market Index. Over the past 5 years, BRDCY returned 3.53%/yr vs 9.25%/yr for IDEV. Their 0.53 correlation means they have sometimes moved together and sometimes differently.
Performance
BRDCY vs. IDEV - Performance Comparison
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Returns By Period
In the year-to-date period, BRDCY achieves a 10.58% return, which is significantly lower than IDEV's 11.37% return.
BRDCY
- 1D
- -2.82%
- 1M
- 14.56%
- 6M
- 10.13%
- YTD
- 10.58%
- 1Y
- 19.19%
- 3Y*
- 8.38%
- 5Y*
- 3.53%
- 10Y*
- 4.66%
- ALL TIME*
- 4.70%
IDEV
- 1D
- -0.72%
- 1M
- 1.04%
- 6M
- 6.43%
- YTD
- 11.37%
- 1Y
- 25.30%
- 3Y*
- 16.97%
- 5Y*
- 9.25%
- 10Y*
- —
- ALL TIME*
- 9.52%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.89M | $1.61M | $2.97M | |
| $135.88M | $124.12M | $125.37M |
BRDCY vs. IDEV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRDCY Bridgestone Corporation | 10.58% | 36.08% | -16.65% | 18.44% | -17.81% | 30.79% | -11.30% | -3.65% | -17.43% | 14.03% |
IDEV iShares Core MSCI International Developed Markets ETF | 11.37% | 32.56% | 4.54% | 17.36% | -14.99% | 13.00% | 8.32% | 23.12% | -14.10% | 17.43% |
Correlation
The correlation between BRDCY and IDEV is 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.54 |
Correlation (3Y) Balances recent behavior with more history. | 0.53 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.55 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2017 | 0.53 |
The correlation between BRDCY and IDEV has been stable across timeframes, ranging from 0.53 to 0.55 - a consistent structural relationship.
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Return for Risk
BRDCY vs. IDEV — Risk / Return Rank
BRDCY
IDEV
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.
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.
| BRDCY | IDEV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.30 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.12 | 2.24 | -1.12 |
| Martin ratioReturn relative to average drawdown | 2.19 | 8.85 | -6.65 |
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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
| BRDCY | IDEV | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 (3Y)Largest decline over 3 years | -25.47% | -13.41% | -12.06% |
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 DrawdownCurrent decline from peak | -2.82% | -0.72% | -2.10% |
Average DrawdownAverage peak-to-trough decline | -17.41% | -6.47% | -10.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.28% | 2.83% | +7.45% |
Volatility
BRDCY vs. IDEV - Volatility Comparison
Bridgestone Corporation (BRDCY) has a higher volatility of 9.04% compared to iShares Core MSCI International Developed Markets ETF (IDEV) at 4.44%. 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
| BRDCY | IDEV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.04% | 4.44% | +4.60% |
Volatility (6M)Calculated over the trailing 6-month period | 20.36% | 13.19% | +7.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.32% | 15.21% | +10.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.20% | 16.36% | +6.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.08% | 17.25% | +5.83% |
Dividends
BRDCY vs. IDEV - Dividend Comparison
BRDCY has not paid dividends to shareholders, while IDEV's dividend yield for the trailing twelve months is around 3.18%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BRDCY Bridgestone Corporation | 0.00% | 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 | 3.18% | 3.40% | 3.30% | 3.07% | 2.69% | 3.05% | 2.00% | 3.18% | 3.16% | 1.54% | 0.00% |
Frequently Asked Questions
BRDCY and IDEV have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BRDCY has higher volatility (9.04%) compared to IDEV (4.44%). In terms of maximum drawdown, BRDCY dropped -45.83% vs IDEV's -34.77%.
IDEV currently has the higher Sharpe Ratio (1.66 vs 0.89), 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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