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BSCO vs. BSCP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BSCO and BSCP is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.0

Performance

BSCO vs. BSCP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2024 Corporate Bond ETF (BSCO) and Invesco BulletShares 2025 Corporate Bond ETF (BSCP). The values are adjusted to include any dividend payments, if applicable.

-0.50%0.00%0.50%1.00%1.50%2.00%2.50%3.00%JulyAugustSeptemberOctoberNovemberDecember0
2.86%
BSCO
BSCP

Key characteristics

Sharpe Ratio

BSCO:

1.00

BSCP:

5.61

Ulcer Index

BSCO:

0.00%

BSCP:

0.07%

Daily Std Dev

BSCO:

0.00%

BSCP:

0.95%

Max Drawdown

BSCO:

-51.67%

BSCP:

-15.54%

Current Drawdown

BSCO:

0.00%

BSCP:

-0.05%

Returns By Period


BSCO

YTD

0.00%

1M

0.00%

6M

0.00%

1Y

0.00%

5Y*

0.00%

10Y*

N/A

BSCP

YTD

4.85%

1M

0.34%

6M

2.91%

1Y

5.29%

5Y*

2.11%

10Y*

N/A

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BSCO vs. BSCP - Expense Ratio Comparison

Both BSCO and BSCP have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


BSCO
Invesco BulletShares 2024 Corporate Bond ETF
Expense ratio chart for BSCO: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for BSCP: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

BSCO vs. BSCP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2024 Corporate Bond ETF (BSCO) and Invesco BulletShares 2025 Corporate Bond ETF (BSCP). 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 BSCO, currently valued at 1.00, compared to the broader market0.002.004.001.005.61
No data
BSCO
BSCP

The current BSCO Sharpe Ratio is 1.00, which is lower than the BSCP Sharpe Ratio of 5.61. The chart below compares the historical Sharpe Ratios of BSCO and BSCP, 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 Ratio3.504.004.505.005.50JulyAugustSeptemberOctoberNovemberDecember
5.61
BSCO
BSCP

Dividends

BSCO vs. BSCP - Dividend Comparison

BSCO has not paid dividends to shareholders, while BSCP's dividend yield for the trailing twelve months is around 3.61%.


TTM202320222021202020192018201720162015
BSCO
Invesco BulletShares 2024 Corporate Bond ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.64%14.10%0.00%
BSCP
Invesco BulletShares 2025 Corporate Bond ETF
3.61%3.40%2.24%1.94%2.43%3.12%3.26%2.93%3.12%0.76%

Drawdowns

BSCO vs. BSCP - Drawdown Comparison

The maximum BSCO drawdown since its inception was -51.67%, which is greater than BSCP's maximum drawdown of -15.54%. Use the drawdown chart below to compare losses from any high point for BSCO and BSCP. For additional features, visit the drawdowns tool.


-0.80%-0.60%-0.40%-0.20%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-0.05%
BSCO
BSCP

Volatility

BSCO vs. BSCP - Volatility Comparison

The current volatility for Invesco BulletShares 2024 Corporate Bond ETF (BSCO) is 0.00%, while Invesco BulletShares 2025 Corporate Bond ETF (BSCP) has a volatility of 0.18%. This indicates that BSCO experiences smaller price fluctuations and is considered to be less risky than BSCP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.05%0.10%0.15%0.20%0.25%JulyAugustSeptemberOctoberNovemberDecember0
0.18%
BSCO
BSCP
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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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