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BRY vs. VOT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BRY and VOT is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

BRY vs. VOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berry Corporation (BRY) and Vanguard Mid-Cap Growth ETF (VOT). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
-53.85%
94.84%
BRY
VOT

Key characteristics

Sharpe Ratio

BRY:

-1.02

VOT:

1.45

Sortino Ratio

BRY:

-1.38

VOT:

1.99

Omega Ratio

BRY:

0.83

VOT:

1.26

Calmar Ratio

BRY:

-0.60

VOT:

1.16

Martin Ratio

BRY:

-1.45

VOT:

8.29

Ulcer Index

BRY:

26.77%

VOT:

2.64%

Daily Std Dev

BRY:

38.03%

VOT:

15.09%

Max Drawdown

BRY:

-88.53%

VOT:

-60.17%

Current Drawdown

BRY:

-65.41%

VOT:

-5.42%

Returns By Period

In the year-to-date period, BRY achieves a -39.54% return, which is significantly lower than VOT's 19.01% return.


BRY

YTD

-39.54%

1M

-9.55%

6M

-33.83%

1Y

-39.54%

5Y*

-8.53%

10Y*

N/A

VOT

YTD

19.01%

1M

-1.96%

6M

12.90%

1Y

19.37%

5Y*

11.16%

10Y*

10.56%

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Risk-Adjusted Performance

BRY vs. VOT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Berry Corporation (BRY) and Vanguard Mid-Cap Growth ETF (VOT). 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 BRY, currently valued at -1.02, compared to the broader market-4.00-2.000.002.00-1.021.45
The chart of Sortino ratio for BRY, currently valued at -1.38, compared to the broader market-4.00-2.000.002.004.00-1.381.99
The chart of Omega ratio for BRY, currently valued at 0.83, compared to the broader market0.501.001.502.000.831.26
The chart of Calmar ratio for BRY, currently valued at -0.60, compared to the broader market0.002.004.006.00-0.601.16
The chart of Martin ratio for BRY, currently valued at -1.45, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.458.29
BRY
VOT

The current BRY Sharpe Ratio is -1.02, which is lower than the VOT Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of BRY and VOT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-1.02
1.45
BRY
VOT

Dividends

BRY vs. VOT - Dividend Comparison

BRY's dividend yield for the trailing twelve months is around 19.79%, more than VOT's 0.46% yield.


TTM20232022202120202019201820172016201520142013
BRY
Berry Corporation
19.79%13.80%16.75%2.38%3.26%5.09%2.40%0.00%0.00%0.00%0.00%0.00%
VOT
Vanguard Mid-Cap Growth ETF
0.46%0.71%0.78%0.34%0.56%0.78%0.84%0.72%0.81%0.81%0.79%0.61%

Drawdowns

BRY vs. VOT - Drawdown Comparison

The maximum BRY drawdown since its inception was -88.53%, which is greater than VOT's maximum drawdown of -60.17%. Use the drawdown chart below to compare losses from any high point for BRY and VOT. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-65.41%
-5.42%
BRY
VOT

Volatility

BRY vs. VOT - Volatility Comparison

Berry Corporation (BRY) has a higher volatility of 14.54% compared to Vanguard Mid-Cap Growth ETF (VOT) at 5.62%. This indicates that BRY's price experiences larger fluctuations and is considered to be riskier than VOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
14.54%
5.62%
BRY
VOT
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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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