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BUYW vs. VVR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BUYW and VVR is 0.27, 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

BUYW vs. VVR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Main Buywrite ETF (BUYW) and Invesco Senior Income Trust (VVR). The values are adjusted to include any dividend payments, if applicable.

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.57%
-3.80%
BUYW
VVR

Key characteristics

Sharpe Ratio

BUYW:

2.03

VVR:

0.53

Sortino Ratio

BUYW:

3.01

VVR:

0.79

Omega Ratio

BUYW:

1.40

VVR:

1.10

Calmar Ratio

BUYW:

5.20

VVR:

0.65

Martin Ratio

BUYW:

22.10

VVR:

1.65

Ulcer Index

BUYW:

0.46%

VVR:

4.23%

Daily Std Dev

BUYW:

5.04%

VVR:

13.29%

Max Drawdown

BUYW:

-7.32%

VVR:

-73.78%

Current Drawdown

BUYW:

-0.71%

VVR:

-7.83%

Returns By Period

In the year-to-date period, BUYW achieves a 9.29% return, which is significantly higher than VVR's 6.72% return.


BUYW

YTD

9.29%

1M

0.22%

6M

4.57%

1Y

10.27%

5Y*

N/A

10Y*

N/A

VVR

YTD

6.72%

1M

0.26%

6M

-4.02%

1Y

6.98%

5Y*

8.82%

10Y*

7.12%

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Risk-Adjusted Performance

BUYW vs. VVR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Main Buywrite ETF (BUYW) and Invesco Senior Income Trust (VVR). 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 BUYW, currently valued at 2.03, compared to the broader market0.002.004.002.030.53
The chart of Sortino ratio for BUYW, currently valued at 3.01, compared to the broader market-2.000.002.004.006.008.0010.003.010.79
The chart of Omega ratio for BUYW, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.001.401.10
The chart of Calmar ratio for BUYW, currently valued at 5.20, compared to the broader market0.005.0010.0015.005.200.65
The chart of Martin ratio for BUYW, currently valued at 22.10, compared to the broader market0.0020.0040.0060.0080.00100.0022.101.65
BUYW
VVR

The current BUYW Sharpe Ratio is 2.03, which is higher than the VVR Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of BUYW and VVR, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
2.03
0.53
BUYW
VVR

Dividends

BUYW vs. VVR - Dividend Comparison

BUYW's dividend yield for the trailing twelve months is around 5.98%, less than VVR's 13.34% yield.


TTM20232022202120202019201820172016201520142013
BUYW
Main Buywrite ETF
5.98%5.95%0.50%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VVR
Invesco Senior Income Trust
13.34%11.54%11.46%7.23%6.71%6.22%6.83%6.08%6.49%7.97%7.11%7.18%

Drawdowns

BUYW vs. VVR - Drawdown Comparison

The maximum BUYW drawdown since its inception was -7.32%, smaller than the maximum VVR drawdown of -73.78%. Use the drawdown chart below to compare losses from any high point for BUYW and VVR. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.71%
-7.83%
BUYW
VVR

Volatility

BUYW vs. VVR - Volatility Comparison

The current volatility for Main Buywrite ETF (BUYW) is 1.50%, while Invesco Senior Income Trust (VVR) has a volatility of 3.99%. This indicates that BUYW experiences smaller price fluctuations and is considered to be less risky than VVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
1.50%
3.99%
BUYW
VVR
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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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